Model-Based Clustering and Classification Using Mixtures of Multivariate Skewed Power Exponential Distributions

Families of mixtures of multivariate power exponential (MPE) distributions have already been introduced and shown to be competitive for cluster analysis in comparison to other mixtures of elliptical distributions, including mixtures of Gaussian distributions. A family of mixtures of multivariate skewed power exponential distributions is proposed that combines the flexibility of the MPE distribution with the ability to model skewness. These …