Finite mixtures of skew distributions provide a flexible tool for modelling heterogeneous data with asymmetric distributional features. However, parameter estimation via the Expectation-Maximization (EM) algorithm can become very timeconsuming due to the complicated expressions involved in the E-step that are numerically expensive to evaluate. A more time… (More)

@article{Lee2016ABE,
title={A block EM algorithm for multivariate skew normal and skew t-mixture models},
author={Sharon X. Lee and Kaleb L. Leemaqz and Geoffrey J. McLachlan},
journal={CoRR},
year={2016},
volume={abs/1608.02797}
}