A class of mixture models in which a component is associated with an improper distribution is introduced. This component is intended mainly for outliers. The models are motivated by the EM algorithm, and are fitted by its simple adaptation. They are illustrated on several examples with large samples, one of them about transactions of residential properties in Wellington, New Zealand, in 2006.
Mixture models with an improper component / N. t., Longford; D'Urso, Pierpaolo. - In: JOURNAL OF APPLIED STATISTICS. - ISSN 0266-4763. - 38:11(2011), pp. 2511-2521. [10.1080/02664763.2011.559208]
Mixture models with an improper component
D'URSO, Pierpaolo
2011
Abstract
A class of mixture models in which a component is associated with an improper distribution is introduced. This component is intended mainly for outliers. The models are motivated by the EM algorithm, and are fitted by its simple adaptation. They are illustrated on several examples with large samples, one of them about transactions of residential properties in Wellington, New Zealand, in 2006.File allegati a questo prodotto
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