Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering
type: Item
instance of: scholarly article
title: Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering
zbMATH Open document ID: 1468.62210
author: Darren Wraith
author: F. Forbes
published in: Computational Statistics and Data Analysis
publication date: 2018-08-21T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62H30
zbMATH DE Number: 6921405
zbMATH Keywords: covariance matrix decomposition
zbMATH Keywords: EM algorithm
zbMATH Keywords: Gaussian location and scale mixture
zbMATH Keywords: multivariate generalized hyperbolic distribution
zbMATH Keywords: robust clustering
describes a project that uses: mixtools
describes a project that uses: Emmixuskew
describes a project that uses: MixGHD
describes a project that uses: R
MaRDI profile type: Publication
full work available at URL: j.csda.2015.04.008
OpenAlex ID: W2079256353
Wikidata QID: Q62763506
cites work: Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
cites work: Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
cites work: Normal Variance-Mean Mixtures and z Distributions
cites work: Robust mixture modeling based on scale mixtures of skew-normal distributions
cites work: High-dimensional data clustering
cites work: A general class of multivariate skew-elliptical distributions
cites work: A mixture of generalized hyperbolic distributions
cites work: Orthogonal Stiefel manifold optimization for eigen-decomposed covariance parameter estimation in mixture models
cites work: Estimating common principal components in high dimensions
cites work: Multivariate mixture modeling using skew-normal independent distributions
cites work: Clustering with mixtures of log-concave distributions
cites work: Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
cites work: Q5434035
cites work: An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
cites work: A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: application to robust clustering
cites work: Model-Based Clustering, Discriminant Analysis, and Density Estimation
cites work: Finite mixture and Markov switching models.
cites work: Robustness Properties of k Means and Trimmed k Means
cites work: Semiparametric mixtures of regressions
cites work: Statistical properties of the generalized inverse Gaussian distribution
cites work: An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution
cites work: Choosing initial values for the EM algorithm for finite mixtures
cites work: Multivariate T-Distributions and Their Applications
cites work: Q3405569
cites work: Rejoinder to the discussion of ``Model-based clustering and classification with non-normal mixture distributions''
cites work: On mixtures of skew normal and skew \(t\)-distributions
cites work: Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results
cites work: Learning from incomplete data via parameterized \(t\) mixture models through eigenvalue decomposition
cites work: Flexible mixture modelling using the multivariate skew-\(t\)-normal distribution
cites work: On fast supervised learning for normal mixture models with missing information
cites work: A new class of multivariate skew distributions with applications to bayesian regression models
cites work: Multivariate distribution models with generalized hyperbolic margins
cites work: Multivariate skew-normal generalized hyperbolic distribution and its properties
cites work: A robust extension of the bivariate Birnbaum-Saunders distribution and associated inference
cites work: Mixtures of common \(t\)-factor analyzers for modeling high-dimensional data with missing values
cites work: Mixtures of regressions with predictor-dependent mixing proportions
DOI: 10.1016/J.CSDA.2015.04.008
description: scientific article; zbMATH DE number 6921405