A mixture of SDB skew-t factor analyzers

Paula M. Murray, Ryan P. Browne and Paul D. McNicholas

Econometrics and Statistics, 2017, vol. 3, issue C, 160-168

Abstract: Mixtures of skew-t distributions offer a flexible choice for model-based clustering. A mixture model of this sort can be implemented using a variety of formulations of the skew-t distribution. A mixture of skew-t factor analyzers model for clustering of high-dimensional data using a flexible formulation of the skew-t distribution is developed. Methodological details of the proposed approach, which represents an extension of the mixture of factor analyzers model to a flexible skew-t distribution, are outlined and details of parameter estimation are provided. Clustering results are illustrated and compared to an alternative formulation of the mixture of skew-t factor analyzers model as well as the mixture of factor analyzers model.

Keywords: Clustering; Factor analyzers; Mixture models; Skew-t (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (9)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecosta:v:3:y:2017:i:c:p:160-168

DOI: 10.1016/j.ecosta.2017.05.001

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