Title
Mixtures of restricted skew-t factor analyzers with common factor loadings
Date Issued
01 June 2019
Access level
metadata only access
Resource Type
journal article
Author(s)
Pontificia Universidad Católica de Chile
Publisher(s)
Springer Verlag
Abstract
Mixtures of common t factor analyzers (MCtFA) have been shown its effectiveness in robustifying mixtures of common factor analyzers (MCFA) when handling model-based clustering of the high-dimensional data with heavy tails. However, the MCtFA model may still suffer from a lack of robustness against observations whose distributions are highly asymmetric. This paper presents a further robust extension of the MCFA and MCtFA models, called the mixture of common restricted skew-t factor analyzers (MCrstFA), by assuming a restricted multivariate skew-t distribution for the common factors. The MCrstFA model can be used to accommodate severely non-normal (skewed and leptokurtic) random phenomena while preserving its parsimony in factor-analytic representation and performing graphical visualization in low-dimensional plots. A computationally feasible expectation conditional maximization either algorithm is developed to carry out maximum likelihood estimation. The numbers of factors and mixture components are simultaneously determined based on common likelihood penalized criteria. The usefulness of our proposed model is illustrated with simulated and real datasets, and experimental results signify its superiority over some existing competitors.
Start page
445
End page
480
Volume
13
Issue
2
Language
English
OCDE Knowledge area
Salud pública, Salud ambiental
EstadÃsticas, Probabilidad
Subjects
Scopus EID
2-s2.0-85043355518
Source
Advances in Data Analysis and Classification
ISSN of the container
18625347
Sponsor(s)
Acknowledgements The authors gratefully acknowledge the Coordinating Editor, Maurizio Vichi, the Associate Editor and three anonymous referees for their comments and suggestions that greatly improved this paper. W.L. Wang and T.I. Lin would like to acknowledge the support of the Ministry of Science and Technology of Taiwan under Grant Nos. MOST 105-2118-M-035-004-MY2 and MOST 105-2118-M-005-003-MY2, respectively. L.M. Castro acknowledges support from Grant FONDECYT 1170258 from Chilean government.
Sources of information:
Directorio de Producción CientÃfica
Scopus