Parsimonious finite mixtures of multivariate elliptical leptokurtic-normals
A way to fit parsimonious finite mixtures of multivariate elliptical leptokurtic-normals (MLN) based on the component covariance matrix eigen-decomposition. Two methods of estimation are implemented. The MLN is useful for fitting to data with excess kurtosis.
A way to fit parsimonious finite mixtures of multivariate elliptical leptokurtic-normals (MLN) based on the component covariance matrix eigen-decomposition. Two methods of estimation are implemented. The MLN is useful for fitting to data with excess kurtosis.