Pages that link to "Item:Q4960844"
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The following pages link to The multivariate leptokurtic‐normal distribution and its application in model‐based clustering (Q4960844):
Displaying 31 items.
- Gram-Charlier-like expansions of power-raised hyperbolic secant laws (Q1640959) (← links)
- Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions (Q1727862) (← links)
- Unconstrained representation of orthogonal matrices with application to common principal components (Q2032213) (← links)
- Revitalizing the multivariate elliptical leptokurtic-normal distribution and its application in model-based clustering (Q2081762) (← links)
- New bivariate and multivariate log-normal distributions as models for insurance data (Q2143523) (← links)
- Dimension-wise scaled normal mixtures with application to finance and biometry (Q2146462) (← links)
- Robust fitting of mixture models using weighted complete estimating equations (Q2157525) (← links)
- Extending finite mixtures of \(t\) linear mixed-effects models with concomitant covariates (Q2189590) (← links)
- Model-based clustering with determinant-and-shape constraint (Q2209710) (← links)
- An evolutionary algorithm with crossover and mutation for model-based clustering (Q2236771) (← links)
- Mixtures of multivariate contaminated normal regression models (Q2306894) (← links)
- Robust clustering in regression analysis via the contaminated Gaussian cluster-weighted model (Q2403302) (← links)
- Robust model-based clustering with mild and gross outliers (Q2665787) (← links)
- Multiple scaled contaminated normal distribution and its application in clustering (Q5006013) (← links)
- The multivariate tail-inflated normal distribution and its application in finance (Q5033962) (← links)
- Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions (Q5036367) (← links)
- A new look at the inverse Gaussian distribution with applications to insurance and economic data (Q5036583) (← links)
- Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns (Q5079250) (← links)
- Mixtures of Matrix-Variate Contaminated Normal Distributions (Q5084440) (← links)
- Robust inference for parsimonious model-based clustering (Q5107332) (← links)
- A Class of Univariate Non-Mesokurtic Distributions Using a Continuous Uniform Symmetrizer and Chi Generator (Q6100962) (← links)
- A semi-parametric density estimation with application in clustering (Q6156310) (← links)
- Model-based clustering using a new multivariate skew distribution (Q6552947) (← links)
- A Laplace-based model with flexible tail behavior (Q6554263) (← links)
- Finding outliers in Gaussian model-based clustering (Q6605871) (← links)
- Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation (Q6608183) (← links)
- CO\(_2\) emissions and growth: a bivariate bidimensional mean-variance random effects model (Q6626602) (← links)
- Multiple scaled symmetric distributions in allometric studies (Q6637092) (← links)
- Model-based clustering of functional data via mixtures of \(t\) distributions (Q6653073) (← links)
- Parsimony and parameter estimation for mixtures of multivariate leptokurtic-normal distributions (Q6653074) (← links)
- Missing values and directional outlier detection in model-based clustering (Q6657925) (← links)
