Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering
DOI10.1016/j.csda.2015.04.008zbMath1468.62210OpenAlexW2079256353WikidataQ62763506 ScholiaQ62763506MaRDI QIDQ1663203
Florence Forbes, Darren Wraith
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
Multivariate distribution of statistics (62H10) Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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