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A constrained robust proposal for mixture modeling avoiding spurious solutions. (English) Zbl 1459.62110

Summary: The high prevalence of spurious solutions and the disturbing effect of outlying observations in mixture modeling are well known problems that pose serious difficulties for non-expert practitioners of this kind of models in different applied areas. An approach which combines the use of Trimmed Maximum Likelihood ideas and the imposition of restrictions on the maximization problem will be presented and studied in this paper. The proposed methodology is shown to have nice mathematical properties as well as good performance in avoiding the appearance of spurious solutions in a quite automatic manner.

MSC:

62H30 Classification and discrimination; cluster analysis (statistical aspects)
62F10 Point estimation
62F35 Robustness and adaptive procedures (parametric inference)
62-08 Computational methods for problems pertaining to statistics

Software:

TCLUST
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References:

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