Robust mixture modeling approaches using skewed distributions have recently been explored to accommodate asymmetric data. Parsimonious skew- t and skew-normal analogues of the GPCM family that employ an eigenvalue decomposition of a scale matrix are introduced. The methods are compared to existing models in both unsupervised and semi-supervised classification frameworks. Parameter estimation is carried out using the expectation-maximization algorithm and models are selected using the Bayesian information criterion. The efficacy of these extensions is illustrated on simulated and real data sets.
Parsimonious skew mixture models for model-based clustering and classification
Published 2013 in Computational Statistics & Data Analysis
ABSTRACT
PUBLICATION RECORD
- Publication year
2013
- Venue
Computational Statistics & Data Analysis
- Publication date
2013-02-10
- Fields of study
Mathematics, Computer Science
- Identifiers
- External record
- Source metadata
Semantic Scholar
CITATION MAP
EXTRACTION MAP
CLAIMS
- No claims are published for this paper.
CONCEPTS
- No concepts are published for this paper.
REFERENCES
Showing 1-65 of 65 references · Page 1 of 1