A mixture of mixture models for a classification problem: The unity measure error
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Biernacki, Christophe & Celeux, Gilles & Govaert, Gerard, 2003. "Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 41(3-4), pages 561-575, January.
- Hathaway, Richard J., 1986. "Another interpretation of the EM algorithm for mixture distributions," Statistics & Probability Letters, Elsevier, vol. 4(2), pages 53-56, March.
- Adelchi Azzalini & Antonella Capitanio, 2003. "Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 367-389, May.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Marco Di Zio & Ugo Guarnera, 2010. "A multiple imputation approach to deal with the unity measure error," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(3), pages 431-444, August.
- Alessio Farcomeni & Antonio Punzo, 2020. "Robust model-based clustering with mild and gross outliers," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(4), pages 989-1007, December.
- Redivo, Edoardo & Nguyen, Hien D. & Gupta, Mayetri, 2020. "Bayesian clustering of skewed and multimodal data using geometric skewed normal distributions," Computational Statistics & Data Analysis, Elsevier, vol. 152(C).
- Di Mari, Roberto & Bakk, Zsuzsa & Oser, Jennifer & Kuha, Jouni, 2023. "A two-step estimator for multilevel latent class analysis with covariates," LSE Research Online Documents on Economics 119994, London School of Economics and Political Science, LSE Library.
- Shuchismita Sarkar & Volodymyr Melnykov & Rong Zheng, 2020. "Gaussian mixture modeling and model-based clustering under measurement inconsistency," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 14(2), pages 379-413, June.
- Amovin-Assagba, Martial & Gannaz, Irène & Jacques, Julien, 2022. "Outlier detection in multivariate functional data through a contaminated mixture model," Computational Statistics & Data Analysis, Elsevier, vol. 174(C).
- Monica Pratesi & Claudio Ceccarelli & Stefano Menghinello, 2021. "Citizen-Generated Data and Official Statistics: an application to SDG indicators," Discussion Papers 2021/274, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Nicolas Depraetere & Martina Vandebroek, 2014. "Order selection in finite mixtures of linear regressions," Statistical Papers, Springer, vol. 55(3), pages 871-911, August.
- Basso, Rodrigo M. & Lachos, Víctor H. & Cabral, Celso Rômulo Barbosa & Ghosh, Pulak, 2010. "Robust mixture modeling based on scale mixtures of skew-normal distributions," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 2926-2941, December.
- Lin, Tsung-I & McLachlan, Geoffrey J. & Lee, Sharon X., 2016. "Extending mixtures of factor models using the restricted multivariate skew-normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 398-413.
- Bergé, Laurent R. & Bouveyron, Charles & Corneli, Marco & Latouche, Pierre, 2019. "The latent topic block model for the co-clustering of textual interaction data," Computational Statistics & Data Analysis, Elsevier, vol. 137(C), pages 247-270.
- Paul D. McNicholas, 2016. "Model-Based Clustering," Journal of Classification, Springer;The Classification Society, vol. 33(3), pages 331-373, October.
- Wan-Lun Wang & Tsung-I Lin, 2022. "Robust clustering of multiply censored data via mixtures of t factor analyzers," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(1), pages 22-53, March.
- Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2016.
"Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution,"
International Journal of Forecasting, Elsevier, vol. 32(2), pages 437-457.
- Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2014. "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series CIRJE-F-921, CIRJE, Faculty of Economics, University of Tokyo.
- Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2015. "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series CIRJE-F-975, CIRJE, Faculty of Economics, University of Tokyo.
- Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2014. "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series CIRJE-F-949, CIRJE, Faculty of Economics, University of Tokyo.
- Jorge E. Galán & María Rodríguez Moreno, 2020. "At-risk measures and financial stability," Financial Stability Review, Banco de España, issue Autumn.
- Chen, Qihao & Huang, Zhuo & Liang, Fang, 2023. "Measuring systemic risk with high-frequency data: A realized GARCH approach," Finance Research Letters, Elsevier, vol. 54(C).
- Adrian O’Hagan & Arthur White, 2019. "Improved model-based clustering performance using Bayesian initialization averaging," Computational Statistics, Springer, vol. 34(1), pages 201-231, March.
- Yeap, Claudia & Kwok, Simon S. & Choy, S. T. Boris, 2016. "A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases," Working Papers 2016-14, University of Sydney, School of Economics.
- Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2012.
"Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 732-740.
- Shuowen Hu & D.S. Poskitt & Xibin Zhang, 2010. "Bayesian Adaptive Bandwidth Kernel Density Estimation of Irregular Multivariate Distributions," Monash Econometrics and Business Statistics Working Papers 21/10, Monash University, Department of Econometrics and Business Statistics.
- Isaac E. Cortés & Osvaldo Venegas & Héctor W. Gómez, 2022. "A Symmetric/Asymmetric Bimodal Extension Based on the Logistic Distribution: Properties, Simulation and Applications," Mathematics, MDPI, vol. 10(12), pages 1-17, June.
- Toshihiro Abe & Arthur Pewsey, 2011. "Sine-skewed circular distributions," Statistical Papers, Springer, vol. 52(3), pages 683-707, August.
- James Mitchell & Aubrey Poon & Dan Zhu, 2024.
"Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 790-812, August.
- James Mitchell & Aubrey Poon & Dan Zhu, 2022. "Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics," Working Papers 22-12R, Federal Reserve Bank of Cleveland, revised 11 Apr 2023.
- Amanda F. Mejia, 2022. "Discussion on “distributional independent component analysis for diverse neuroimaging modalities” by Ben Wu, Subhadip Pal, Jian Kang, and Ying Guo," Biometrics, The International Biometric Society, vol. 78(3), pages 1109-1112, September.
- Schick, Manuel, 2024. "Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters," Working Papers 0750, University of Heidelberg, Department of Economics.
- Zhu, Xuwen & Melnykov, Volodymyr, 2018. "Manly transformation in finite mixture modeling," Computational Statistics & Data Analysis, Elsevier, vol. 121(C), pages 190-208.
- Zangin Zeebari & Ghazi Shukur, 2023.
"On The Least Absolute Deviations Method for Ridge Estimation of Sure Models,"
Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 52(14), pages 4773-4791, July.
- Zeebari, Zangin & Shukur, Ghazi, 2012. "On the Least Absolute Deviations Method for Ridge Estimation of SURE Models," HUI Working Papers 69, HUI Research.
- Panagiotelis, Anastasios & Smith, Michael, 2010. "Bayesian skew selection for multivariate models," Computational Statistics & Data Analysis, Elsevier, vol. 54(7), pages 1824-1839, July.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:51:y:2007:i:5:p:2573-2585. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.