The EMMIX Algorithm for the Fitting of Normal and t-Components
We consider the fitting of normal or t-component mixture models to multivariate data, using maximum likelikhood via the EM algorithm. This approach requires the initial specification of an initial estimate of the vector of unknown parameters, or equivalently of an initial classification of the data...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
1999-07-01
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| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/1859 |