Murray, Paula M.; Browne, Ryan P.; McNicholas, Paul D. - In: Computational Statistics & Data Analysis 77 (2014) C, pp. 326-335
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...