Finite mixture modeling of censored and missing data using the multivariate skew-normal distribution

نویسندگان

چکیده

Finite mixture models have been widely used to model and analyze data from a heterogeneous populations. Moreover, of this kind can be missing or subject some upper and/or lower detection limits because the constraints experimental apparatuses. Another complication arises when measures each population depart significantly normality, such as asymmetric behavior. For structures, we propose robust for censored based on finite mixtures multivariate skew-normal distributions. This approach allows us with great flexibility, accommodating multimodality skewness, simultaneously, depending structure components. We develop an analytically simple, yet efficient, EM-type algorithm conducting maximum likelihood estimation parameters. The has closed-form expressions at E-step that rely formulas mean variance truncated Furthermore, general information-based method approximating asymptotic covariance matrix estimators is also presented. Results obtained analysis both simulated real datasets are reported demonstrate effectiveness proposed method. implemented in new R package CensMFM.

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ژورنال

عنوان ژورنال: Advances in data analysis and classification

سال: 2021

ISSN: ['1862-5355', '1862-5347']

DOI: https://doi.org/10.1007/s11634-021-00448-5