Asymmetric clusters and outliers: Mixtures of multivariate contaminated shifted asymmetric Laplace distributions

Mixtures of multivariate contaminated shifted asymmetric Laplace distributions are developed for handling asymmetric clusters in the presence of outliers (also referred to as bad points herein). In addition to the parameters of the related non-contaminated mixture, for each (asymmetric) cluster, our model has one parameter controlling the proportion of outliers and another specifying the degree of contamination. Crucially, these parameters do …