Fitting mixtures of linear regressions

DOI10.1080/00949650802590261zbMath1184.62118OpenAlexW2098288588MaRDI QIDQ5306333

Susana Faria, Gilda Soromenho

Publication date: 8 April 2010

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10451/4682

zbMATH Keywords

EM algorithmmaximum likelihood estimationsimulation studyclassification EM algorithmmixtures of linear regressions

Mathematics Subject Classification ID

Related Items (18)

Comparison of the EM, CEM and SEM algorithms in the estimation of finite mixtures of linear mixed models: a simulation study ⋮ Confidence ellipsoids for regression coefficients by observations from a mixture ⋮ Gibbs sampling for mixture quantile regression based on asymmetric Laplace distribution ⋮ Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression ⋮ Finite mixture of regression models for censored data based on scale mixtures of normal distributions ⋮ Robust mixture of experts modeling using the \(t\) distribution ⋮ Finite mixture of censored linear mixed models for irregularly observed longitudinal data ⋮ LASSO–penalized clusterwise linear regression modelling: a two–step approach ⋮ A generalized Nadaraya–Watson estimator for observations obtained from a mixture ⋮ Identification of switched FIR systems with random missing outputs: a variational Bayesian approach ⋮ Incremental DC optimization algorithm for large-scale clusterwise linear regression ⋮ Asymptotic normality of modified LS estimator for mixture of nonlinear regressions ⋮ Comparison of EM and SEM Algorithms in Poisson Regression Models: A Simulation Study ⋮ Orthogonal regression method for observations from a mixture ⋮ Unsupervised learning of regression mixture models with unknown number of components ⋮ A semiparametric mixture regression model for longitudinal data ⋮ Variable selection in finite mixture of generalized estimating equations ⋮ Local statistical modeling via a cluster-weighted approach with elliptical distributions

Uses Software

• R

Cites Work

• Unnamed Item
• Mixtures of linear regressions
• Comparison of the mixture and the classification maximum likelihood in cluster analysis with binary data
• A classification EM algorithm for clustering and two stochastic versions
• Classification and Mixture Approaches to Clustering via Maximum Likelihood
• Estimating Mixtures of Normal Distributions and Switching Regressions
• Stochastic versions of the em algorithm: an experimental study in the mixture case
• Hypothesis Testing in Mixture Regression Models
• The elements of statistical learning. Data mining, inference, and prediction
• Determining the number of components in mixtures of linear models.

This page was built for publication: Fitting mixtures of linear regressions