Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood

Title
Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
Authors
Keywords
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Journal
JOURNAL OF MULTIVARIATE ANALYSIS
Volume 100, Issue 8, Pages 1717-1726
Publisher
Elsevier BV
Online
2009-02-13
DOI
10.1016/j.jmva.2009.02.001

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