Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers

DOI10.1016/j.csda.2016.05.024zbMath1464.62128MaRDI QIDQ1658183

Antonello Maruotti, Antonio Punzo

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/396818/2/manuscript.pdf

zbMATH Keywords

hidden Markov models; robust regression; ECM algorithm; multivariate contaminated Gaussian distribution

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

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

62M05: Markov processes: estimation; hidden Markov models

Uses Software

• R
• flexmix
• NHMSAR