Mixtures of skew-t factor analyzers

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

Computational Statistics & Data Analysis, 2014, vol. 77, issue C, 326-335

Abstract: A mixture of skew-t factor analyzers is introduced as well as a family of mixture models based thereon. The particular formulation of the skew-t distribution used arises as a special case of the generalized hyperbolic distribution. Like their Gaussian and t-distribution analogues, mixtures of skew-t factor analyzers are very well-suited for model-based clustering of high-dimensional data. The alternating expectation–conditional maximization algorithm is used for model parameter estimation and the Bayesian information criterion is used for model selection. The models are applied to both real and simulated data, giving superior clustering results when compared to a well-established family of Gaussian mixture models.

Keywords: Clustering; Factor analysis; High-dimensional data; Mixture models; Model-based clustering; MSTFA; Skewed mixtures; Skew-t mixtures (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (23)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:77:y:2014:i:c:p:326-335

DOI: 10.1016/j.csda.2014.03.012

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