Maximum likelihood inference for the multivariate \(t\) mixture model

DOI10.1016/j.jmva.2016.03.009zbMath1341.62138OpenAlexW2320866052MaRDI QIDQ290698

Wan-Lun Wang, Tsung I. Lin

Publication date: 3 June 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.03.009

zbMATH Keywords

information matrixdegrees of freedommultivariate \(t\) distributionrobust sandwich estimatorscore vector

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (7)

Multivariate cluster-weighted models based on seemingly unrelated linear regression ⋮ Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering ⋮ Linear models for multivariate repeated measures data with block exchangeable covariance structure ⋮ Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér-von Mises distance ⋮ Mixtures of restricted skew-\(t\) factor analyzers with common factor loadings ⋮ Finite mixture modeling of censored data using the multivariate Student-\(t\) distribution ⋮ Robust clustering via mixtures of \(t\) factor analyzers with incomplete data

Uses Software

• R
• copula
• copula
• bootstrap

Cites Work

• Model-based classification via mixtures of multivariate \(t\)-distributions
• Estimating the dimension of a model
• Standard errors of fitted component means of normal mixture
• Learning from incomplete data via parameterized \(t\) mixture models through eigenvalue decomposition
• Capturing patterns via parsimonious \(t\) mixture models
• Maximum Likelihood Estimation of the Multivariate Normal Mixture Model
• Statistical Inference Procedures for Bivariate Archimedean Copulas
• Maximum likelihood estimation via the ECM algorithm: A general framework
• Model-Based Gaussian and Non-Gaussian Clustering
• Multivariate T-Distributions and Their Applications
• Maximum Likelihood Estimation of Misspecified Models
• Extending mixtures of multivariate \(t\)-factor analyzers
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