A multivariate linear regression analysis using finite mixtures of \(t\) distributions
From MaRDI portal
Publication:1621290
DOI10.1016/j.csda.2013.01.017zbMath1471.62070OpenAlexW2038371718MaRDI QIDQ1621290
Giuliano Galimberti, Gabriele Soffritti
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.2013.01.017
EM algorithmmaximum likelihoodunobserved heterogeneitymodel identifiabilitynon-normal error distribution
Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05)
Related Items (18)
Bayesian linear regression models with flexible error distributions ⋮ Editorial: The 2nd special issue on advances in mixture models ⋮ Robust mixture regression modeling based on scale mixtures of skew-normal distributions ⋮ Robust fitting of mixture models using weighted complete estimating equations ⋮ Using mixtures in seemingly unrelated linear regression models with non-normal errors ⋮ The robust EM-type algorithms for log-concave mixtures of regression models ⋮ Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression ⋮ Linear mixed models with marginally symmetric nonparametric random effects ⋮ Laplace mixture of linear experts ⋮ Robust clustering in regression analysis via the contaminated Gaussian cluster-weighted model ⋮ Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering ⋮ Finite mixture of regression models for censored data based on scale mixtures of normal distributions ⋮ Robust multivariate mixture regression models with incomplete data ⋮ Robust mixture regression modeling based on the normal mean-variance mixture distributions ⋮ Flexible regression modeling for censored data based on mixtures of Student-\(t\) distributions ⋮ Unnamed Item ⋮ Mixtures of multivariate contaminated normal regression models ⋮ Bayesian variable selection in linear regression models with non-normal errors
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Serial and parallel implementations of model-based clustering via parsimonious Gaussian mixture models
- Initializing the EM algorithm in Gaussian mixture models with an unknown number of components
- Multivariate linear regression with non-normal errors: a solution based on mixture models
- Root selection in normal mixture models
- Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
- The use of mixtures for dealing with non-normal regression errors
- Model-based cluster and discriminant analysis with the MIXMOD software
- Extension of the mixture of factor analyzers model to incorporate the multivariate \(t\)-distribution
- Estimating the dimension of a model
- Computational aspects of fitting mixture models via the expectation-maximization algorithm
- Acceleration of the EM algorithm: P-EM versus epsilon algorithm
- The EM Algorithm and Extensions, 2E
- Estimation of the parameters of a regression model with a multivariate t error variable
- Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
- Multivariate Student-t regression models: Pitfalls and inference
- Model-Based Gaussian and Non-Gaussian Clustering
- Model-Based Clustering, Discriminant Analysis, and Density Estimation
- Multivariate T-Distributions and Their Applications
- Identifiability of Finite Mixtures of Elliptical Distributions
- Identifiability of Mixtures of Product Measures
- On the Identifiability of Finite Mixtures
- Intermediate Probability
- Extending mixtures of multivariate \(t\)-factor analyzers
This page was built for publication: A multivariate linear regression analysis using finite mixtures of \(t\) distributions
