期刊名称：Electronic Journal of Applied Statistical Analysis
电子版ISSN：2070-5948
出版年度：2020
卷号：13
期号：1
页码：146-163
DOI：10.1285/i20705948v13n1p146
出版社：University of Salento
摘要：The paper investigates the use of a finite mixture model with an additional uniform density for outlier detection and robust estimation. The main contribution of this paper lies in the analysis of the properties of the improper component and the introduction of a modified EM algorithm which, beyond providing the maximum likelihood estimates of the mixture parameters, endogenously provides a numerical value for the density of the uniform distribution used for the improper component. The mixing proportion of outliers may be known or unknown. Applications to robust estimation and outlier detection will be discussed with particular attention to the normal mixture case.
