A skew factor analysis model based on the normal mean-variance mixture of Birnbaum-Saunders distribution

Hashemi, F; Naderi, M; Jamalizadeh, A; Lin, TI

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

JOURNAL OF APPLIED STATISTICS, 2020; 47 (16): 3007

Abstract

This paper presents a robust extension of factor analysis model by assuming the multivariate normal mean-variance mixture of Birnbaum-Saunders distrib......

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