Related papers: Finite mixture of skewed sub-Gaussian stable distributions

URL: http://arxiv.org/abs/2205.14067v1
Date: Fri, 27 May 2022 15:51:41 GMT
Title: Finite mixture of skewed sub-Gaussian stable distributions
Authors: Mahdi Teimouri
Abstract summary: The proposed model contains the finite mixture of normal and skewed normal distributions. It can be used as a powerful model for robust model-based clustering.
Score: 0.0
License: http://creativecommons.org/licenses/by/4.0/
Abstract: We propose the finite mixture of skewed sub-Gaussian stable distributions. The maximum likelihood estimator for the parameters of proposed finite mixture model is computed through the expectation-maximization algorithm. The proposed model contains the finite mixture of normal and skewed normal distributions. Since the tails of proposed model is heavier than even the Student's t distribution, it can be used as a powerful model for robust model-based clustering. Performance of the proposed model is demonstrated by clustering simulation data and two sets of real data.

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