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20122026
most citedA Mixture of Generalized Hyperbolic Distributions

190 citations · 1.3k across the 74 of their papers we have counts for

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Showing 2014Show all

11 papers · 1 filter

stat.CO2014

Multivariate response and parsimony for Gaussian cluster-weighted models

Utkarsh J. Dang, Antonio Punzo, Paul D. McNicholas +2

A family of parsimonious Gaussian cluster-weighted models is presented. This family concerns a multivariate extension to cluster-weighted modelling that can account for correlation…

stat.ME2014★ 2 cited

Robust Clustering in Regression Analysis via the Contaminated Gaussian Cluster-Weighted Model

Antonio Punzo, Paul D. McNicholas

The Gaussian cluster-weighted model (CWM) is a mixture of regression models with random covariates that allows for flexible clustering of a random vector composed of response varia…

stat.ME2014

High-dimensional unsupervised classification via parsimonious contaminated mixtures

Antonio Punzo, Martin Blostein, Paul D. McNicholas

The contaminated Gaussian distribution represents a simple heavy-tailed elliptical generalization of the Gaussian distribution; unlike the often-considered t-distribution, it also…

stat.ME2014★ 9 cited

An Adaptive LASSO-Penalized BIC

Sakyajit Bhattacharya, Paul D. McNicholas

Mixture models are becoming a popular tool for the clustering and classification of high-dimensional data. In such high dimensional applications, model selection is problematic. Th…

stat.ME2014★ 6 cited

Modelling Receiver Operating Characteristic Curves Using Gaussian Mixtures

Amay Cheam, Paul D. McNicholas

The receiver operating characteristic curve is widely applied in measuring the performance of diagnostic tests. Many direct and indirect approaches have been proposed for modelling…

stat.ME2014★ 4 cited

Hypothesis Testing for Parsimonious Gaussian Mixture Models

Antonio Punzo, Ryan P. Browne, Paul D. McNicholas

Gaussian mixture models with eigen-decomposed covariance structures make up the most popular family of mixture models for clustering and classification, i.e., the Gaussian parsimon…