Idioma:

Multivariate mixture modeling using skew-normal independent distributions

Cabral, Celso Rômulo Barbosa ; Lachos, Víctor Hugo ; Prates, Marcos O.

Computational statistics & data analysis, 2012, Vol.56 (1), p.126-142 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

Texto completo disponível

Citações Citado por

Enviar para

Título:
Multivariate mixture modeling using skew-normal independent distributions
Autor: Cabral, Celso Rômulo Barbosa ; Lachos, Víctor Hugo ; Prates, Marcos O.
Assuntos: Algorithms ; Approximation ; Asymptotic properties ; Computation ; Distribution theory ; EM algorithm ; EM algorithm Multivariate finite mixtures Skew-normal distribution Skew-normal independent distributions ; Estimates ; Exact sciences and technology ; General topics ; Mathematical analysis ; Mathematical models ; Mathematics ; Multivariate analysis ; Multivariate finite mixtures ; Numerical analysis ; Numerical analysis. Scientific computation ; Numerical methods in probability and statistics ; Probability and statistics ; Sciences and techniques of general use ; Skew-normal distribution ; Skew-normal independent distributions ; Statistics
É parte de: Computational statistics & data analysis, 2012, Vol.56 (1), p.126-142
Notas: ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
Descrição: In this paper we consider a flexible class of models, with elements that are finite mixtures of multivariate skew-normal independent distributions. A general EM-type algorithm is employed for iteratively computing parameter estimates and this is discussed with emphasis on finite mixtures of skew-normal, skew-t, skew-slash and skew-contaminated normal distributions. Further, a general information-based method for approximating the asymptotic covariance matrix of the estimates is also presented. The accuracy of the associated estimates and the efficiency of some information criteria are evaluated via simulation studies. Results obtained from the analysis of artificial and real data sets are reported illustrating the usefulness of the proposed methodology. The proposed EM-type algorithm and methods are implemented in the R package mixsmsn. ► We consider a finite mixture of multivariate SNI distributions. ► A general EM-type algorithm is proposed for computing parameter estimates. ► An information-based method for approximating the covariance matrix is presented. ► The proposed methods are implemented in the R package mixsmsn().
Editor: Amsterdam: Elsevier B.V
Idioma: Inglês

Links

Voltar para lista de resultados

Anterior Resultado 5 Avançar Ir para próxima página

Realização: Logos de Redes Sociais:

Multivariate mixture modeling using skew-normal independent distributions

Cabral, Celso Rômulo Barbosa ; Lachos, Víctor Hugo ; Prates, Marcos O.

Amsterdam: Elsevier B.V

Buscando em bases de dados remotas. Favor aguardar.