Robust Mixture Modeling Based on Two-Piece Scale Mixtures of Normal Family
AbstractIn 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. View Full-Text
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Maleki, M.; Contreras-Reyes, J.E.; Mahmoudi, M.R. Robust Mixture Modeling Based on Two-Piece Scale Mixtures of Normal Family. Axioms 2019, 8, 38.
Maleki M, Contreras-Reyes JE, Mahmoudi MR. Robust Mixture Modeling Based on Two-Piece Scale Mixtures of Normal Family. Axioms. 2019; 8(2):38.Chicago/Turabian Style
Maleki, Mohsen; Contreras-Reyes, Javier E.; Mahmoudi, Mohammad R. 2019. "Robust Mixture Modeling Based on Two-Piece Scale Mixtures of Normal Family." Axioms 8, no. 2: 38.
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