Mixtures of multivariate contaminated normal regression models

DOI10.1007/s00362-017-0964-yzbMath1435.62238OpenAlexW2770610745MaRDI QIDQ2306894

Angelo Mazza, Antonio Punzo

Publication date: 27 March 2020

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-017-0964-y

zbMATH Keywords

model-based clusteringcontaminated normal distributionallometric studiesmixtures of regression models

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10) General nonlinear regression (62J02)

Related Items (21)

The multivariate tail-inflated normal distribution and its application in finance ⋮ A new look at the inverse Gaussian distribution with applications to insurance and economic data ⋮ A clusterwise nonlinear regression algorithm for interval-valued data ⋮ Mixture of linear experts model for censored data: a novel approach with scale-mixture of normal distributions ⋮ Model-based clustering via new parsimonious mixtures of heavy-tailed distributions ⋮ Robust fitting of mixture models using weighted complete estimating equations ⋮ Robust clustering in regression analysis via the contaminated Gaussian cluster-weighted model ⋮ On the contaminated exponential distribution: a theoretical Bayesian approach for modeling positive-valued insurance claim data with outliers ⋮ Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression ⋮ Robust model-based clustering with mild and gross outliers ⋮ Finite mixture of regression models for censored data based on scale mixtures of normal distributions ⋮ Multivariate Contaminated Normal Censored Regression Model: Properties and Maximum Likelihood Inference ⋮ Seemingly unrelated clusterwise linear regression for contaminated data ⋮ Robust mixture regression modeling based on the normal mean-variance mixture distributions ⋮ Multiple scaled contaminated normal distribution and its application in clustering ⋮ Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions ⋮ Unconstrained representation of orthogonal matrices with application to common principal components ⋮ Least squares moment identification of binary regression mixture models ⋮ Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions ⋮ Cluster validation for mixtures of regressions via the total sum of squares decomposition ⋮ Dichotomous unimodal compound models: application to the distribution of insurance losses

Uses Software

• mclust
• R
• flexmix
• flexCWM
• ContaminatedMixt

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