On mixtures of skew normal and skew \(t\)-distributions

DOI10.1007/S11634-013-0132-8zbMath1273.62115arXiv1211.3602OpenAlexW2045254715MaRDI QIDQ369337

Sharon X. Lee, Geoffrey J. McLachlan

Publication date: 24 September 2013

Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.3602

zbMATH Keywords

EM algorithm maximum likelihood estimation mixture models multivariate skew normals multivariate skew t-distributions skew symmetric distributions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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