Robustness of Bayesian factor analysis estimates

Communications in Statistics - Theory and Methods

Volumn 27, Issue 8, 1998, Pages 1871-1893

  Lee, Sang Eun ^a   Press, S James ^b  

^a Kyonggi University   (South Korea)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Bayes factor analysis; Directional derivatives; Robustness; contamination prior class

Indexed keywords

EID: 0011835565     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929808832196     Document Type: Article

References (10)

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3. Berger, James O. (1985). Statistical Decision Theory and Bayesian Analysis, Springer-Verlag.
4. Gustafson, Paul (1996). "Local Sensitivity of Inferences to Prior Marginals", Jour. of the Amer. Stat. Assn., Vol. 91, No. 434, pp. 774-781.
5. Joreskog, K.G. (1969). "A General Approach to Confirmatory Maximum Likelihood Factor Analysis," Psychometrika, 34(2).
6. Lee, Sang Eun (1994). "Robustness of Bayesian Factor Analysis Estimates," Ph.d Thesis, Statistic Department, University of California, Riverside.
7. Press, S. James (1983). Applied Multivariate Analysis : Using Bayesian and Frequentist Methods of Inference, Krieger Publication Co. Malabar Florida.
8. Press, S. James and Shigemasu, K. (1989). "Bayesian Inference in Factor Analysis," Contributions to Probability and Statistics: Essays in Honor of Ingram Olkin,:271-297.
9. Press, S. James and Shigemasu, K. (1997). "Bayesian Inference Factor Analysis - Revised," Tech. Rept. No. 243, Department of Statistics, University of California, Riverside.
10. Wasserman, L. (1991). "Recent Methodological Advances in Robust Bayesian Inference," Technical report # 511 at Department of Statistics, Carnegie Mellon University.