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- W4298165979 abstract "In this paper, we present an algorithm for the fitting of a location-scale variant of the canonical fundamental skew t (CFUST) distribution, a superclass of the restricted and unrestricted skew t-distributions. In recent years, a few versions of the multivariate skew $t$ (MST) model have been put forward, together with various EM-type algorithms for parameter estimation. These formulations adopted either a restricted or unrestricted characterization for their MST densities. In this paper, we examine a natural generalization of these developments, employing the CFUST distribution as the parametric family for the component distributions, and point out that the restricted and unrestricted characterizations can be unified under this general formulation. We show that an exact implementation of the EM algorithm can be achieved for the CFUST distribution and mixtures of this distribution, and present some new analytical results for a conditional expectation involved in the E-step." @default.
- W4298165979 created "2022-10-01" @default.
- W4298165979 creator A5057375178 @default.
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- W4298165979 date "2014-01-31" @default.
- W4298165979 modified "2023-10-17" @default.
- W4298165979 title "Maximum Likelihood Estimation for Finite Mixtures of Canonical Fundamental Skew t-Distributions: the Unification of the Unrestricted and Restricted Skew t-Mixture Models" @default.
- W4298165979 doi "https://doi.org/10.48550/arxiv.1401.8182" @default.
- W4298165979 hasPublicationYear "2014" @default.
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