응용통계연구 (The Korean Journal of Applied Statistics)

  • 제25권6호
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  • Pages.1019-1026
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  • 2012
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  • 1225-066X(pISSN)
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  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
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Diagnosis of Observations after Fit of Multivariate Skew t-Distribution: Identification of Outliers and Edge Observations from Asymmetric Data

  • Kim, Seung-Gu (Department of Data and Information, Sangji University)
  • 투고 : 2012.10.22
  • 심사 : 2012.11.08
  • 발행 : 2012.12.31
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초록

This paper presents a method for the identification of "edge observations" located on a boundary area constructed by a truncation variable as well as for the identification of outliers and the after fit of multivariate skew $t$-distribution(MST) to asymmetric data. The detection of edge observation is important in data analysis because it provides information on a certain critical area in observation space. The proposed method is applied to an Australian Institute of Sport(AIS) dataset that is well known for asymmetry in data space.

키워드

참고문헌

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피인용 문헌

  1. An Alternating Approach of Maximum Likelihood Estimation for Mixture of Multivariate Skew t-Distribution vol.27, pp.5, 2014, https://doi.org/10.5351/KJAS.2014.27.5.819