Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Tsay, Ruey S. & Ando, Tomohiro, 2012. "Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3345-3365.
- Leung, Dennis & Drton, Mathias, 2016. "Order-invariant prior specification in Bayesian factor analysis," Statistics & Probability Letters, Elsevier, vol. 111(C), pages 60-66.
More about this item
KeywordsBayesian methods Marginal likelihood Matrix variate t-distribution Model selection;
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