Mixture models with an improper component

A class of mixture models in which a component is associated with an improper distribution is introduced. This component is intended mainly for outliers. The models are motivated by the EM algorithm, and are fitted by its simple adaptation. They are illustrated on several examples with large samples, one of them about transactions of residential properties in Wellington, New Zealand, in 2006.

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Year of publication:	2011
Authors:	Longford, N. T. ; D'Urso, Pierpaolo
Published in:	Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 38.2011, 11, p. 2511-2521
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010549841