Scale-constrained approaches for maximum likelihood estimation and model selection of clusterwise linear regression models

DOI10.1007/S10260-019-00480-YMaRDI QIDQ1985960zbMATH OpenOpenAlexWikidataFDO

Authors Roberto Di Mari, Roberto Rocci, Stefano Antonio Gattone

Publication date 7 April 2020

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-019-00480-y

zbMATH Keywords

model selectionequivariant estimatorsclusterwise linear regressioncomputationally efficient approachdata-driven constraintsmixtures of linear regression models

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
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• Root selection in normal mixture models

Cited in

(4)

• A maximum likelihood methodology for clusterwise linear regression
• Clusterwise linear regression modeling with soft scale constraints
• Maximin clusters for near-replicate regression lack of fit tests
• A note on the consistency of the maximum likelihood estimator under multivariate linear cluster-weighted models

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