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Revitalizing the multivariate elliptical leptokurtic-normal distribution and its application in model-based clustering

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  • Browne, Ryan P.

Abstract

We derive an improved unimodality criteria for the elliptical multivariate leptokurtic-normal (MLN) distribution. For finite mixtures of MLN, we prove identifiability. Then we provide a new estimation algorithm and show improvement over existing methods.

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  • Browne, Ryan P., 2022. "Revitalizing the multivariate elliptical leptokurtic-normal distribution and its application in model-based clustering," Statistics & Probability Letters, Elsevier, vol. 190(C).
    • Handle: RePEc:eee:stapro:v:190:y:2022:i:c:s0167715222001687
    DOI: 10.1016/j.spl.2022.109640
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