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http://dx.doi.org/10.5351/KJAS.2012.25.6.1019

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)
Publication Information
The Korean Journal of Applied Statistics / v.25, no.6, 2012 , pp. 1019-1026 More about this Journal
Abstract
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.
Keywords
Multivariate skew t-distribution; edge observation; outlier; ECM algorithm;
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Times Cited By KSCI : 2  (Citation Analysis)
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