Robust mixture regression using the \(t\)-distribution
From MaRDI portal
Publication:1621288
DOI10.1016/j.csda.2013.07.019zbMath1471.62227OpenAlexW1994296756MaRDI QIDQ1621288
Publication date: 8 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2013.07.019
Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
The multivariate tail-inflated normal distribution and its application in finance ⋮ A skew-normal mixture of joint location, scale and skewness models ⋮ Editorial: The 2nd special issue on advances in mixture models ⋮ A Scale Mixture Approach to t-Distributed Mixture Regression ⋮ Robust mixture regression modeling based on scale mixtures of skew-normal distributions ⋮ Clustering bivariate mixed-type data via the cluster-weighted model ⋮ Robust estimation of the number of components for mixtures of linear regression models ⋮ Robust fitting of mixture models using weighted complete estimating equations ⋮ The robust EM-type algorithms for log-concave mixtures of regression models ⋮ Mixtures of regression models with incomplete and noisy data ⋮ Mixtures of quantile regressions ⋮ Laplace mixture of linear experts ⋮ Robust variable selection in finite mixture of regression models using the t distribution ⋮ Robust mixture regression modeling based on the generalized M (GM)-estimation method ⋮ Robust clustering in regression analysis via the contaminated Gaussian cluster-weighted model ⋮ Robust mixture regression modeling using the least trimmed squares (LTS)-estimation method ⋮ Robust mixture multivariate linear regression by multivariate Laplace distribution ⋮ New estimation in mixture of experts models using the Pearson type VII distribution ⋮ Robust model-based clustering via mixtures of skew-\(t\) distributions with missing information ⋮ Inverse regression approach to robust nonlinear high-to-low dimensional mapping ⋮ A Selective Overview and Comparison of Robust Mixture Regression Estimators ⋮ Extending finite mixtures of \(t\) linear mixed-effects models with concomitant covariates ⋮ Robust multivariate mixture regression models with incomplete data ⋮ Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions ⋮ Robust mixture regression modeling based on two-piece scale mixtures of normal distributions ⋮ Merging components in linear Gaussian cluster-weighted models ⋮ Seemingly unrelated clusterwise linear regression for contaminated data ⋮ Robust mixture regression modeling based on the normal mean-variance mixture distributions ⋮ Mixture regression modelling based on the shape mixtures of skew Laplace normal distribution ⋮ Robust Mixture Regression Using Mixture of Different Distributions ⋮ Robust fitting of mixtures of factor analyzers using the trimmed likelihood estimator ⋮ Outlier detection and robust mixture modeling using nonconvex penalized likelihood ⋮ Robust algorithms for multiphase regression models ⋮ Robust estimation of mixtures of regressions with random covariates, via trimming and constraints ⋮ Mixture of multivariate \(t\) nonlinear mixed models for multiple longitudinal data with heterogeneity and missing values ⋮ Unnamed Item ⋮ Fuzzy weighted \(c\)-harmonic regressions clustering algorithm ⋮ Mixture of linear mixed models using multivariatetdistribution ⋮ Mixtures of multivariate contaminated normal regression models ⋮ Weighted likelihood latent class linear regression ⋮ Parsimonious mixtures of multivariate contaminated normal distributions ⋮ Bayesian variable selection in linear regression models with non-normal errors ⋮ Variable selection in finite mixture of regression models using the skew-normal distribution
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust fitting of mixtures using the trimmed likelihood estimator
- Robust fitting of mixture regression models
- A profile likelihood method for normal mixture with unequal variance
- Model based labeling for mixture models
- Small sample corrections for LTS and MCD
- A constrained formulation of maximum-likelihood estimation for normal mixture distributions
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- Breakdown properties of location estimates based on halfspace depth and projected outlyingness
- A Markov model for switching regressions
- Clusters, outliers, and regression: Fixed point clusters
- Fixed point clusters for linear regression: Computation and comparison
- Identifiability of models for clusterwise linear regression
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
- 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
- Functional stability of one-step GM-estimators in approximately linear regression
- General notions of statistical depth function.
- Breakdown points for maximum likelihood estimators of location-scale mixtures
- On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
- Mixtures of regressions with predictor-dependent mixing proportions
- Robust clusterwise linear regression through trimming
- Finite mixture and Markov switching models.
- A Bounded Influence, High Breakdown, Efficient Regression Estimator
- Robust Mixture of Linear Regression Models
- Least Median of Squares Regression
- Robust Linear Clustering
- An Iterative Procedure for Obtaining Maximum-Likelihood Estimates of the Parameters for a Mixture of Normal Distributions
- Asymptotic behavior of general M-estimates for regression and scale with random carriers
- Efficient Bounded-Influence Regression Estimation
- Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
- Dealing With Label Switching in Mixture Models
- Computational and Inferential Difficulties with Mixture Posterior Distributions
- Mixture Models, Robustness, and the Weighted Likelihood Methodology
- Mixture of Regression Models With Varying Mixing Proportions: A Semiparametric Approach
- Bayesian Mixture Labeling by Highest Posterior Density
- Multivariate Normal Mixtures: A Fast Consistent Method of Moments
- Robust Statistics