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Author:

Guan, Ruijie (Guan, Ruijie.) | Cheng, Weihu (Cheng, Weihu.) | Jiao, Junjun (Jiao, Junjun.) | Zeng, Jie (Zeng, Jie.)

Indexed by:

Scopus SCIE

Abstract:

This paper introduces a novel family of distributions known as generalized scale mixtures of generalized normal distributions (GSMGN). These distributions incorporate two additional shape parameters that serve to regulate the shape and tails of the distribution. A finite mixture model based on this family is presented to address clustering heterogeneous data in the presence of leptokurtic and heavy-tailed outcomes. The estimation of the parameters of this model are obtained by developing an ECM-PLA ensemble algorithm which combine the profile likelihood approach (PLA) and the classical Expectation Conditional Maximization (ECM) algorithm, and the observed information matrix is obtained. The applicability of this new family and the numerical performance of the proposed methodology is discussed through simulated and real data examples.

Keyword:

Finite mixture model EM-type algorithm Heavy-tails Leptokurtic Generalized scale mixtures

Author Community:

  • [ 1 ] [Guan, Ruijie]Chinese Acad Sci, Aerosp Informat Res Inst, Key Lab Network Informat Syst Technol, Beijing, Peoples R China
  • [ 2 ] [Cheng, Weihu]Beijing Univ Technol, Fac Sci, Beijing, Peoples R China
  • [ 3 ] [Jiao, Junjun]Henan Univ Sci & Technol, Sch Math & Stat, Luoyang, Henan, Peoples R China
  • [ 4 ] [Zeng, Jie]Hefei Normal Univ, Sch Math & Stat, Hefei, Peoples R China

Reprint Author's Address:

  • [Jiao, Junjun]Henan Univ Sci & Technol, Sch Math & Stat, Luoyang, Henan, Peoples R China;;

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Source :

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

ISSN: 0361-0918

Year: 2024

0 . 9 0 0

JCR@2022

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 7

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