Robust fitting of mixture regression models

DOI10.1016/j.csda.2012.01.016zbMath1252.62011OpenAlexW2049419088MaRDI QIDQ135710

John E. Boyer, Weixin Yao, Xiuqin Bai, Weixin Yao, Xiuqin Bai, John E. jun. Boyer

Publication date: July 2012

Published in: Computational Statistics & Data Analysis, Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2097/13940

zbMATH Keywords

outliersEM algorithmrobust regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

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Uses Software

• robustbase

Cites Work

• Robust fitting of mixtures using the trimmed likelihood estimator
• A profile likelihood method for normal mixture with unequal variance
• High breakdown-point and high efficiency robust estimates for regression
• A constrained formulation of maximum-likelihood estimation for normal mixture distributions
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• Identifiability of models for clusterwise linear regression
• Hierarchical mixtures-of-experts for exponential family regression models: Approximation and maximum likelihood estimation
• Simple consistent cluster methods based on redescending M-estimators with an application to edge identification in images
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Breakdown points for maximum likelihood estimators of location-scale mixtures
• Robust clusterwise linear regression through trimming
• Robust Linear Clustering
• A Robust Method for Multiple Linear Regression
• Robust regression using iteratively reweighted least-squares
• A deviance function for the quasi-likelihood method
• Dealing With Label Switching in Mixture Models
• Finite mixture models
• Computational and Inferential Difficulties with Mixture Posterior Distributions
• Mixture Models, Robustness, and the Weighted Likelihood Methodology
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
• Approximate likelihood ratios for general estimating functions
• Bayesian Mixture Labeling by Highest Posterior Density
• Robust Statistics
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