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Volumn 82, Issue 6, 2012, Pages 1169-1174

Analytic calculations for the EM algorithm for multivariate skew-t mixture models

Author keywords

Em algorithm; Mixture models; Multivariate skew t distribution; Skewness

Indexed keywords


EID: 84859813429     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2012.02.020     Document Type: Article
Times cited : (74)

References (12)
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    • Andrews J.L., McNicholas P.D. Extending mixtures of multivariate t-factor analyzers. Statistics and Computing 2011, 21(3):361-373.
    • (2011) Statistics and Computing , vol.21 , Issue.3 , pp. 361-373
    • Andrews, J.L.1    McNicholas, P.D.2
  • 5
    • 84859864960 scopus 로고    scopus 로고
    • On the fitting of mixtures of multivariate skew t-distributions via the EM algorithm
    • Lee, S., McLachlan, G.J., 2011. On the fitting of mixtures of multivariate skew t-distributions via the EM algorithm. arxiv:1109.4706.
    • (2011)
    • Lee, S.1    McLachlan, G.J.2
  • 6
    • 56349112368 scopus 로고    scopus 로고
    • Maximum likelihood estimation for multivariate skew normal mixture models
    • Lin T.-I. Maximum likelihood estimation for multivariate skew normal mixture models. Journal of Multivariate Analysis 2009, 100:257-265.
    • (2009) Journal of Multivariate Analysis , vol.100 , pp. 257-265
    • Lin, T.-I.1
  • 7
    • 77749280346 scopus 로고    scopus 로고
    • Robust mixture modeling using the multivariate skew t distribution
    • Lin T.-I. Robust mixture modeling using the multivariate skew t distribution. Statistics and Computing 2010, 20:343-356.
    • (2010) Statistics and Computing , vol.20 , pp. 343-356
    • Lin, T.-I.1
  • 9
    • 0242595939 scopus 로고    scopus 로고
    • A new class of multivariate skew distributions with application to Bayesian regression models
    • Sahu S.K., Dey D.K., Branco M.D. A new class of multivariate skew distributions with application to Bayesian regression models. Canadian Journal of Statistics 2003, 31:129-150.
    • (2003) Canadian Journal of Statistics , vol.31 , pp. 129-150
    • Sahu, S.K.1    Dey, D.K.2    Branco, M.D.3
  • 10
    • 0032029288 scopus 로고    scopus 로고
    • Deterministic annealing EM algorithm
    • Ueda N., Nakano R. Deterministic annealing EM algorithm. Neural Networks 1998, 11:271-282.
    • (1998) Neural Networks , vol.11 , pp. 271-282
    • Ueda, N.1    Nakano, R.2
  • 11


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.