Vrbik, Irene; McNicholas, Paul D. - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 196-210
Robust mixture modeling approaches using skewed distributions have recently been explored to accommodate asymmetric data. Parsimonious skew-t and skew-normal analogues of the GPCM family that employ an eigenvalue decomposition of a scale matrix are introduced. The methods are compared to...