An overview of skew distributions in model-based clustering

被引:10
|
作者
Lee, Sharon X. [1 ]
McLachlan, Geoffrey J. [1 ]
机构
[1] Univ Queensland, Sch Math & Phys, St Lucia, Qld 4072, Australia
基金
澳大利亚研究理事会;
关键词
Flexible distributions; Mixture models; Skew distributions; Transformation; FINITE MIXTURES; SCALE MIXTURES; R PACKAGE; INFERENCE; TRANSFORMATIONS;
D O I
10.1016/j.jmva.2021.104853
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The literature on non-normal model-based clustering has continued to grow in recent years. The non-normal models often take the form of a mixture of component densities that offer a high degree of flexibility in distributional shapes. They handle skewness in different ways, most typically by introducing latent 'skewing' variable(s), while some other consider marginal transformations of the original variable(s). We provide a selective overview of the main types of skew distributions used in the area, based on their characterization of skewness, and discuss different skew shapes they can produce. For brevity, we focus on the more commonly-used families of distributions. Crown Copyright (C) 2021 Published by Elsevier Inc. All rights reserved.
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页数:14
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