Diagnosis of Observations after Fit of Multivariate Skew t-Distribution: Identification of Outliers and Edge Observations from Asymmetric Data

Title & Authors
Diagnosis of Observations after Fit of Multivariate Skew t-Distribution: Identification of Outliers and Edge Observations from Asymmetric Data
Kim, Seung-Gu;

Abstract
This paper presents a method for the identification of "edge observations" located on a boundary area constructed by a truncation variable as well as for the identification of outliers and the after fit of multivariate skew $\small{t}$-distribution(MST) to asymmetric data. The detection of edge observation is important in data analysis because it provides information on a certain critical area in observation space. The proposed method is applied to an Australian Institute of Sport(AIS) dataset that is well known for asymmetry in data space.
Keywords
Multivariate skew t-distribution;edge observation;outlier;ECM algorithm;
Language
Korean
Cited by
1.
치우친 다변량 t-분포 혼합모형에 대한 최우추정,김승구;

응용통계연구, 2014. vol.27. 5, pp.819-831
1.
An Alternating Approach of Maximum Likelihood Estimation for Mixture of Multivariate Skew t-Distribution, Korean Journal of Applied Statistics, 2014, 27, 5, 819
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