Addressing non-normality in multivariate analysis using the t-distribution

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dc.catalogadoraba
dc.contributor.authorOsorio, Felipe
dc.contributor.authorGalea Rojas, Manuel Jesús
dc.contributor.authorHenríquez, Claudio
dc.contributor.authorArellano Valle, Reinaldo Boris
dc.date.accessioned2024-04-18T20:03:32Z
dc.date.available2024-04-18T20:03:32Z
dc.date.issued2023
dc.description.abstractThe main aim of this paper is to propose a set of tools for assessing non-normality taking into consideration the class of multivariate t-distributions. Assuming second moment existence, we consider a reparameterized version of the usual t distribution, so that the scale matrix coincides with covariance matrix of the distribution. We use the local influence procedure and the Kullback–Leibler divergence measure to propose quantitative methods to evaluate deviations from the normality assumption. In addition, the possible non-normality due to the presence of both skewness and heavy tails is also explored. Our findings based on two real datasets are complemented by a simulation study to evaluate the performance of the proposed methodology on finite samples.
dc.description.funderComisión Nacional de Investigación Científica y Tecnológica
dc.description.funderFONDECYT
dc.fechaingreso.objetodigital2024-09-11
dc.fuente.origenSCOPUS
dc.fuente.origenORCID
dc.identifier.doi10.1007/s10182-022-00468-2
dc.identifier.eissn1863-818X
dc.identifier.issn1863-8171
dc.identifier.scopusidSCOPUS_ID:85146567536
dc.identifier.urihttps://www.springer.com/journal/10182
dc.identifier.urihttps://doi.org/10.1007/s10182-022-00468-2
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/85240
dc.information.autorucFacultad de Matemáticas; Galea Rojas, Manuel Jesús; 0000-0001-9819-5843; 1008589
dc.information.autorucFacultad de Matemáticas; Henríquez, Claudio; S/I; 250581
dc.information.autorucFacultad de Matemáticas; Arellano Valle, Reinaldo Boris; S/I; 58107
dc.language.isoen
dc.nota.accesocontenido parcial
dc.pagina.final813
dc.pagina.inicio785
dc.revistaAStA Advances in Statistical Analysis
dc.rightsacceso restringido
dc.subjectKullback–Leibler divergence
dc.subjectLocal influence
dc.subjectNegentropy
dc.subjectOutliers
dc.subject.ddc510
dc.subject.deweyMatemática física y químicaes_ES
dc.titleAddressing non-normality in multivariate analysis using the t-distribution
dc.typeartículo
dc.volumen107
sipa.codpersvinculados1008589
sipa.codpersvinculados250581
sipa.codpersvinculados58107
sipa.trazabilidadSCOPUS;02-03-2023
sipa.trazabilidadORCID;2024-04-15
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