Revitalizing the multivariate elliptical leptokurtic-normal distribution and its application in model-based clustering

Ryan P. Browne

Statistics & Probability Letters, 2022, vol. 190, issue C

Abstract: We derive an improved unimodality criteria for the elliptical multivariate leptokurtic-normal (MLN) distribution. For finite mixtures of MLN, we prove identifiability. Then we provide a new estimation algorithm and show improvement over existing methods.

Keywords: Unimodality; Identifiability mixture models; Leptokurtic-normal (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.spl.2022.109640

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