NDLI: Robust mixture modeling using multivariate skew t distributions

Content Provider	Springer Nature Link
Author	Lin, Tsung I
Copyright Year	2009
Abstract	This paper presents a robust mixture modeling framework using the multivariate skew t distributions, an extension of the multivariate Student’s t family with additional shape parameters to regulate skewness. The proposed model results in a very complicated likelihood. Two variants of Monte Carlo EM algorithms are developed to carry out maximum likelihood estimation of mixture parameters. In addition, we offer a general information-based method for obtaining the asymptotic covariance matrix of maximum likelihood estimates. Some practical issues including the selection of starting values as well as the stopping criterion are also discussed. The proposed methodology is applied to a subset of the Australian Institute of Sport data for illustration.
Starting Page	343
Ending Page	356
Page Count	14
File Format	PDF
ISSN	09603174
Journal	Statistics and Computing
Volume Number	20
Issue Number	3
e-ISSN	15731375
Language	English
Publisher	Springer US
Publisher Date	2009-05-05
Publisher Place	Boston
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	MCEM-type algorithms MSN MST Multivariate truncated normal Multivariate truncated t Outliers Artificial Intelligence (incl. Robotics) Mathematics Numeric Computing Statistics Statistics and Computing/Statistics Programs
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Theoretical Computer Science Computational Theory and Mathematics Statistics, Probability and Uncertainty

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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