[PDF][PDF] mixsmsn: Fitting finite mixture of scale mixture of skew-normal distributions

MO Prates, VH Lachos, CRB Cabral - Journal of Statistical Software, 2013 - jstatsoft.org
We present the R package mixsmsn, which implements routines for maximum likelihood
estimation (via an expectation maximization EM-type algorithm) in finite mixture models with …

[图书][B] Finite mixture of skewed distributions

VHL Dávila, CRB Cabral, CB Zeller - 2018 - Springer
Modeling based on finite mixture distributions is a rapidly developing area with an exploding
range of applications. Finite mixture models are nowadays applied in such diverse areas as …

Multivariate mixture modeling using skew-normal independent distributions

CRB Cabral, VH Lachos, MO Prates - Computational Statistics & Data …, 2012 - Elsevier
In this paper we consider a flexible class of models, with elements that are finite mixtures of
multivariate skew-normal independent distributions. A general EM-type algorithm is …

Skew scale mixtures of normal distributions: Properties and estimation

C da Silva Ferreira, H Bolfarine, VH Lachos - Statistical Methodology, 2011 - Elsevier
Scale mixtures of normal distributions are often used as a challenging class for statistical
procedures for symmetrical data. In this article, we have defined a skewed version of these …

Robust mixture modeling based on scale mixtures of skew-normal distributions

RM Basso, VH Lachos, CRB Cabral, P Ghosh - Computational Statistics & …, 2010 - Elsevier
A flexible class of probability distributions, convenient for modeling data with skewness
behavior, discrepant observations and population heterogeneity is presented. The elements …

Model-based clustering and classification with non-normal mixture distributions

SX Lee, GJ McLachlan - Statistical Methods & Applications, 2013 - Springer
Non-normal mixture distributions have received increasing attention in recent years. Finite
mixtures of multivariate skew-symmetric distributions, in particular, the skew normal and …

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

I Vrbik, PD McNicholas - Statistics & Probability Letters, 2012 - Elsevier
The em algorithm can be used to compute maximum likelihood estimates of model
parameters for skew-t mixture models. We show that the intractable expectations needed in …

On mixtures of skew normal and skew-distributions

SX Lee, GJ McLachlan - Advances in Data Analysis and Classification, 2013 - Springer
Finite mixtures of skew distributions have emerged as an effective tool in modelling
heterogeneous data with asymmetric features. With various proposals appearing rapidly in …

[HTML][HTML] Maximum likelihood estimation for multivariate skew normal mixture models

TI Lin - Journal of Multivariate Analysis, 2009 - Elsevier
This paper provides a flexible mixture modeling framework using the multivariate skew
normal distribution. A feasible EM algorithm is developed for finding the maximum likelihood …

Flexible mixture modelling using the multivariate skew-t-normal distribution

TI Lin, HJ Ho, CR Lee - Statistics and Computing, 2014 - Springer
This paper presents a robust probabilistic mixture model based on the multivariate skew-t-
normal distribution, a skew extension of the multivariate Student'st distribution with more …