A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: application to robust clustering

DOI10.1007/S11222-013-9414-4zbMATH Open1332.62204DBLPjournals/sac/ForbesW14OpenAlexW2157321274WikidataQ62763523 ScholiaQ62763523MaRDI QIDQ98131FDOQ98131

Authors: Florence Forbes, Darren Wraith, Darren Wraith, F. Forbes 

Publication date: 22 August 2013

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

Full work available at URL: https://hal.inria.fr/hal-00823451/file/Rev2-ForHAL.pdf

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zbMATH Keywords

outlier detectionEM algorithmcovariance matrix decompositionGaussian scale mixturemultivariate generalized \(t\)-distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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Cited In (40)

• A Laplace-based model with flexible tail behavior
• Multiple scaled symmetric distributions in allometric studies
• A new multivariate t distribution with variant tail weights and its application in robust regression analysis
• Bayesian clustering of skewed and multimodal data using geometric skewed normal distributions
• A flexible class of parametric distributions for Bayesian linear mixed models
• Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions
• Flexible Modelling via Multivariate Skew Distributions
• Unconstrained representation of orthogonal matrices with application to common principal components
• A coupled ETAS-\(\mathrm{I}^{2}\)GMM point process with applications to seismic fault detection
• Outlier detection in multivariate functional data through a contaminated mixture model
• Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations
• Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models
• Bayesian hierarchical mixture models for detecting non‐normal clusters applied to noisy genomic and environmental datasets
• Component Elimination Strategies to Fit Mixtures of Multiple Scale Distributions
• Autoregressive processes with generalized hyperbolic innovations
• Approximation by finite mixtures of continuous density functions that vanish at infinity
• Dimension-wise scaled normal mixtures with application to finance and biometry
• A multivariate skew-normal-Tukey-\(h\) distribution
• Robust fitting of mixture models using weighted complete estimating equations
• The multivariate t -distribution with multiple degrees of freedom
• A formulation for continuous mixtures of multivariate normal distributions
• Global implicit function theorems and the online expectation–maximisation algorithm
• Kernel discriminant analysis and clustering with parsimonious Gaussian process models
• A classification method for binary predictors combining similarity measures and mixture models
• Model-based clustering using copulas with applications
• Multiple scaled contaminated normal distribution and its application in clustering
• An overview of skew distributions in model-based clustering
• MSclust
• Discussion of `Model-based clustering and classification with non-normal mixture distributions' by Lee and McLachlan
• EM algorithm for symmetric stable mixture model
• Missing values and directional outlier detection in model-based clustering
• Skew multiple scaled mixtures of normal distributions with flexible tail behavior and their application to clustering
• A multivariate extreme value theory approach to anomaly clustering and visualization
• A mixture of coalesced generalized hyperbolic distributions
• Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering
• A semiparametric and location-shift copula-based mixture model
• Estimation and order selection for multivariate exponential power mixture models
• Mixtures of multivariate power exponential distributions
• Flexible clustering of high-dimensional data via mixtures of joint generalized hyperbolic distributions
• Inverse regression approach to robust nonlinear high-to-low dimensional mapping

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