To extend the applicability of classic mixtures to dataset presenting asymmetry, mixtures of skew normal distributions are considered. A robust approach for their estimation allow us to analyze also data affected by outliers or deviations from model assumptions. Some issues related to truncated moment estimation are presented, and methods to overcome their awkward estimation will be discussed, also through applications to real data
Greselin, F., Garcia-Escudero, L., Mayo-Iscar, A., Mclachlan, G. (2017). Advances in robust estimation of skew normal mixtures. In G. Gonzalez-Rodriguez, M. Hofmann (a cura di), CFE-CMStatistics 2017 Book of Abstracts (pp. 120-120). London : 2017 - ECOSTA ECONOMETRICS AND STATISTICS.
Advances in robust estimation of skew normal mixtures
Greselin, F
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2017
Abstract
To extend the applicability of classic mixtures to dataset presenting asymmetry, mixtures of skew normal distributions are considered. A robust approach for their estimation allow us to analyze also data affected by outliers or deviations from model assumptions. Some issues related to truncated moment estimation are presented, and methods to overcome their awkward estimation will be discussed, also through applications to real data
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GGMM Ercim 2017 Advances in robust estimation of skew normal mixtures.pdf
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