WL Wang, TI Lin - Advances in Data Analysis and Classification, 2022 - Springer
Mixtures of t factor analyzers (MtFA) are powerful and widely used tools for robust clustering of high-dimensional data in the presence of outliers. However, the occurrence of missing …
J Zhao, C Shang, S Li, L Xin, PLH Yu - Advances in Data Analysis and …, 2024 - Springer
The Bayesian information criterion (BIC), defined as the observed data log likelihood minus a penalty term based on the sample size N, is a popular model selection criterion for factor …
The mixture of factor analyzers (MFA) model has emerged as a useful tool to perform dimensionality reduction and model-based clustering for heterogeneous data. In seeking the …
WL Wang, LM Castro, TI Lin - Journal of Multivariate Analysis, 2017 - Elsevier
The t factor analysis (tFA) model is a promising tool for robust reduction of high-dimensional data in the presence of heavy-tailed noises. When determining the number of factors of the …
X Ma, J Zhao, C Shang, F Jiang, PLH Yu - arXiv preprint arXiv:2401.02203, 2024 - arxiv.org
Factor Analysis based on multivariate $ t $ distribution ($ t $ fa) is a useful robust tool for extracting common factors on heavy-tailed or contaminated data. However, $ t $ fa is only …
We develop a novel estimation algorithm for a dynamic factor model (DFM) applied to panel data with a short time dimension and a large cross sectional dimension. Current DFMs …
B Szüle - Hungarian Statistical Review, 2017 - real.mtak.hu
Linear factor structures often exist in empirical data, and they can be mapped by factor analysis. It is, however, not straightforward how to measure the goodness of a factor analysis …