Robust mixture multivariate linear regression by multivariate Laplace distribution

DOI10.1016/j.spl.2017.06.028zbMath1391.62050OpenAlexW2729644161MaRDI QIDQ2407517

Xiongya Li, Xiuqin Bai, Wei-xing Song

Publication date: 6 October 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.06.028

zbMATH Keywords

EM algorithmrobust estimationfinite mixturesmultivariate linear regressionmultivariate Laplace distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Semiparametric mixture of regression models under unimodal error distribution

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