A mixture of common skew‐t factor analysers

Abstract A mixture of common skew‐ t factor analysers model is introduced for model‐based clustering of high‐dimensional data. By assuming common factors, this model allows clustering to be performed in the presence of a large number of mixture components or when the number of dimensions is too large to be well modelled by the mixture of factor analysers model or a variant thereof. Furthermore, assuming that the component densities follow a …