  A family of parsimonious shifted asymmetric Laplace mixture models is
introduced. We extend the mixture of factor analyzers model to the shifted
asymmetric Laplace distribution. Imposing constraints on the constitute parts
of the resulting decomposed component scale matrices leads to a family of
parsimonious models. An explicit two-stage parameter estimation procedure is
described, and the Bayesian information criterion and the integrated completed
likelihood are compared for model selection. This novel family of models is
applied to real data, where it is compared to its Gaussian analogue within
clustering and classification paradigms.
