On mixtures of skew normal and skew \(t\)-distributions

DOI10.1007/s11634-013-0132-8zbMath1273.62115arXiv1211.3602MaRDI QIDQ369337

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)

Full work available at URL: https://arxiv.org/abs/1211.3602

zbMATH Keywords

EM algorithm; maximum likelihood estimation; mixture models; multivariate skew normals; multivariate skew t-distributions; skew symmetric distributions

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Related Items

EM algorithm for symmetric stable mixture model, Variable Selection for Skewed Model-Based Clustering: Application to the Identification of Novel Sleep Phenotypes, A Tailored Multivariate Mixture Model for Detecting Proteins of Concordant Change Among Virulent Strains of Clostridium Perfringens, Regular, median and Huber cross‐validation: A computational comparison, Flexible mixture modelling with the polynomial Gaussian cluster-weighted model, Singularity Structures and Impacts on Parameter Estimation in Finite Mixtures of Distributions, Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations, Variable diagnostics in model-based clustering through variation partition, Skew-normal Bayesian spatial heterogeneity panel data models, Bayesian analysis of generalized linear mixed models with spatial correlated and unrestricted skew normal errors, Skew-normal generalized spatial panel data model, Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions, Skew-normal factor analysis models with incomplete data, Robust mixtures of factor analysis models using the restricted multivariate skew-t distribution, A generalized class of skew distributions and associated robust quantile regression models, Fractionally-supervised classification, A Festschrift for Geoff McLachlan, An adequacy approach for deciding the number of clusters for OTRIMLE robust Gaussian mixture‐based clustering, Bayesian hierarchical mixture models for detecting non‐normal clusters applied to noisy genomic and environmental datasets, A spatially constrained asymmetric Gaussian mixture model for image segmentation, Model-based clustering via mixtures of unrestricted skew normal factor analyzers with complete and incomplete data, A robust factor analysis model based on the canonical fundamental skew-\(t\) distribution, Flexible factor model for handling missing data in supervised learning, A mixture of generalized hyperbolic factor analyzers, Manly transformation in finite mixture modeling, Model-based clustering and classification with non-normal mixture distributions, Comments on: ``Model-based clustering and classification with non-normal mixture distributions, Discussion of `Model-based clustering and classification with non-normal mixture distributions' by Lee and McLachlan, On nomenclature for, and the relative merits of, two formulations of skew distributions, Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models, Comment on ``On nomenclature, and the relative merits of two formulations of skew distributions by A. Azzalini, R. Browne, M. Genton, and P. McNicholas, A robust factor analysis model using the restricted skew-\(t\) distribution, On formulations of skew factor models: skew factors and/or skew errors, A flexible factor analysis based on the class of mean-mixture of normal distributions, Bayesian clustering of skewed and multimodal data using geometric skewed normal distributions, On the identifiability of finite mixture of skew-normal and skew-\(t\) distributions, Extending mixtures of factor models using the restricted multivariate skew-normal distribution, Mixtures of skew-\(t\) factor analyzers, Partial identification in the statistical matching problem, Nonparametric mixture models with conditionally independent multivariate component densities, Clustering, classification, discriminant analysis, and dimension reduction via generalized hyperbolic mixtures, Identifying connected components in Gaussian finite mixture models for clustering, Latent profile analysis with nonnormal mixtures: a Monte Carlo examination of model selection using fit indices, Laplace mixture of linear experts, On model-based clustering of skewed matrix data, Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering, Model based clustering of high-dimensional binary data, Diagnostics analysis for skew-normal linear regression models: applications to a quality of life dataset, A comparison of the \(L_2\) minimum distance estimator and the EM-algorithm when fitting \(k\)-component univariate normal mixtures, Robust skew-\(t\) factor analysis models for handling missing data, Variable selection methods for model-based clustering, Transformation mixture modeling for skewed data groups with heavy tails and scatter, On parsimonious models for modeling matrix data, Variational Bayes approximations for clustering via mixtures of normal inverse Gaussian distributions, Mixtures of factor analyzers with scale mixtures of fundamental skew normal distributions, An overview of skew distributions in model-based clustering, A Riemannian Newton trust-region method for fitting Gaussian mixture models, Robust clustering of multiply censored data via mixtures of \(t\) factor analyzers, The skew normal multivariate risk measurement framework, Tensor-variate finite mixture modeling for the analysis of university professor remuneration, A mixture of coalesced generalized hyperbolic distributions, On fractionally-supervised classification: weight selection and extension to the multivariate \(t\)-distribution, Mean mixtures of normal distributions: properties, inference and application, Mixtures of multivariate restricted skew-normal factor analyzer models in a Bayesian framework, Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions, Multivariate response and parsimony for Gaussian cluster-weighted models, Studying crime trends in the USA over the years 2000--2012, Factor probabilistic distance clustering (FPDC): a new clustering method, Constrained clustering with a complex cluster structure, Probabilistic clustering via Pareto solutions and significance tests, Robust model-based clustering via mixtures of skew-\(t\) distributions with missing information, Model-based clustering, An empirical comparison and characterisation of nine popular clustering methods, Flexible Modelling via Multivariate Skew Distributions, Modelling dark current and hot pixels in imaging sensors

Uses Software

Cites Work