Publicación: ROBUST MIXTURE MODELING BASED ON TWO-PIECE SCALE MIXTURES OF NORMAL FAMILY
| dc.creator | JAVIER ESTEBAN CONTRERAS REYES | |
| dc.date | 2019 | |
| dc.date.accessioned | 2025-01-10T15:08:58Z | |
| dc.date.available | 2025-01-10T15:08:58Z | |
| dc.date.issued | 2019 | |
| dc.description.abstract | 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. | |
| dc.format | application/pdf | |
| dc.identifier.doi | 10.3390/axioms8020038 | |
| dc.identifier.issn | 2075-1680 | |
| dc.identifier.uri | https://repositorio.ubiobio.cl/handle/123456789/10652 | |
| dc.language | spa | |
| dc.publisher | AXIOMS | |
| dc.relation.uri | 10.3390/axioms8020038 | |
| dc.rights | PUBLICADA | |
| dc.subject | two-piece distributions | |
| dc.subject | scale mixtures of normal family | |
| dc.subject | maximum likelihood estimates | |
| dc.subject | finite mixture model | |
| dc.subject | ECME algorithm | |
| dc.title | ROBUST MIXTURE MODELING BASED ON TWO-PIECE SCALE MIXTURES OF NORMAL FAMILY | |
| dc.title.alternative | MODELADO DE MEZCLAS ROBUSTAS BASADAS EN MEZCLAS A ESCALA DE DOS PIEZAS DE FAMILIA NORMA | |
| dc.type | ARTÍCULO | |
| dspace.entity.type | Publication | |
| ubb.Estado | PUBLICADA | |
| ubb.Otra Reparticion | DEPARTAMENTO DE ESTADISTICA | |
| ubb.Sede | CONCEPCIÓN |
