Generalized principal Hessian directions for mixture multivariate skew elliptical distributions.
Fei ChenLei ShiXuehu ZhuLixing ZhuPublished in: J. Multivar. Anal. (2018)
Keyphrases
- dirichlet distribution
- probability distribution function
- mixture model
- finite mixtures
- multivariate gaussian
- heavy tailed distributions
- gaussian distribution
- exponential family
- heavy tailed
- multivariate normal
- probability distribution
- discrete data
- gaussian mixture model
- mixture distributions
- mixture modeling
- dependence structure
- gaussian model
- prior distribution
- gaussian densities
- multivariate data
- power law
- random variables
- generative model
- mixture components
- mixture distribution
- em algorithm
- probabilistic model
- gaussian density
- covariance matrices
- gaussian mixture
- neural network
- statistical tests
- expectation maximization
- gamma distributions
- von mises fisher
- line segments
- probability density
- maximum likelihood estimates
- control charts
- kullback leibler divergence