An approximate fitting for mixture of multivariate skew normal distribution via EM algorithm

A block EM algorithm for multivariate skew normal and skew t-mixture models

Finite mixtures of skew distributions provide a flexible tool for modelling heterogeneous data with asymmetric distributional features. However, parameter estimation via the Expectation-Maximization (EM) algorithm can become very timeconsuming due to the complicated expressions involved in the E-step that are numerically expensive to evaluate. A more time-efficient implementation of the EM algo...

Screening for a Multivariate Mixture Normal Distribution

A Family of Skew-Slash Distributions and Estimation of its Parameters via an EM Algorithm

Abstract. In this paper, a family of skew-slash distributions is defined and investigated. We define the new family by the scale mixture of a skew-elliptically distributed random variable with the power of a uniform random variable. This family of distributions contains slash-elliptical and skew-slash distributions. We obtain the moments and some distributional properties of the new family of d...

screening for a multivariate mixture normal distribution

Finite Mixture Distributions with Skew Normal Components

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