Mixtures of Power Exponential and Skew Power Exponential
Distributions for Use in Model-Based Clustering and
Classification
Description
Mixtures of skewed and elliptical distributions are implemented using mixtures of multivariate skew
power exponential and power exponential distributions, respectively. A generalized expectation-maximization
framework is used for parameter estimation. Methodology for mixtures of power exponential distributions is
from Dang et al. (2015) .