Extending mixtures of factor models using the restricted multivariate skew-normal distribution

DOI10.1016/j.jmva.2015.09.025zbMath1328.62378arXiv1307.1748MaRDI QIDQ900823

Tsung I. Lin, Geoffrey J. McLachlan, Sharon X. Lee

Publication date: 23 December 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.1748

zbMATH Keywords

clustering; data reduction; skewness; ECM algorithm; rMSN distribution; factor analyzer

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

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

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