Estimating parameters of mixtures of multivariate t-populations and application to classification of observations

DOI10.1016/J.CAM.2022.114541MaRDI QIDQ2161073zbMATH OpenOpenAlexWikidataFDO

Authors Nabakumar Jana, Santanu S. Dey

Publication date 4 August 2022

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2022.114541

zbMATH Keywords

\(t\)-distributionBayes estimatorEM algorithmmisclassification error ratepenalized likelihood estimator

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Cites work

• A curious likelihood identity for the multivariate t-distribution
• Classification using semiparametric mixtures
• Classification With the Matrix-Variate-t Distribution
• Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation
• EM algorithm for mixture of skew-normal distributions fitted to grouped data
• EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariatet-distributions
• Errors of misclassification and their probability distributions when the parent populations are Gompertz
• Errors of misclassification in discrimination with data from truncated t populations
• Estimation of a discriminant function from a mixture of two inverse Weibull distributions
• Finite mixture models
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• scientific article; zbMATH DE number 194758 (Why is no real title available?)
• scientific article; zbMATH DE number 788228 (Why is no real title available?)
• scientific article; zbMATH DE number 845707 (Why is no real title available?)
• Inference for multivariate normal mixtures
• Model-based classification via mixtures of multivariate \(t\)-distributions
• Model-Based Clustering, Discriminant Analysis, and Density Estimation
• Multivariate plug-in bandwidth selection
• On the convergence properties of the EM algorithm
• Regularized parameter estimation of high dimensional distribution
• Updating and asymptotic relative efficiency of a nonlinear discriminant function estimated from a mixture of two Gompertz populations

Cited in

(4)

• An optimal classification rule for multiple interval-screened scale mixture of normal populations
• scientific article; zbMATH DE number 5290358 (Why is no real title available?)
• Model-based classification via mixtures of multivariate \(t\)-distributions
• scientific article; zbMATH DE number 1843597 (Why is no real title available?)

Describes a project that uses

Uses Software

• pyuvdata
• UCI
• EMMIX

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