Two new matrix-variate distributions with application in model-based clustering
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Publication:830561
DOI10.1016/J.CSDA.2020.107050OpenAlexW3044261346MaRDI QIDQ830561FDOQ830561
Luca Bagnato, Salvatore D. Tomarchio, Antonio Punzo
Publication date: 7 May 2021
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2020.107050
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Cited In (15)
- Multiple scaled symmetric distributions in allometric studies
- Modelling students’ career indicators via mixtures of parsimonious matrix‐normal distributions
- Matrix-variate normal mean-variance Birnbaum-Saunders distributions and related mixture models
- Modal clustering of matrix-variate data
- Matrix normal cluster-weighted models
- On finite mixture modeling of change-point processes
- A dual subspace parsimonious mixture of matrix normal distributions
- Model-based clustering via skewed matrix-variate cluster-weighted models
- Parsimonious mixtures for the analysis of tensor-variate data
- On the use of the matrix-variate tail-inflated normal distribution for parsimonious mixture modeling
- A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance
- Model-based clustering via new parsimonious mixtures of heavy-tailed distributions
- Three-way data clustering based on the mean-mixture of matrix-variate normal distributions
- Clustering longitudinal ordinal data via finite mixture of matrix-variate distributions
- Parsimonious Hidden Markov Models for Matrix-Variate Longitudinal Data
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