Publicación: ROBUST MIXTURE MODELING BASED ON TWO-PIECE SCALE MIXTURES OF NORMAL FAMILY
Fecha
2019
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AXIOMS
Resumen
IN THIS PAPER, WE EXAMINE THE FINITE MIXTURE (FM) MODEL WITH A FLEXIBLE CLASS OF TWO-PIECE DISTRIBUTIONS BASED ON THE SCALE MIXTURES OF NORMAL (TP-SMN) FAMILY COMPONENTS. THIS FAMILY ALLOWS THE DEVELOPMENT OF A ROBUST ESTIMATION OF FM MODELS. THE TP-SMN IS A RICH CLASS OF DISTRIBUTIONS THAT COVERS SYMMETRIC/ASYMMETRIC AND LIGHT/HEAVY TAILED DISTRIBUTIONS. IT REPRESENTS AN ALTERNATIVE FAMILY TO THE WELL-KNOWN SCALE MIXTURES OF THE SKEW NORMAL (SMSN) FAMILY STUDIED BY BRANCO AND DEY (2001). ALSO, THE TP-SMN COVERS THE SMN (NORMAL, T, SLASH, AND CONTAMINATED NORMAL DISTRIBUTIONS) AS THE SYMMETRIC MEMBERS AND TWO-PIECE VERSIONS OF THEM AS ASYMMETRIC MEMBERS. A KEY FEATURE OF THIS STUDY IS USING A SUITABLE HIERARCHICAL REPRESENTATION OF THE FAMILY TO OBTAIN MAXIMUM LIKELIHOOD ESTIMATES OF MODEL PARAMETERS VIA AN EM-TYPE ALGORITHM. THE PERFORMANCES OF THE PROPOSED ROBUST MODEL ARE DEMONSTRATED USING SIMULATED AND REAL DATA, AND THEN COMPARED TO OTHER FINITE MIXTURE OF SMSN MODELS.
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two-piece distributions, scale mixtures of normal family, maximum likelihood estimates, finite mixture model, ECME algorithm
