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Extension of the mixture of factor analyzers model to incorporate the multivariate t-distribution

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  • McLachlan, G.J.
  • Bean, R.W.
  • Ben-Tovim Jones, L.

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  • McLachlan, G.J. & Bean, R.W. & Ben-Tovim Jones, L., 2007. "Extension of the mixture of factor analyzers model to incorporate the multivariate t-distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(11), pages 5327-5338, July.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:11:p:5327-5338
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    References listed on IDEAS

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    1. Salvatore Ingrassia, 2004. "A likelihood-based constrained algorithm for multivariate normal mixture models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 13(2), pages 151-166, September.
    2. Kotz,Samuel & Nadarajah,Saralees, 2004. "Multivariate T-Distributions and Their Applications," Cambridge Books, Cambridge University Press, number 9780521826549.
    3. Coleman, Dan & Dong, Xioapeng & Hardin, Johanna & Rocke, David M. & Woodruff, David L., 1999. "Some computational issues in cluster analysis with no a priori metric," Computational Statistics & Data Analysis, Elsevier, vol. 31(1), pages 1-11, July.
    4. McLachlan, G. J. & Peel, D. & Bean, R. W., 2003. "Modelling high-dimensional data by mixtures of factor analyzers," Computational Statistics & Data Analysis, Elsevier, vol. 41(3-4), pages 379-388, January.
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