التفاصيل البيبلوغرافية
| العنوان: |
Component selection for exponential power mixture models |
| المؤلفون: |
Xinyi Wang (559030), Zhenghui Feng (6372434) |
| سنة النشر: |
2021 |
| المجموعة: |
Smithsonian Institution: Digital Repository |
| مصطلحات موضوعية: |
Genetics, Physiology, Biotechnology, Immunology, Inorganic Chemistry, Infectious Diseases, Computational Biology, Space Science, Mathematical Sciences not elsewhere classified, Exponential power mixture model, exponential power mixture regression Model, components selection, density estimation, SHIBOR |
| الوصف: |
Exponential Power (EP) family is a much flexible distribution family including Gaussian family as a sub-family. In this article, we study component selection and estimation for EP mixture models and regressions. The assumption on zero component mean in [X. Cao, Q. Zhao, D. Meng, Y. Chen, and Z. Xu, Robust low-rank matrix factorization under general mixture noise distributions, IEEE. Trans. Image. Process. 25 (2016), pp. 4677–4690.] is relaxed. To select components and estimate parameters simultaneously, we propose a penalized likelihood method, which can shrink mixing proportions to zero to achieve components selection. Modified EM algorithms are proposed, and the consistency of estimated component number is obtained. Simulation studies show the advantages of the proposed methods on accuracies of component number selection, parameter estimation, and density estimation. Analysis of value at risk of SHIBOR and a climate change data are given as illustration. |
| نوع الوثيقة: |
article in journal/newspaper |
| اللغة: |
unknown |
| Relation: |
https://figshare.com/articles/journal_contribution/Component_selection_for_exponential_power_mixture_models/16862456 |
| DOI: |
10.6084/m9.figshare.16862456.v1 |
| الاتاحة: |
https://doi.org/10.6084/m9.figshare.16862456.v1 |
| Rights: |
CC BY 4.0 |
| رقم الانضمام: |
edsbas.95C7F196 |
| قاعدة البيانات: |
BASE |