Mixtures of restricted skew-\(t\) factor analyzers with common factor loadings
From MaRDI portal
Publication:1999453
DOI10.1007/s11634-018-0317-2zbMath1474.62209MaRDI QIDQ1999453
Wan-Lun Wang, Yen-Ting Chang, Tsung I. Lin, Luis Mauricio Castro
Publication date: 27 June 2019
Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11634-018-0317-2
62H25: Factor analysis and principal components; correspondence analysis
62H30: Classification and discrimination; cluster analysis (statistical aspects)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Serial and parallel implementations of model-based clustering via parsimonious Gaussian mixture models
- Algorithm AS 136: A K-Means Clustering Algorithm
- A mixture of generalized hyperbolic factor analyzers
- Multivariate mixture modeling using skew-normal independent distributions
- On nomenclature for, and the relative merits of, two formulations of skew distributions
- Maximum likelihood inference for the multivariate \(t\) mixture model
- Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models
- Mixtures of common factor analyzers for high-dimensional data with missing information
- A robust factor analysis model using the restricted skew-\(t\) distribution
- Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results
- Extending mixtures of factor models using the restricted multivariate skew-normal distribution
- Estimating the dimension of a model
- Learning from incomplete data via parameterized \(t\) mixture models through eigenvalue decomposition
- Flexible clustering via extended mixtures of common \(t\)-factor analyzers
- Mixtures of skew-\(t\) factor analyzers
- Mixtures of common \(t\)-factor analyzers for modeling high-dimensional data with missing values
- Robust skew-\(t\) factor analysis models for handling missing data
- An introduction to variational methods for graphical models
- Variational Bayes approximations for clustering via mixtures of normal inverse Gaussian distributions
- Finite mixture modeling of censored data using the multivariate Student-\(t\) distribution
- Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering
- Automated learning of \(t\) factor analysis models with complete and incomplete data
- On fundamental skew distributions
- Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
- The Skew-Normal and Related Families
- Maximum likelihood estimation via the ECM algorithm: A general framework
- The EM Algorithm and Extensions, 2E
- 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
- Robust mixtures of factor analysis models using the restricted multivariate skew-t distribution
- Likelihood-based inference for Tobit confirmatory factor analysis using the multivariate Student-\(t\) distribution