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

DOI10.1007/s11222-012-9362-4zbMath1325.62107OpenAlexW2035886438MaRDI 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 algorithmmixture modelsskew normal distributionsskew \(t\) component distributions

Mathematics Subject Classification ID

Related Items (63)

On nomenclature for, and the relative merits of, two formulations of skew distributions ⋮ Skew-normal Bayesian spatial heterogeneity panel data models ⋮ On formulations of skew factor models: skew factors and/or skew errors ⋮ A coupled ETAS-\(\mathrm{I}^{2}\)GMM point process with applications to seismic fault detection ⋮ Flexible clustering via extended mixtures of common \(t\)-factor analyzers ⋮ Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models ⋮ Comment on ``On nomenclature, and the relative merits of two formulations of skew distributions by A. Azzalini, R. Browne, M. Genton, and P. McNicholas ⋮ Model-based clustering ⋮ Piecewise regression mixture for simultaneous functional data clustering and optimal segmentation ⋮ Robust mixture regression modeling based on scale mixtures of skew-normal distributions ⋮ Bayesian analysis of generalized linear mixed models with spatial correlated and unrestricted skew normal errors ⋮ Robust fitting of mixture models using weighted complete estimating equations ⋮ Model-based clustering using copulas with applications ⋮ 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 ⋮ Multivariate mixtures of Erlangs for density estimation under censoring ⋮ Simultaneous Bayesian modeling of longitudinal and survival data in breast cancer patients ⋮ Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering ⋮ Skew-normal generalized spatial panel data model ⋮ Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering ⋮ Two-way ANOVA when the distribution of the error terms is skew t ⋮ Multivariate cluster weighted models using skewed distributions ⋮ Studying crime trends in the USA over the years 2000--2012 ⋮ Probabilistic clustering via Pareto solutions and significance tests ⋮ Robust model-based clustering via mixtures of skew-\(t\) distributions with missing information ⋮ A novel mixture model using the multivariate normal mean-variance mixture of Birnbaum-Saunders distributions and its application to extrasolar planets ⋮ Inverse regression approach to robust nonlinear high-to-low dimensional mapping ⋮ Constraining kernel estimators in semiparametric copula mixture models ⋮ Flexible mixture modelling using the multivariate skew-\(t\)-normal distribution ⋮ Distance Metrics and Clustering Methods for Mixed‐type Data ⋮ Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions ⋮ A semiparametric and location-shift copula-based mixture model ⋮ Extending mixtures of factor models using the restricted multivariate skew-normal distribution ⋮ A semi-parametric density estimation with application in clustering ⋮ Model-based clustering and classification using mixtures of multivariate skewed power exponential distributions ⋮ A mixture of generalized hyperbolic distributions ⋮ Mixtures of skewed matrix variate bilinear factor analyzers ⋮ A classification method for binary predictors combining similarity measures and mixture models ⋮ Skew-normal factor analysis models with incomplete data ⋮ Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions ⋮ Improved model-based clustering performance using Bayesian initialization averaging ⋮ Flexible Modelling via Multivariate Skew Distributions ⋮ A robust factor analysis model using the restricted skew-\(t\) distribution ⋮ Transformation mixture modeling for skewed data groups with heavy tails and scatter ⋮ Mixtures of restricted skew-\(t\) factor analyzers with common factor loadings ⋮ Model-based clustering based on sparse finite Gaussian mixtures ⋮ A mixture of coalesced generalized hyperbolic distributions ⋮ Variable Selection for Skewed Model-Based Clustering: Application to the Identification of Novel Sleep Phenotypes ⋮ Mixtures of factor analyzers with scale mixtures of fundamental skew normal distributions ⋮ Kernel discriminant analysis and clustering with parsimonious Gaussian process models ⋮ A variational approximations-DIC rubric for parameter estimation and mixture model selection within a family setting ⋮ Mixtures of generalized hyperbolic distributions and mixtures of skew-\(t\) distributions for model-based clustering with incomplete data ⋮ Manly transformation in finite mixture modeling ⋮ Weighted likelihood mixture modeling and model-based clustering ⋮ On fractionally-supervised classification: weight selection and extension to the multivariate \(t\)-distribution ⋮ An overview on the progeny of the skew-normal family -- a personal perspective ⋮ An overview of skew distributions in model-based clustering ⋮ Mixtures of hidden truncation hyperbolic factor analyzers ⋮ Finite mixtures of multivariate skew Student's \(t\) distributions with independent logistic skewing functions ⋮ Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions ⋮ Robust discrete choice models with \(t\)-distributed kernel errors ⋮ Model-based clustering and classification with non-normal mixture distributions

Uses Software

• mixsmsn
• EMMIX-skew
• sn

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multivariate mixture modeling using skew-normal independent distributions
• Robust mixture modeling based on scale mixtures of skew-normal distributions
• Analytic calculations for the EM algorithm for multivariate skew-\(t\) mixture models
• Some results on the truncated multivariate \(t\) distribution
• Maximum likelihood inference for mixtures of skew Student-\(t\)-normal distributions through practical EM-type algorithms
• Choosing initial values for the EM algorithm for finite mixtures
• Bayesian density estimation using skew Student-\(t\)-normal mixtures
• Estimating the dimension of a model
• A Bayesian interpretation of the multivariate skew-normal distribution.
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• Additive properties of skew normal random vectors
• Computational aspects of fitting mixture models via the expectation-maximization algorithm
• Finite mixture and Markov switching models.
• Maximum likelihood estimation for multivariate skew normal mixture models
• On fundamental skew distributions
• On the Unification of Families of Skew-normal Distributions
• How Many Clusters? Which Clustering Method? Answers Via Model-Based Cluster Analysis
• Model-Based Gaussian and Non-Gaussian Clustering
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• The multivariate skew-normal distribution
• Bayes estimation of a convex quadratic
• A new class of multivariate skew distributions with applications to bayesian regression models
• Multivariate skewt-distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Multivariate T-Distributions and Their Applications
• The Skew-normal Distribution and Related Multivariate Families*
• A general class of multivariate skew-elliptical distributions
• A new look at the statistical model identification

This page was built for publication: Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results