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Abstract: Normal mixture models are being increasingly used to model the distributions of a wide variety of random phenomena and to cluster sets of continuous multivariate data. However, for a set of data containing a group or groups of observations with longer than normal tails or atypical observations, the use of normal components may unduly affect the t of the mixture model. We consider here a robust approach by modeling the data by a mixture of multivariate t distributions. Examples of its use are... (Update)
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BibTeX entry: (Update)
@misc{ mclachlan-computational,
author = "G.J. McLachlan and D. Peel",
title = "On Computational Aspects Of Clustering Via Mixtures Of Normal And t-Components",
url = "citeseer.ist.psu.edu/379888.html" }
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