Using mixtures in seemingly unrelated linear regression models with non-normal errors (Q340854)

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Using mixtures in seemingly unrelated linear regression models with non-normal errors

scientific article; zbMATH DE number 6652993

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English	Using mixtures in seemingly unrelated linear regression models with non-normal errors	scientific article; zbMATH DE number 6652993

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instance of

scholarly article

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title

Using mixtures in seemingly unrelated linear regression models with non-normal errors (English)

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Statistics and Computing

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publication date

15 November 2016

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full work available at URL

https://arxiv.org/abs/1403.4135

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zbMATH Keywords

EM algorithm

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Gaussian mixture model

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Hessian matrix

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score vector

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describes a project that uses

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MaRDI publication profile

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cites work

Hierarchical Bayesian analysis of the seemingly unrelated regression and simultaneous equations models using a combination of direct Monte Carlo and importance sampling techniques

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Model-Based Gaussian and Non-Gaussian Clustering

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The use of mixtures for dealing with non-normal regression errors

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Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models

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Maximum likelihood estimation of the multivariate normal mixture model

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Genetic algorithms and their statistical applications: an introduction

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Q4851759

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Q4139463

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Model-Based Clustering, Discriminant Analysis, and Density Estimation

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Model-Based Clustering, Classification, and Density Estimation Using mclust in R

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Highly accurate likelihood analysis for the seemingly unrelated regression problem

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Finite mixture and Markov switching models.

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A multivariate linear regression analysis using finite mixtures of \(t\) distributions

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Consistent estimation of the order of mixture models.

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On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions

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On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model

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Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix

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Q4039873

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Variable selection in model-based clustering: a general variable role modeling

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Variable Selection for Clustering with Gaussian Mixture Models

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The EM Algorithm and Extensions, 2E

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Finite mixture models

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Modelling high-dimensional data by mixtures of factor analyzers

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Initializing the EM algorithm in Gaussian mixture models with an unknown number of components

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Robust Bayesian inference for seemingly unrelated regressions with elliptical errors

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A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models

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Equivalence of maximum likelihood estimation and iterative two-stage estimation for seemingly unrelated regression models

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Model Selection in High Dimensions: A Quadratic-Risk-Based Approach

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Mixture Densities, Maximum Likelihood and the EM Algorithm

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Q4658076

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Estimating the dimension of a model

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Multivariate linear regression with non-normal errors: a solution based on mixture models

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Q4040694

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Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances

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An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results

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Q5659019

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A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model

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Identifiers

zbMATH Open document ID

1505.62150

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Mathematics Subject Classification ID

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10.1007/S11222-015-9587-0

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Sitelinks

Mathematics(1 entry)

mardi Using mixtures in seemingly unrelated linear regression models with non-normal errors