On model-based clustering of skewed matrix data
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Publication:1661342
DOI10.1016/J.JMVA.2018.04.007zbMATH Open1395.62165OpenAlexW2800188602MaRDI QIDQ1661342FDOQ1661342
Authors: Volodymyr Melnykov, Xuwen Zhu 
Publication date: 16 August 2018
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2018.04.007
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Cited In (26)
- Contamination transformation matrix mixture modeling for skewed data groups with heavy tails and scatter
- Multiple scaled symmetric distributions in allometric studies
- Bayesian clustering of skewed and multimodal data using geometric skewed normal distributions
- MatTransMix: an R package for matrix model-based clustering and parsimonious mixture modeling
- Transformation mixture modeling for skewed data groups with heavy tails and scatter
- CPclus: Candecomp/Parafac clustering model for three-way data
- Matrix variate generalized asymmetric Laplace distributions
- Robust model-based clustering via mixtures of skew-\(t\) distributions with missing information
- On parsimonious models for modeling matrix data
- Matrix normal cluster-weighted models
- An evolutionary algorithm with crossover and mutation for model-based clustering
- On finite mixture modeling of change-point processes
- Tensor-variate finite mixture modeling for the analysis of university professor remuneration
- A dual subspace parsimonious mixture of matrix normal distributions
- Mixtures of skewed matrix variate bilinear factor analyzers
- Model-based clustering via skewed matrix-variate cluster-weighted models
- Dimension-wise scaled normal mixtures with application to finance and biometry
- Parsimonious mixtures for the analysis of tensor-variate data
- A variational approximations-DIC rubric for parameter estimation and mixture model selection within a family setting
- On the use of the matrix-variate tail-inflated normal distribution for parsimonious mixture modeling
- Modeling the cryptocurrency return distribution via Laplace scale mixtures
- Analyzing skewed financial data using skew scale-shap mixtures of multivariate normal distributions
- Finite mixture of hidden Markov models for tensor-variate time series data
- Clustering longitudinal ordinal data via finite mixture of matrix-variate distributions
- On variable selection in matrix mixture modelling
- Matrix-variate time series modelling with hidden Markov models
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