Robust mixture modelling using the t distribution

作     者：Peel, D McLachlan, GJ 

作者机构：Univ Queensland Dept Math St Lucia Qld 4072 Australia 

出 版 物：《STATISTICS AND COMPUTING》 (统计学与计算)

年 卷 期：2000年第10卷第4期

页      面：339-348页

核心收录：

学科分类：0202[经济学-应用经济学] 02[经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

主　　题：finite mixture models normal components multivariate t components maximum likelihood EM algorithm cluster analysis 

摘      要：Normal mixture models are being increasingly used to model the distributions of a wide variety of random phenomena and to cluster sets of continuous multivariate data. However, for a set of data containing a group or groups of observations with longer than normal tails or atypical observations, the use of normal components may unduly affect the fit of the mixture model. In this paper, we consider a more robust approach by modelling the data by a mixture of t distributions. The use of the ECM algorithm to fit this t mixture model is described and examples of its use are given in the context of clustering multivariate data in the presence of atypical observations in the form of background noise.