Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results

DOI10.1007/s11222-012-9362-4zbMath1325.62107MaRDI QIDQ892461

Sharon X. Lee, Geoffrey J. McLachlan

Publication date: 19 November 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-012-9362-4

zbMATH Keywords

EM algorithm; mixture models; skew normal distributions; skew \(t\) component distributions

Mathematics Subject Classification ID

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

62H05: Characterization and structure theory for multivariate probability distributions; copulas

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