On mixtures of skew normal and skew t-distributions
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Publication:369337
DOI10.1007/S11634-013-0132-8zbMATH Open1273.62115arXiv1211.3602OpenAlexW2045254715MaRDI QIDQ369337FDOQ369337
Authors: Sharon X. Lee, Geoffrey J. McLachlan 
Publication date: 24 September 2013
Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)
Abstract: Finite mixture of skew distributions have emerged as an effective tool in modelling heterogeneous data with asymmetric features. With various proposals appearing rapidly in the recent years, which are similar but not identical, the connections between them and their relative performance becomes rather unclear. This paper aims to provide a concise overview of these developments by presenting a systematic classification of the existing skew distributions into four types, thereby clarifying their close relationships. This also aids in understanding the link between some of the proposed expectation-maximization (EM) based algorithms for the computation of the maximum likelihood estimates of the parameters of the models. The final part of this paper presents an illustration of the performance of these mixture models in clustering a real dataset, relative to other non-elliptically contoured clustering methods and associated algorithms for their implementation.
Full work available at URL: https://arxiv.org/abs/1211.3602
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Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)
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Cited In (86)
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