A mixture of generalized hyperbolic distributions

DOI10.1002/cjs.11246zbMath1320.62144arXiv1305.1036OpenAlexW1755019093MaRDI QIDQ5256377

Paul D. McNicholas, Ryan P. Browne

Publication date: 22 June 2015

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.1036

zbMATH Keywords

clusteringmixture modelsgeneralized inverse Gaussian distributiongeneralized hyperbolic distribution

Mathematics Subject Classification ID

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

Related Items (55)

On formulations of skew factor models: skew factors and/or skew errors ⋮ Bayesian clustering of skewed and multimodal data using geometric skewed normal distributions ⋮ Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models ⋮ Model-based clustering ⋮ Practical Initialization of Recursive Mixture-Based Clustering for Non-negative Data ⋮ Anderson relaxation test for intrinsic dimension selection in model-based clustering ⋮ Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers ⋮ EM algorithm for symmetric stable mixture model ⋮ Clustering, classification, discriminant analysis, and dimension reduction via generalized hyperbolic mixtures ⋮ On model-based clustering of skewed matrix data ⋮ Unnamed Item ⋮ Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering ⋮ Autoregressive processes with generalized hyperbolic innovations ⋮ Quantile hidden semi-Markov models for multivariate time series ⋮ Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering ⋮ Multivariate normal mean-variance mixture distribution based on Lindley distribution ⋮ Model-based clustering via skewed matrix-variate cluster-weighted models ⋮ Multivariate cluster weighted models using skewed distributions ⋮ Studying crime trends in the USA over the years 2000--2012 ⋮ A novel mixture model using the multivariate normal mean-variance mixture of Birnbaum-Saunders distributions and its application to extrasolar planets ⋮ Bayesian hierarchical mixture models for detecting non‐normal clusters applied to noisy genomic and environmental datasets ⋮ Distance Metrics and Clustering Methods for Mixed‐type Data ⋮ Infinite mixtures of multivariate normal-inverse Gaussian distributions for clustering of skewed data ⋮ Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions ⋮ Model-based clustering and classification using mixtures of multivariate skewed power exponential distributions ⋮ Robust mixture regression modeling based on the normal mean-variance mixture distributions ⋮ Mixtures of skewed matrix variate bilinear factor analyzers ⋮ Three skewed matrix variate distributions ⋮ Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution ⋮ Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions ⋮ Explaining individual predictions when features are dependent: more accurate approximations to Shapley values ⋮ In the pursuit of sparseness: a new rank-preserving penalty for a finite mixture of factor analyzers ⋮ Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution ⋮ Tensor-variate finite mixture modeling for the analysis of university professor remuneration ⋮ Transformation mixture modeling for skewed data groups with heavy tails and scatter ⋮ On parsimonious models for modeling matrix data ⋮ Some properties of the multivariate generalized hyperbolic laws ⋮ A mixture of generalized hyperbolic factor analyzers ⋮ A mixture of coalesced generalized hyperbolic distributions ⋮ Variable Selection for Skewed Model-Based Clustering: Application to the Identification of Novel Sleep Phenotypes ⋮ Mixtures of multivariate power exponential distributions ⋮ Mixtures of factor analyzers with scale mixtures of fundamental skew normal distributions ⋮ Mixtures of generalized hyperbolic distributions and mixtures of skew-\(t\) distributions for model-based clustering with incomplete data ⋮ Manly transformation in finite mixture modeling ⋮ Functional data clustering by projection into latent generalized hyperbolic subspaces ⋮ An overview of skew distributions in model-based clustering ⋮ Subspace clustering for the finite mixture of generalized hyperbolic distributions ⋮ Mixtures of Gaussian copula factor analyzers for clustering high dimensional data ⋮ Mixtures of hidden truncation hyperbolic factor analyzers ⋮ Revitalizing the multivariate elliptical leptokurtic-normal distribution and its application in model-based clustering ⋮ Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions ⋮ Finite mixture modeling of censored and missing data using the multivariate skew-normal distribution ⋮ 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 ⋮ Rejoinder to the discussion of ``Model-based clustering and classification with non-normal mixture distributions

Uses Software

• mclust
• R
• S-PLUS
• mixsmsn
• QRM

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Model-based classification using latent Gaussian mixture models
• Serial and parallel implementations of model-based clustering via parsimonious Gaussian mixture models
• Multivariate mixture modeling using skew-normal independent distributions
• Variable selection for clustering and classification
• On the distribution of posterior probabilities in finite mixture models with application in clustering
• Analytic calculations for the EM algorithm for multivariate skew-\(t\) mixture models
• Model-based clustering, classification, and discriminant analysis via mixtures of multivariate \(t\)-distributions
• Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results
• Sharp quadratic majorization in one dimension
• Inference for multivariate normal mixtures
• Identifiability of finite mixtures for directional data
• A constrained formulation of maximum-likelihood estimation for normal mixture distributions
• Statistical properties of the generalized inverse Gaussian distribution
• Estimating the dimension of a model
• The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family
• Parsimonious skew mixture models for model-based clustering and classification
• Mixtures of skew-\(t\) factor analyzers
• Finite mixtures of multivariate Poisson distributions with application
• Capturing patterns via parsimonious \(t\) mixture models
• A new condition for identifiability of finite mixture distributions
• Maximum likelihood estimation for multivariate skew normal mixture models
• Turán type inequalities for some probability density functions
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• Detecting Features in Spatial Point Processes with Clutter via Model-Based Clustering
• Self-decomposability of the generalized inverse Gaussian and hyperbolic distributions
• Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
• Model-Based Gaussian and Non-Gaussian Clustering
• Model-Based Clustering, Discriminant Analysis, and Density Estimation
• Dealing With Label Switching in Mixture Models
• A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
• Identifiability of Finite Mixtures of Elliptical Distributions
• On the Identifiability of Finite Mixtures
• Variable Selection for Model-Based Clustering
• Using Unlabelled Data to Update Classification Rules with Applications in Food Authenticity Studies
• THE POPULATION FREQUENCIES OF SPECIES AND THE ESTIMATION OF POPULATION PARAMETERS
• Extending mixtures of multivariate \(t\)-factor analyzers

This page was built for publication: A mixture of generalized hyperbolic distributions