Two mixture distribution fitting methods based on maximizing the likelihood using generalized lambda distributions are presented. The fitting algorithms are demonstrated on various data and the strengths and weakness of the algorithms which can influence their use under different mixture modeling situations are discussed. The procedures described are available in GLDEX package in R.
"Maximum Log Likelihood Estimation using EM Algorithm and Partition Maximum Log Likelihood Estimation for Mixtures of Generalized Lambda Distributions,"
Journal of Modern Applied Statistical Methods: Vol. 10
, Article 17.
Available at: http://digitalcommons.wayne.edu/jmasm/vol10/iss2/17