Mixtures of 'Unrestricted' Skew-t Factor Analyzers

Mixtures of skew-t distributions offer a flexible choice for model-based clustering. A mixture model of this sort can be implemented using a variety of forms of the skew-t distribution. Herein we develop a set of mixtures of skew-t factor analyzers models for clustering of high-dimensional data using a comparatively flexible variant of the skew-t distribution. Methodological details of our approach, which represents an extension of the mixture of factor analyzers model to a flexible skew-t distribution, are outlined and details of parameter estimation are provided. Extension of our mixtures of 'unrestricted' skew-t factor analyzers to a family of parsimonious models is also outlined.