Analytic calculations for the EM algorithm for multivariate skew-t mixture models
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Publication:426709
DOI10.1016/J.SPL.2012.02.020zbMATH Open1244.65012OpenAlexW2026414138MaRDI QIDQ426709FDOQ426709
Authors: Paul D. McNicholas, I. 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
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parameter estimationmixture modelsskewnessMonte Carlo methodexpectation and maximization (EM) algorithmmaximum likehood estimatesmultivariate skew-\(t\) distribution
Cites Work
- Title not available (Why is that?)
- A new class of multivariate skew distributions with applications to bayesian regression models
- Maximum likelihood estimation for multivariate skew normal mixture models
- Some results on the truncated multivariate \(t\) distribution
- On the Bumpy Road to the Dominant Mode
- Some skew symmetric inverse reflected distributions
- Extending mixtures of multivariate \(t\)-factor analyzers
Cited In (40)
- Expected maximization algorithm: projection depth approach
- Mixtures of generalized hyperbolic distributions and mixtures of skew-\(t\) distributions for model-based clustering with incomplete data
- Model-based clustering of high-dimensional data: a review
- On fractionally-supervised classification: weight selection and extension to the multivariate \(t\)-distribution
- Two-way ANOVA when the distribution of the error terms is skew t
- Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions
- Approximate EM algorithm for sparse estimation of multivariate location-scale mixture of normals
- Mixtures of skew-\(t\) factor analyzers
- Parsimonious skew mixture models for model-based clustering and classification
- Model based clustering of high-dimensional binary data
- Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions
- Model-based clustering
- An overview on the progeny of the skew-normal family -- a personal perspective
- On model-based clustering of directional data with heavy tails
- Variational Bayes approximations for clustering via mixtures of normal inverse Gaussian distributions
- Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions
- EM algorithm for mixture of skew-normal distributions fitted to grouped data
- Variable selection for skewed model-based clustering: application to the identification of novel sleep phenotypes
- Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models
- Recent developments in expectation-maximization methods for analyzing complex data
- Mixtures of skewed matrix variate bilinear factor analyzers
- Clustering, classification, discriminant analysis, and dimension reduction via generalized hyperbolic mixtures
- Clustering and semi-supervised classification for clickstream data via mixture models
- A robust method for speech emotion recognition based on infinite Student's \(t\)-mixture model
- A mixture of generalized hyperbolic factor analyzers
- Multivariate cluster weighted models using skewed distributions
- A generalized class of skew distributions and associated robust quantile regression models
- Mixtures of hidden truncation hyperbolic factor analyzers
- Fractionally-supervised classification
- EM algorithm for symmetric stable mixture model
- A mixture of coalesced generalized hyperbolic distributions
- Infinite mixtures of multivariate normal-inverse Gaussian distributions for clustering of skewed data
- A mixture of generalized hyperbolic distributions
- Dimension reduction for model-based clustering via mixtures of multivariate \(t\)-distributions
- On mixtures of skew normal and skew \(t\)-distributions
- Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results
- A mixture of common skew-\(t\) factor analysers
- Model-based clustering and classification with non-normal mixture distributions
- Flexible mixture modelling using the multivariate skew-\(t\)-normal distribution
- Penalized maximum likelihood method to a class of skewness data analysis
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