Parsimony and parameter estimation for mixtures of multivariate leptokurtic-normal distributions
From MaRDI portal
Publication:6653074
DOI10.1007/S11634-023-00558-2MaRDI QIDQ6653074
Ryan P. Browne, Antonio Punzo, Luca Bagnato
Publication date: 16 December 2024
Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)
Density estimation (62G07) Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Multivariate analysis (62Hxx)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimating common principal components in high dimensions
- Parsimonious Hidden Markov Models for Matrix-Variate Longitudinal Data
- Mixtures of multivariate power exponential distributions
- On nomenclature for, and the relative merits of, two formulations of skew distributions
- Model-based clustering, classification, and discriminant analysis via mixtures of multivariate \(t\)-distributions
- Assessing the pattern of covariance matrices via an augmentation multiple testing procedure
- Orthogonal Stiefel manifold optimization for eigen-decomposed covariance parameter estimation in mixture models
- Estimating the dimension of a model
- The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family
- On Bernoulli's numerical solution of algebraic equations.
- A multivariate linear regression analysis using finite mixtures of \(t\) distributions
- Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions
- Setting up alternating least squares and iterative majorization algorithms for solving various matrix optimization problems
- Unconstrained representation of orthogonal matrices with application to common principal components
- Revitalizing the multivariate elliptical leptokurtic-normal distribution and its application in model-based clustering
- Model-based clustering via new parsimonious mixtures of heavy-tailed distributions
- Multivariate response and parsimony for Gaussian cluster-weighted models
- Model-based clustering
- Robust model-based clustering with mild and gross outliers
- Parsimonious mixtures of multivariate contaminated normal distributions
- Robust Clustering Using Exponential Power Mixtures
- Statistical analysis of finite mixture distributions
- A Schur method for solving algebraic Riccati equations
- Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
- Model-Based Gaussian and Non-Gaussian Clustering
- Model-Based Clustering, Discriminant Analysis, and Density Estimation
- Dealing With Label Switching in Mixture Models
- The multivariate leptokurtic‐normal distribution and its application in model‐based clustering
- The multivariate tail-inflated normal distribution and its application in finance
- Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns
- Model-based clustering via skewed matrix-variate cluster-weighted models
- Allometric analysis using the multivariate shifted exponential normal distribution
- A mixture of generalized hyperbolic distributions
- On a Matrix Riccati Equation of Stochastic Control
- Model-Based Clustering and Classification for Data Science
- Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices
- Multiple scaled symmetric distributions in allometric studies
This page was built for publication: Parsimony and parameter estimation for mixtures of multivariate leptokurtic-normal distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6653074)