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Robust Mixture Regression Based on the Skew t Distribution

In this study, we explore a robust mixture regression procedure based on the skew t distribution in order to model heavy-tailed and/or skewed errors in a mixture regression setting. We present an EM-type algorithm to compute the maximum likelihood estimators for the parameters of interest using the...

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Dades bibliogràfiques
Publicat a:Revista Colombiana de Estadística
Autors principals: Fatma Zehra Doğru, Olcay Arslan
Format: Artigo
Idioma:Inglês
Publicat: Universidad Nacional de Colombia 2017
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Accés en línia:https://www.redalyc.org/articulo.oa?id=89949526004
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