On mixtures of skew normal and skew \(t\)-distributions
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Publication:369337
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
EM algorithm; maximum likelihood estimation; mixture models; multivariate skew normals; multivariate skew t-distributions; skew symmetric distributions
62H12: Estimation in multivariate analysis
62H30: Classification and discrimination; cluster analysis (statistical aspects)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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