کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
416287 681324 2015 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Location and scale mixtures of Gaussians with flexible tail behaviour: Properties, inference and application to multivariate clustering
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Location and scale mixtures of Gaussians with flexible tail behaviour: Properties, inference and application to multivariate clustering
چکیده انگلیسی

The family of location and scale mixtures of Gaussians has the ability to generate a number of flexible distributional forms. The family nests as particular cases several important asymmetric distributions like the Generalized Hyperbolic distribution. The Generalized Hyperbolic distribution in turn nests many other well known distributions such as the Normal Inverse Gaussian. In a multivariate setting, an extension of the standard location and scale mixture concept is proposed into a so called multiple scaled framework which has the advantage of allowing different tail and skewness behaviours in each dimension with arbitrary correlation between dimensions. Estimation of the parameters is provided via an EM algorithm and extended to cover the case of mixtures of such multiple scaled distributions for application to clustering. Assessments on simulated and real data confirm the gain in degrees of freedom and flexibility in modelling data of varying tail behaviour and directional shape.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 90, October 2015, Pages 61–73
نویسندگان
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