Two new matrix-variate distributions with application in model-based clustering. - Salvatore D. Tomarchio; Antonio Punzo; Luca Bagnato (Comput. Stat. Data Anal., 2020)

On the Use of the Matrix-Variate Tail-Inflated Normal Distribution for Parsimonious Mixture Modeling. - Salvatore D. Tomarchio; Antonio Punzo; Luca Bagnato (SIS, 2021)

Matrix Normal Cluster-Weighted Models. - Salvatore D. Tomarchio; Paul D. McNicholas; Antonio Punzo (J. Classif., 2021)

Multivariate cluster weighted models using skewed distributions. - Michael P. B. Gallaugher; Salvatore D. Tomarchio; Paul D. McNicholas; Antonio Punzo (Adv. Data Anal. Classif., 2022)

Correction to: Multivariate cluster weighted models using skewed distributions. - Michael P. B. Gallaugher; Salvatore D. Tomarchio; Paul D. McNicholas; Antonio Punzo (Adv. Data Anal. Classif., 2022)

Parsimonious hidden Markov models for matrix-variate longitudinal data. - Salvatore D. Tomarchio; Antonio Punzo; Antonello Maruotti (Stat. Comput., 2022)

Mixtures of Matrix-Variate Contaminated Normal Distributions. - Salvatore D. Tomarchio; Michael P. B. Gallaugher; Antonio Punzo; Paul D. McNicholas (J. Comput. Graph. Stat., 2022)

Parsimonious mixtures for the analysis of tensor-variate data. - Salvatore D. Tomarchio; Antonio Punzo; Luca Bagnato (Stat. Comput., 2023)

Model-based clustering using a new multivariate skew distribution. - Salvatore D. Tomarchio; Luca Bagnato; Antonio Punzo (Adv. Data Anal. Classif., 2024)

Matrix-variate normal mean-variance Birnbaum-Saunders distributions and related mixture models. - Salvatore D. Tomarchio (Comput. Stat., 2024)

Matrix-Variate Hidden Markov Regression Models: Fixed and Random Covariates. - Salvatore D. Tomarchio; Antonio Punzo; Antonello Maruotti (J. Classif., 2024)

Heavy-tailed matrix-variate hidden Markov models. - Salvatore D. Tomarchio (Comput. Stat. Data Anal., 2025)

A New Look at the Dirichlet Distribution: Robustness, Clustering, and Both Together. - Salvatore D. Tomarchio; Antonio Punzo; Johannes T. Ferreira; Andriëtte Bekker (J. Classif., 2025)

An EM algorithm for fitting matrix-variate normal distributions on interval-censored and missing data. - Victor H. Lachos; Salvatore D. Tomarchio; Antonio Punzo; Salvatore Ingrassia (Stat. Comput., 2025)