On formulations of skew factor models: Skew factors and/or skew errors

Sharon X. Lee and Geoffrey J. McLachlan

Statistics & Probability Letters, 2021, vol. 168, issue C

Abstract: In recent years, several mixtures of skew factor analyzers have been proposed. These models adopt various skew distributions for either the factors or the errors, but not both. This paper examines the connections between these formulations and introduces a unified model that allows for skewness in both the factors and errors.

Keywords: Skew distribution; Factor analysis; Finite mixture models; EM algorithm (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2020.108935

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