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

DOI10.1016/J.SPL.2020.108935MaRDI QIDQ826682zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 1086057 (Why is no real title available?)
• A mixture of generalized hyperbolic distributions
• A mixture of generalized hyperbolic factor analyzers
• A robust factor analysis model using the restricted skew-\(t\) distribution
• Extending mixtures of factor models using the restricted multivariate skew-normal distribution
• Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models
• Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results
• Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering
• Mixtures of skew-\(t\) factor analyzers
• Multivariate tail conditional expectation for scale mixtures of skew-normal distribution
• On fundamental skew distributions
• On mixtures of skew normal and skew \(t\)-distributions
• Robust mixtures of factor analysis models using the restricted multivariate skew-t distribution
• Skewed factor models using selection mechanisms
• The EM Algorithm and Extensions, 2E

Cited in

(4)

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• A skew factor analysis model based on the normal mean-variance mixture of Birnbaum-Saunders distribution

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