Robust skew-t factor analysis models for handling missing data

Wang, WL; Liu, M; Lin, TI

Lin, TI (reprint author), Natl Chung Hsing Univ, Inst Stat, Taichung, Taiwan.; Lin, TI (reprint author), China Med Univ, Dept Publ Hlth, Taichung, Taiwan.

STATISTICAL METHODS AND APPLICATIONS, 2017; 26 (4): 649

Abstract

This paper presents a novel framework for maximum likelihood (ML) estimation in skew-t factor analysis (STFA) models in the presence of missing values......

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