A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: application to robust clustering

DOI10.1007/s11222-013-9414-4zbMath1332.62204DBLPjournals/sac/ForbesW14OpenAlexW2157321274WikidataQ62763523 ScholiaQ62763523MaRDI QIDQ98131

Darren Wraith, Florence Forbes, Darren Wraith, Florence Forbes

Publication date: 22 August 2013

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-00823451/file/Rev2-ForHAL.pdf

zbMATH Keywords

EM algorithmcovariance matrix decompositionoutlier detectionGaussian scale mixturemultivariate generalized \(t\)-distribution

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

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