Robust mixture modeling based on scale mixtures of skew-normal distributions

DOI10.1016/j.csda.2009.09.031zbMath1284.62193OpenAlexW2029479258MaRDI QIDQ120596

Rodrigo M. Basso, Víctor H. Lachos, Celso Rômulo Barbosa Cabral, Pulak Ghosh, Pulak Ghosh, Rodrigo M. Basso, Celso Rômulo Barbosa Cabral, Victor Hugo Lachos

Publication date: December 2010

Published in: Computational Statistics & Data Analysis, Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.09.031

Mathematics Subject Classification ID

Related Items (59)

Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations ⋮ Likelihood-based inference for censored linear regression models with scale mixtures of skew-normal distributions ⋮ A skew-normal mixture of joint location, scale and skewness models ⋮ Mixture of linear experts model for censored data: a novel approach with scale-mixture of normal distributions ⋮ Finite mixture of Birnbaum-Saunders distributions using the \(k\)-bumps algorithm ⋮ Robust mixture regression modeling based on scale mixtures of skew-normal distributions ⋮ Robust fitting of mixture models using weighted complete estimating equations ⋮ EM algorithm for symmetric stable mixture model ⋮ Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering ⋮ Finite mixture modeling using shape mixtures of the skew scale mixtures of normal distributions ⋮ Diagnostics on nonlinear model with scale mixtures of skew-normal and first-order autoregressive errors ⋮ On mixtures of skew normal and skew \(t\)-distributions ⋮ PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models ⋮ Maximum likelihood estimation for scale-shape mixtures of flexible generalized skew normal distributions via selection representation ⋮ Robust Bayesian model selection for heavy-tailed linear regression using finite mixtures ⋮ Finite mixture of regression models for censored data based on scale mixtures of normal distributions ⋮ Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results ⋮ A Selective Overview and Comparison of Robust Mixture Regression Estimators ⋮ Penalized maximum likelihood estimator for finite multivariate skew normal mixtures ⋮ Clustering asymmetrical data with outliers: parsimonious mixtures of contaminated mean-mixture of normal distributions ⋮ Finite mixture of censored linear mixed models for irregularly observed longitudinal data ⋮ Estimation for finite mixture of mode regression models using skew-normal distribution ⋮ Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions ⋮ Asymmetric heavy-tailed vector auto-regressive processes with application to financial data ⋮ Bootstrap approaches for homogeneous test of location parameters under skew-normal settings ⋮ Heteroscedastic replicated measurement error models under asymmetric heavy-tailed distributions ⋮ Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions ⋮ A constrained maximum likelihood estimation for skew normal mixtures ⋮ A robust EM clustering algorithm for Gaussian mixture models ⋮ Special issue on variable selection and robust procedures ⋮ Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions ⋮ Self-consistency and a generalized principal subspace theorem ⋮ Flexible regression modeling for censored data based on mixtures of Student-\(t\) distributions ⋮ Location-scale mixture of skew-elliptical distributions: looking at the robust modeling ⋮ Transformation mixture modeling for skewed data groups with heavy tails and scatter ⋮ Finite mixtures of skew Laplace normal distributions with random skewness ⋮ Finite mixture modeling of censored data using the multivariate Student-\(t\) distribution ⋮ Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distribu\-tions ⋮ Multivariate mixture modeling using skew-normal independent distributions ⋮ Bimodal skew-symmetric normal distribution ⋮ Clustering multivariate functional data in group-specific functional subspaces ⋮ Using conditional independence for parsimonious model-based Gaussian clustering ⋮ Statistical diagnostics for nonlinear regression models based on scale mixtures of skew-normal distributions ⋮ mixsmsn ⋮ Robust mixture modeling based on two-piece scale mixtures of normal family ⋮ An overview on the progeny of the skew-normal family -- a personal perspective ⋮ Mixtures of multivariate restricted skew-normal factor analyzer models in a Bayesian framework ⋮ Lipschitz-Killing Curvatures of the Excursion Sets of Skew Student'stRandom Fields ⋮ Bayesian variable selection in linear regression models with non-normal errors ⋮ Symmetrical and asymmetrical mixture autoregressive processes ⋮ Finite mixtures of multivariate skew Student's \(t\) distributions with independent logistic skewing functions ⋮ Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions ⋮ On comparative study of clustering using finite mixture of non-Gaussian distributions ⋮ A new class of skew distributions with climate data analysis ⋮ Variable selection in finite mixture of regression models using the skew-normal distribution ⋮ EM algorithm for mixture of skew-normal distributions fitted to grouped data ⋮ Finite mixture modeling of censored and missing data using the multivariate skew-normal distribution ⋮ Robust inference for skewed data in health sciences ⋮ Model-based clustering and classification with non-normal mixture distributions

Uses Software

• sn
• AS 136

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Algorithm AS 136: A K-Means Clustering Algorithm
• Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
• Asymptotic properties of the EM algorithm estimate for normal mixture models with component specific variances
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• Estimating the dimension of a model
• Standard errors of fitted component means of normal mixture
• The nontruncated marginal of a truncated bivariate normal distribution
• Finite mixture and Markov switching models.
• Maximum likelihood estimation for multivariate skew normal mixture models
• The multivariate skew-slash distribution
• A Linear Mixed-Effects Model With Heterogeneity in the Random-Effects Population
• Maximum likelihood estimation via the ECM algorithm: A general framework
• The EM Algorithm and Extensions, 2E
• On rates of convergence of efficient detection criteria in signal processing with white noise
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• A unified view on skewed distributions arising from selections
• Likelihood-Based Inference for Multivariate Skew-Normal Regression Models
• The Skew-normal Distribution and Related Multivariate Families*
• Inferential Aspects of the Skew Exponential Power Distribution
• A general class of multivariate skew-elliptical distributions
• A new look at the statistical model identification

This page was built for publication: Robust mixture modeling based on scale mixtures of skew-normal distributions