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Model-based clustering via linear cluster-weighted models
A novel family of twelve mixture models with random covariates, nested in the
linear cluster-weighted model (CWM), is introduced for model-based
clustering. The linear CWM was recently presented as a robust alternative
to the better known linear Gaussian CWM. The proposed family of models provides
a unified framework that also includes the linear Gaussian CWM as a special
case. Maximum likelihood parameter estimation is carried out within the EM
framework, and both the BIC and the ICL are used for model selection. A simple
and effective hierarchical random initialization is also proposed for the EM
algorithm. The novel model-based clustering technique is illustrated in some
applications to real data. Finally, a simulation study for evaluating the
performance of the BIC and the ICL is presented
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