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Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering - MaRDI portal

Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering (Q1663203)

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scientific article; zbMATH DE number 6921405
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English
Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering
scientific article; zbMATH DE number 6921405

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    Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering (English)
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    21 August 2018
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    covariance matrix decomposition
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    EM algorithm
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    Gaussian location and scale mixture
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    multivariate generalized hyperbolic distribution
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    robust clustering
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