47 citations · 78 across the 5 of their papers we have counts for
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stat.ME2023★ 13 cited
When it counts -- Econometric identification of the basic factor model based on GLT structures
Sylvia Frühwirth-Schnatter, Darjus Hosszejni, Hedibert Freitas Lopes
Despite the popularity of factor models with sparse loading matrices, little attention has been given to formally address identifiability of these models beyond standard rotation-b…
stat.ME2021★ 2 cited
Bayesian Estimation of the Degrees of Freedom Parameter of the Student- Distribution---A Beneficial Re-parameterization
Darjus Hosszejni
In this paper, conditional data augmentation (DA) is investigated for the degrees of freedom parameter of a Student- distribution. Based on a restricted version of the expec…