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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Bibliografske podrobnosti
izdano v:Revista Colombiana de Estadística
Main Authors: Fatma Zehra Doğru, Olcay Arslan
Format: Artigo
Jezik:Inglês
Izdano: Universidad Nacional de Colombia 2017
Teme:
Física, Astronomía y Matemáticas
del
EM Algorithm
Maximum Likelihood
Skew t Distribution
Mixture Regression Mo
Online dostop:https://www.redalyc.org/articulo.oa?id=89949526004
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