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On mixtures of skew normal and skew $$t$$ -distributions

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  • Sharon Lee
  • Geoffrey McLachlan

Abstract

Finite mixtures of skew distributions have emerged as an effective tool in modelling heterogeneous data with asymmetric features. With various proposals appearing rapidly in the recent years, which are similar but not identical, the connection between them and their relative performance becomes rather unclear. This paper aims to provide a concise overview of these developments by presenting a systematic classification of the existing skew symmetric distributions into four types, thereby clarifying their close relationships. This also aids in understanding the link between some of the proposed expectation-maximization based algorithms for the computation of the maximum likelihood estimates of the parameters of the models. The final part of this paper presents an illustration of the performance of these mixture models in clustering a real dataset, relative to other non-elliptically contoured clustering methods and associated algorithms for their implementation. Copyright Springer-Verlag Berlin Heidelberg 2013

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  • Sharon Lee & Geoffrey McLachlan, 2013. "On mixtures of skew normal and skew $$t$$ -distributions," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 7(3), pages 241-266, September.
    • Handle: RePEc:spr:advdac:v:7:y:2013:i:3:p:241-266
    DOI: 10.1007/s11634-013-0132-8
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    References listed on IDEAS

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