Finite Mixture of Skewed Distributions (SpringerBriefs in Statistics)
暫譯: 偏斜分佈的有限混合模型(SpringerBriefs in Statistics)

Víctor Hugo Lachos Dávila

  • 出版商: Springer
  • 出版日期: 2018-11-20
  • 售價: $2,420
  • 貴賓價: 9.5$2,299
  • 語言: 英文
  • 頁數: 112
  • 裝訂: Paperback
  • ISBN: 3319980289
  • ISBN-13: 9783319980287
  • 相關分類: 機率統計學 Probability-and-statistics
  • 海外代購書籍(需單獨結帳)

商品描述

This book presents recent results in finite mixtures of skewed distributions to prepare readers to undertake mixture models using scale mixtures of skew normal distributions (SMSN). For this purpose, the authors consider maximum likelihood estimation for univariate and multivariate finite mixtures where components are members of the flexible class of SMSN distributions. This subclass includes the entire family of normal independent distributions, also known as scale mixtures of normal distributions (SMN), as well as the skew-normal and skewed versions of some other classical symmetric distributions: the skew-t (ST), the skew-slash (SSL) and the skew-contaminated normal (SCN), for example. These distributions have heavier tails than the typical normal one, and thus they seem to be a reasonable choice for robust inference. The proposed EM-type algorithm and methods are implemented in the R package mixsmsn, highlighting the applicability of the techniques presented in the book.

This work is a useful reference guide for researchers analyzing heterogeneous data, as well as a textbook for a graduate-level course in mixture models. The tools presented in the book make complex techniques accessible to applied researchers without the advanced mathematical background and will have broad applications in fields like medicine, biology, engineering, economic, geology and chemistry.

商品描述(中文翻譯)

本書介紹了偏態分佈的有限混合模型的最新研究成果,旨在幫助讀者使用偏態正態分佈的尺度混合(scale mixtures of skew normal distributions, SMSN)進行混合模型的研究。為此,作者考慮了單變量和多變量有限混合模型的最大似然估計,其中組件屬於靈活的SMSN分佈類別。這個子類別包括整個獨立正態分佈的家族,也稱為正態分佈的尺度混合(scale mixtures of normal distributions, SMN),以及一些其他經典對稱分佈的偏態正態和偏態版本,例如偏態t分佈(skew-t, ST)、偏態斜率分佈(skew-slash, SSL)和偏態污染正態分佈(skew-contaminated normal, SCN)。這些分佈的尾部比典型的正態分佈更重,因此它們似乎是進行穩健推斷的合理選擇。所提出的EM類算法和方法已在R套件mixsmsn中實現,突顯了本書中所介紹技術的適用性。

本書是分析異質數據的研究人員的有用參考指南,也是研究生級別混合模型課程的教科書。書中介紹的工具使得複雜技術對於沒有高級數學背景的應用研究人員變得可及,並將在醫學、生物學、工程學、經濟學、地質學和化學等領域具有廣泛的應用。

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