Maximum likelihood inference for mixtures of skew Student-\(t\)-normal distributions through practical EM-type algorithms

DOI10.1007/s11222-010-9225-9zbMath1322.62087OpenAlexW1964746278MaRDI QIDQ746208

Saumyadipta Pyne, Tsung I. Lin, Hsiu J. Ho

Publication date: 16 October 2015

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

Full work available at URL: https://doi.org/10.1007/s11222-010-9225-9

zbMATH Keywords

outliersflow cytometryECM algorithmECME algorithmST mixturesSTN mixtures

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

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Uses Software

• R
• Bioconductor
• PGMM
• sn
• flowCore
• PRMLT

Cites Work

• Bayesian density estimation using skew Student-\(t\)-normal mixtures
• Estimating the dimension of a model
• Standard errors of fitted component means of normal mixture
• Skewed distributions generated by the normal kernel.
• A greedy EM algorithm for Gaussian mixture learning
• Finite mixture and Markov switching models.
• Maximum likelihood estimation for multivariate skew normal mixture models
• Maximum likelihood estimation via the ECM algorithm: A general framework
• The EM Algorithm and Extensions, 2E
• Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
• How Many Clusters? Which Clustering Method? Answers Via Model-Based Cluster Analysis
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• A new class of multivariate skew distributions with applications to bayesian regression models
• Model-Based Clustering, Discriminant Analysis, and Density Estimation
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• The Skew-normal Distribution and Related Multivariate Families*
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