The Mean-shift Outlier Model under Skew Normal Distribution

被引：3

作者：

Mattos, Thalita Do Bem ^{[1
]}

Ferreira, Clecio Da Silva ^{[1
]}

机构：

[1] Univ Fed Juiz de Fora, Dept Estat, Juiz De Fora, MG, Brazil

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2016年 / 45卷 / 06期

关键词：

EM algorithm; Mean-shift; Outliers; Skew normal distributions; REGRESSION; DIAGNOSTICS;

D O I：

10.1080/03610918.2014.882947

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Asymmetric models have been extensively studied in recent years, in situations where the normality assumption is not satisfied due to lack of symmetry of the data. Techniques for assessing the quality of fit and diagnostic analysis are important for model validation. This paper presents a study of the mean-shift method for detecting outliers in asymmetric normal regression models. Analytical solutions for the estimators of the parameters are obtained using the algorithm. Simulation studies and application to real data are presented, showing the efficiency of the method in detecting outliers.

引用

页码：1905 / 1917

页数：13

共 22 条

[1]

[Anonymous], 2012, R LANG ENV STAT COMP

[2]

Anscombe Frank J, 1960, Technometrics, P123

[3] The skew-normal distribution and related multivariate families [J].

Azzalini, A .

SCANDINAVIAN JOURNAL OF STATISTICS, 2005, 32 (02) :159-188

[4]

AZZALINI A, 1985, SCAND J STAT, V12, P171

[5]

Cook RD., 1982, Residuals and influence in regression

[6] MAXIMUM LIKELIHOOD FROM INCOMPLETE DATA VIA EM ALGORITHM [J].

DEMPSTER, AP ;

LAIRD, NM ;

RUBIN, DB .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1977, 39 (01) :1-38

[7]

Ferreira C. S., 2008, THESIS IME USP SAO P

[8] Skew scale mixtures of normal distributions: Properties and estimation [J].

Ferreira, Clecio da Silva ;

Bolfarine, Heleno ;

Lachos, Victor H. .

STATISTICAL METHODOLOGY, 2011, 8 (02) :154-171

[9] Inference and diagnostics in skew scale mixtures of normal regression models [J].

Ferreira, Clecio S. ;

Lachos, Victor H. ;

Bolfarine, Heleno .

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2015, 85 (03) :517-537

[10] Influence diagnostics and outlier tests for semiparametric mixed models [J].

Fung, WK ;

Zhu, ZY ;

Wei, BC ;

He, XM .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2002, 64 :565-579

← 1 2 3 →