Thursday, Aug 8: 8:35 AM - 8:50 AM
3110
Contributed Papers
Oregon Convention Center
A mixture of 4-parameter Tukey's g-&-h distributions is proposed for fitting finite mixtures with Gaussian and non-Gaussian components. Since the likelihood of the Tukey's g-&-h mixtures does not have a closed analytical form, we propose a Quantile Least Mahalanobis Distance (QLMD) estimator for parameters of such mixtures. QLMD is an indirect estimator minimizing the Mahalanobis distance between the sample and model-based quantiles, and its asymptotic properties follow from the general theory of indirect estimation. We have developed a stepwise algorithm to select a parsimonious Tukey's g-&-h mixture model and implemented all proposed methods in the R package QuantileGH available CRAN. A simulation study was conducted to evaluate performance of the Tukey's g-&-h mixtures and compare to performance of mixtures of skew-normal or skew-t distributions. The Tukey's g-&-h mixtures were applied to model cellular expressions of Cyclin D1 protein in breast cancer tissues, and resulting parameter estimates evaluated as predictors of progression-free survival.
Finite Mixtures
Tukey’s g-&-h distribution
Indirect Estimator
Quantile Least Mahalanobis Distance
Cellular Protein Level
Main Sponsor
Section on Statistical Computing