Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering
DOI10.1016/J.CSDA.2015.04.008zbMATH Open1468.62210OpenAlexW2079256353WikidataQ62763506 ScholiaQ62763506MaRDI QIDQ1663203FDOQ1663203
Publication date: 21 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2015.04.008
EM algorithmcovariance matrix decompositionrobust clusteringmultivariate generalized hyperbolic distributionGaussian location and scale mixture
Computational methods for problems pertaining to statistics (62-08) Multivariate distribution of statistics (62H10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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Cited In (18)
- A Laplace-based model with flexible tail behavior
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- Flexible Modelling via Multivariate Skew Distributions
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- A multivariate skew-normal-Tukey-\(h\) distribution
- ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density
- A classification method for binary predictors combining similarity measures and mixture models
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- A mixture of coalesced generalized hyperbolic distributions
- Variable Selection for Skewed Model-Based Clustering: Application to the Identification of Novel Sleep Phenotypes
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- Inverse regression approach to robust nonlinear high-to-low dimensional mapping
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