Hierarchical likelihood approach to non-Gaussian factor analysis

Journal of Statistical Computation and Simulation ◽

10.1080/00949655.2019.1590575 ◽

2019 ◽

Vol 89 (9) ◽

pp. 1555-1573

Author(s):

Maengseok Noh ◽

Youngjo Lee ◽

Johan H.L. Oud ◽

Toni Toharudin

Keyword(s):

Factor Analysis ◽

Hierarchical Likelihood ◽

Likelihood Approach ◽

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Bayesian inference in non-Gaussian factor analysis

Statistics and Computing ◽

10.1007/s11222-008-9105-8 ◽

2008 ◽

Vol 19 (4) ◽

pp. 451-463 ◽

Author(s):

Cinzia Viroli

Keyword(s):

Factor Analysis ◽

Bayesian Inference ◽

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A Maximum Likelihood Approach for Non-Gaussian Stochastic Volatility Models

Journal of Business and Economic Statistics ◽

10.1080/07350015.1998.10524767 ◽

1998 ◽

Vol 16 (3) ◽

pp. 284-291 ◽

Author(s):

Moshe Fridman ◽

Lawrence Harris

Keyword(s):

Maximum Likelihood ◽

Stochastic Volatility ◽

Stochastic Volatility Models ◽

Maximum Likelihood Approach ◽

Volatility Models ◽

Likelihood Approach ◽

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Analysis of Multivariate Binary Random Effect Models using Hierarchical Likelihood Approach

The Korean Data Analysis Society ◽

10.37727/jkdas.2019.21.4.1655 ◽

2019 ◽

Vol 21 (4) ◽

pp. 1655-1663

Author(s):

Ahreum Kim ◽

Maengseok Noh

Keyword(s):

Random Effect ◽

Hierarchical Likelihood ◽

Likelihood Approach ◽

Random Effect Models

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Investigations on Non-Gaussian Factor Analysis

IEEE Signal Processing Letters ◽

10.1109/lsp.2004.828928 ◽

2004 ◽

Vol 11 (7) ◽

pp. 597-600 ◽

Author(s):

Z.-Y. Liu ◽

K.-C. Chiu ◽

L. Xu

Keyword(s):

Factor Analysis ◽

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The hierarchical-likelihood approach to autoregressive stochastic volatility models

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2010.04.014 ◽

2011 ◽

Vol 55 (1) ◽

pp. 248-260 ◽

Author(s):

Woojoo Lee ◽

Johan Lim ◽

Youngjo Lee ◽

Joan del Castillo

Keyword(s):

Stochastic Volatility ◽

Stochastic Volatility Models ◽

Hierarchical Likelihood ◽

Volatility Models ◽

Likelihood Approach

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A non-Gaussian factor analysis approach to transcription Network Component Analysis

2012 IEEE Symposium on Computational Intelligence in Bioinformatics and Computational Biology (CIBCB) ◽

10.1109/cibcb.2012.6217258 ◽

2012 ◽

Author(s):

Shikui Tu ◽

Dingsheng Luo ◽

Runsheng Chen ◽

Lei Xu

Keyword(s):

Factor Analysis ◽

Component Analysis ◽

Analysis Approach ◽

Network Component Analysis ◽

Transcription Network ◽

Non Gaussian ◽

Network Component

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A maximum likelihood approach to temporal factor analysis in state-space model

Signal Processing ◽

10.1016/j.sigpro.2005.12.006 ◽

2006 ◽

Vol 86 (10) ◽

pp. 2966-2980 ◽

Author(s):

Yiu-ming Cheung

Keyword(s):

Factor Analysis ◽

Maximum Likelihood ◽

State Space ◽

State Space Model ◽

Space Model ◽

Maximum Likelihood Approach ◽

Likelihood Approach ◽

Temporal Factor

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AN EMPIRICAL LIKELIHOOD APPROACH FOR NON-GAUSSIAN VECTOR STATIONARY PROCESSES AND ITS APPLICATION TO MINIMUM CONTRAST ESTIMATION

Australian & New Zealand Journal of Statistics ◽

10.1111/j.1467-842x.2010.00585.x ◽

2010 ◽

Vol 52 (4) ◽

pp. 451-468 ◽

Author(s):

Hiroaki Ogata ◽

Masanobu Taniguchi

Keyword(s):

Empirical Likelihood ◽

Stationary Processes ◽

Gaussian Vector ◽

Minimum Contrast ◽

Contrast Estimation ◽

Likelihood Approach ◽

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Number of statistical independent factors in arbitrage pricing theory from the perspective of non-Gaussian factor analysis

Proceedings of the 9th International Conference on Neural Information Processing, 2002. ICONIP '02. ◽

10.1109/iconip.2002.1198209 ◽

2004 ◽

Author(s):

Kai-chun Chiu ◽

Lei Xu

Keyword(s):

Factor Analysis ◽

Arbitrage Pricing Theory ◽

Arbitrage Pricing ◽

Pricing Theory ◽

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Robust inference using hierarchical likelihood approach for heavy-tailed longitudinal outcomes with missing data: An alternative to inverse probability weighted generalized estimating equations

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2012.10.013 ◽

2013 ◽

Vol 59 ◽

pp. 171-179 ◽

Author(s):

Donghwan Lee ◽

Youngjo Lee ◽

Myunghee Cho Paik ◽

Michael G. Kenward

Keyword(s):

Missing Data ◽

Generalized Estimating Equations ◽

Estimating Equations ◽

Robust Inference ◽

Longitudinal Outcomes ◽

Inverse Probability ◽

Hierarchical Likelihood ◽

Likelihood Approach ◽

Heavy Tailed ◽

Inverse Probability Weighted

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