Analytic calculations for the EM algorithm for multivariate skew-\(t\) mixture models

DOI10.1016/j.spl.2012.02.020zbMath1244.65012OpenAlexW2026414138MaRDI QIDQ426709

Paul D. McNicholas, Irene Vrbik

Publication date: 11 June 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.02.020

zbMATH Keywords

parameter estimationMonte Carlo methodskewnessmixture modelsexpectation and maximization (EM) algorithmmaximum likehood estimatesmultivariate skew-\(t\) distribution

Mathematics Subject Classification ID

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Cites Work

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• Some skew symmetric inverse reflected distributions
• Some results on the truncated multivariate \(t\) distribution
• Maximum likelihood estimation for multivariate skew normal mixture models
• On the Bumpy Road to the Dominant Mode
• A new class of multivariate skew distributions with applications to bayesian regression models
• Extending mixtures of multivariate \(t\)-factor analyzers

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