On formulations of skew factor models: skew factors and/or skew errors

DOI10.1016/J.SPL.2020.108935zbMATH Open1456.62036OpenAlexW3087516072MaRDI QIDQ826682FDOQ826682

Authors: Sharon X. Lee, Geoffrey J. McLachlan 

Publication date: 6 January 2021

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

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108935

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zbMATH Keywords

EM algorithmfactor analysisfinite mixture modelsskew distribution

Mathematics Subject Classification ID

Point estimation (62F10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• A mixture of generalized hyperbolic factor analyzers
• Title not available (Why is that?)
• Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results
• The EM Algorithm and Extensions, 2E
• Title not available (Why is that?)
• Mixtures of skew-\(t\) factor analyzers
• On mixtures of skew normal and skew \(t\)-distributions
• A mixture of generalized hyperbolic distributions
• Extending mixtures of factor models using the restricted multivariate skew-normal distribution
• On fundamental skew distributions
• Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models
• A robust factor analysis model using the restricted skew-\(t\) distribution
• Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering
• Multivariate tail conditional expectation for scale mixtures of skew-normal distribution
• Robust mixtures of factor analysis models using the restricted multivariate skew-t distribution
• Skewed factor models using selection mechanisms

Cited In (4)

• Skewed factor models using selection mechanisms
• A skew factor analysis model based on the normal mean-variance mixture of Birnbaum-Saunders distribution
• A robust factor analysis model based on the canonical fundamental skew-\(t\) distribution
• An overview of skew distributions in model-based clustering

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