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Mixtures of factor analyzers with scale mixtures of fundamental skew normal distributions.
Sharon X. Lee
Tsung-I Lin
Geoffrey J. McLachlan
Published in:
Adv. Data Anal. Classif. (2021)
Keyphrases
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factor analyzers
normal distribution
mixture distribution
low dimensional
random variables
high dimensional
multiscale
objective function
scale space
maximum likelihood
em algorithm
model selection
probability density function