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Mixtures of Shifted Asymmetric Laplace Distributions

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dc.contributor.advisor McNicholas, Paul
dc.contributor.advisor Browne, Ryan
dc.contributor.author Franczak, Brian
dc.date.accessioned 2014-04-21T13:53:06Z
dc.date.available 2014-04-21T13:53:06Z
dc.date.copyright 2014-03
dc.date.created 2014-03-04
dc.date.issued 2014-04-21
dc.identifier.uri http://hdl.handle.net/10214/8006
dc.description.abstract In this thesis we introduce a mixture of shifted asymmetric Laplace (SAL) distributions for model-based clustering and classification. The mixture of SAL distributions allows for the parameterization of skewness as well as location and scale. Furthermore, we extend the general SAL mixture by decomposing the component scale matrices; this results in two families of SAL mixture models and a generalization of the multivariate SAL density. In developing these models we review and utilize several facets of model-based clustering. Specifically, to estimate the parameters of our mixture models we use the well-known expectation-maximization algorithm, to choose the best fitting mixture model we consider both the Bayesian information criterion and integrated completed likelihood, and to evaluate classification performance we use the adjusted Rand index. Both simulated and real data are used to demonstrate our models. en_US
dc.language.iso en en_US
dc.subject finite mixture models en_US
dc.subject model-based clustering en_US
dc.subject multivariate analysis en_US
dc.subject asymmetric Laplace en_US
dc.title Mixtures of Shifted Asymmetric Laplace Distributions en_US
dc.type Thesis en_US
dc.degree.programme Mathematics and Statistics en_US
dc.degree.name Doctor of Philosophy en_US
dc.degree.department Department of Mathematics and Statistics en_US
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