On mixtures of skew normal and skew t-distributions
From MaRDI portal
Publication:369337
DOI10.1007/S11634-013-0132-8zbMATH Open1273.62115OpenAlexW2045254715MaRDI QIDQ369337FDOQ369337
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.
Recommendations
- Finite mixtures of multivariate scale-shape mixtures of skew-normal distributions
- An overview of skew distributions in model-based clustering
- Maximum likelihood inference for mixtures of skew Student-\(t\)-normal distributions through practical EM-type algorithms
- Finite mixtures of multivariate skew Laplace distributions
- Model-based clustering and classification with non-normal mixture distributions
Cites work
- scientific article; zbMATH DE number 5668407 (Why is no real title available?)
- scientific article; zbMATH DE number 3930122 (Why is no real title available?)
- scientific article; zbMATH DE number 2174552 (Why is no real title available?)
- A Bayesian interpretation of the multivariate skew-normal distribution.
- A general class of multivariate skew-elliptical distributions
- A multivariate skew normal distribution.
- A new class of multivariate skew distributions with applications to bayesian regression models
- A unified view on skewed distributions arising from selections
- Additive properties of skew normal random vectors
- Analytic calculations for the EM algorithm for multivariate skew-\(t\) mixture models
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Finite mixture modelling using the skew normal distribution
- Flexible Class of Skew-Symmetric Distributions
- Generalized skew-elliptical distributions and their quadratic forms
- Maximum likelihood estimation for multivariate skew normal mixture models
- Multivariate extended skew-\(t\) distributions and related families
- Multivariate mixture modeling using skew-normal independent distributions
- Multivariate skewt-distribution
- On fundamental skew distributions
- On the Unification of Families of Skew-normal Distributions
- Robust mixture modeling based on scale mixtures of skew-normal distributions
- Some results on the truncated multivariate \(t\) distribution
- Statistical Applications of the Multivariate Skew Normal Distribution
- The Skew-normal Distribution and Related Multivariate Families*
- The multivariate skew-normal distribution
- The nontruncated marginal of a truncated bivariate normal distribution
Cited in
(88)- The skew normal multivariate risk measurement framework
- On model-based clustering of directional data with heavy tails
- Three-way data clustering based on the mean-mixture of matrix-variate normal distributions
- An overview of skew distributions in model-based clustering
- Model-based clustering using a new multivariate skew distribution
- Regular, median and Huber cross‐validation: A computational comparison
- A graphical approach for the selection of the number of clusters in the spectral clustering algorithm
- Bayesian analysis of generalized linear mixed models with spatial correlated and unrestricted skew normal errors
- A mixture of logistics skew-normal multinomial models
- On positive association of absolute-valued and squared multivariate gaussians beyond \(\mathrm{MTP}_2\)
- A mixture of common skew-\(t\) factor analysers
- On variable selection in matrix mixture modelling
- Factor probabilistic distance clustering (FPDC): a new clustering method
- Variable diagnostics in model-based clustering through variation partition
- Skew-normal generalized spatial panel data model
- Concentration function for the skew-normal and skew-\(t\) distributions, with application in robust Bayesian analysis
- Modelling dark current and hot pixels in imaging sensors
- EM algorithm for symmetric stable mixture model
- Tensor-variate finite mixture modeling for the analysis of university professor remuneration
- Flexible factor model for handling missing data in supervised learning
- A Riemannian Newton trust-region method for fitting Gaussian mixture models
- An empirical comparison and characterisation of nine popular clustering methods
- A New Extended Mixture Skew Normal Distribution, With Applications
- 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
- Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering
- Laplace mixture of linear experts
- Robust skew-\(t\) factor analysis models for handling missing data
- On parsimonious models for modeling matrix data
- On nomenclature for, and the relative merits of, two formulations of skew distributions
- Extending mixtures of factor models using the restricted multivariate skew-normal distribution
- A mixture of generalized Tukey's \(g\) distributions
- Partial identification in the statistical matching problem
- Clustering, classification, discriminant analysis, and dimension reduction via generalized hyperbolic mixtures
- Latent profile analysis with nonnormal mixtures: a Monte Carlo examination of model selection using fit indices
- Mixtures of multivariate restricted skew-normal factor analyzer models in a Bayesian framework
- On model-based clustering of skewed matrix data
- A spatially constrained asymmetric Gaussian mixture model for image segmentation
- 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
- Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions
- Finite mixtures of multivariate scale-shape mixtures of skew-normal distributions
- Model-based clustering
- Transformation mixture modeling for skewed data groups with heavy tails and scatter
- Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations
- Flexible mixture modelling with the polynomial Gaussian cluster-weighted model
- Constrained clustering with a complex cluster structure
- On formulations of skew factor models: skew factors and/or skew errors
- Skew-normal Bayesian spatial heterogeneity panel data models
- A mixture of generalized hyperbolic factor analyzers
- Model-based clustering and classification with non-normal mixture distributions
- Variable selection methods for model-based clustering
- Nonparametric mixture models with conditionally independent multivariate component densities
- Fractionally-supervised classification
- Flexible Modelling via Multivariate Skew Distributions
- Variational Bayes approximations for clustering via mixtures of normal inverse Gaussian distributions
- A robust factor analysis model based on the canonical fundamental skew-\(t\) distribution
- Manly transformation in finite mixture modeling
- A tailored multivariate mixture model for detecting proteins of concordant change among virulent strains of \textit{clostridium perfringens}
- Mixtures of skew-\(t\) factor analyzers
- A comparison of the \(L_2\) minimum distance estimator and the EM-algorithm when fitting \(k\)-component univariate normal mixtures
- Robust model-based clustering via mixtures of skew-\(t\) distributions with missing information
- Multivariate response and parsimony for Gaussian cluster-weighted models
- Skew-normal factor analysis models with incomplete data
- Mean mixtures of normal distributions: properties, inference and application
- Comments on: ``Model-based clustering and classification with non-normal mixture distributions
- Studying crime trends in the USA over the years 2000--2012
- Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions
- Model based clustering of high-dimensional binary data
- Identifying connected components in Gaussian finite mixture models for clustering
- Discussion of `Model-based clustering and classification with non-normal mixture distributions' by Lee and McLachlan
- Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results
- Variable selection for skewed model-based clustering: application to the identification of novel sleep phenotypes
- A robust factor analysis model using the restricted skew-\(t\) distribution
- A mixture of coalesced generalized hyperbolic distributions
- Probabilistic clustering via Pareto solutions and significance tests
- Model-based clustering via mixtures of unrestricted skew normal factor analyzers with complete and incomplete data
- Robust mixtures of factor analysis models using the restricted multivariate skew-t distribution
- On the identifiability of finite mixture of skew-normal and skew-\(t\) distributions
- Mixtures of factor analyzers with scale mixtures of fundamental skew normal distributions
- Singularity structures and impacts on parameter estimation in finite mixtures of distributions
- Robust clustering of multiply censored data via mixtures of \(t\) factor analyzers
- Diagnostics analysis for skew-normal linear regression models: applications to a quality of life dataset
- Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models
- On fractionally-supervised classification: weight selection and extension to the multivariate \(t\)-distribution
- A generalized class of skew distributions and associated robust quantile regression 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
This page was built for publication: On mixtures of skew normal and skew \(t\)-distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q369337)
