Finite mixture of skewed sub-Gaussian stable distributions

Mahdi Teimouri

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arXiv · 2205.14067

Finite mixture of skewed sub-Gaussian stable distributions

Mahdi Teimouri

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Abstract

We propose the finite mixture of skewed sub-Gaussian stable distributions. The maximum likelihood estimator for the parameters of proposed finite mixture model is computed through the expectation-maximization algorithm. The proposed model contains the finite mixture of normal and skewed normal distributions. Since the tails of proposed model is heavier than even the Student's t distribution, it can be used as a powerful model for robust model-based clustering. Performance of the proposed model is demonstrated by clustering simulation data and two sets of real data.

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Mahdi Teimouri. 2022-05-27. Finite mixture of skewed sub-Gaussian stable distributions. https://arxiv.org/abs/2205.14067

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