The robust EM-type algorithms for log-concave mixtures of regression models

DOI10.1016/j.csda.2017.01.004zbMath1464.62092WikidataQ44875672 ScholiaQ44875672MaRDI QIDQ1654229

Yichao Wu, Hao Hu, Weixin Yao

Publication date: 7 August 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.2017.01.004

zbMATH Keywords

EM algorithm; robust regression; log-concave maximum likelihood estimator; mixture of regression model

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G07: Density estimation

62H30: Classification and discrimination; cluster analysis (statistical aspects)

Uses Software

• LogConcDEAD
• mixtools
• logcondens.mode