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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| Udgivet i: | Revista Colombiana de Estadística |
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| Principais autores: | , |
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Universidad Nacional de Colombia
2017
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| Fag: | |
| Online adgang: | https://www.redalyc.org/articulo.oa?id=89949526004 |
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