Robust variable selection for finite mixture regression models

DOI10.1007/s10463-017-0602-4zbMath1408.62050MaRDI QIDQ1753969

Rohana J. Karunamuni, Qingguo Tang

Publication date: 29 May 2018

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-017-0602-4

zbMATH Keywords

variable selection; global robustness; finite mixture regression models; minimum-distance methods

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J07: Ridge regression; shrinkage estimators (Lasso)

62G05: Nonparametric estimation

62F35: Robustness and adaptive procedures (parametric inference)

Uses Software

• flexmix