Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression

DOI10.1007/s10260-020-00523-9zbMath1474.62283OpenAlexW3026704679MaRDI QIDQ2665004

Giuliano Galimberti, Lorenzo Nuzzi, Gabriele Soffritti

Publication date: 18 November 2021

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

Full work available at URL: https://doi.org/10.1007/s10260-020-00523-9

zbMATH Keywords

EM algorithmHessian matrixGaussian mixture modelscore vectorsandwich estimator

Mathematics Subject Classification ID

Linear inference, regression (62J99)

Related Items

Multivariate cluster-weighted models based on seemingly unrelated linear regression, Estimating the covariance matrix of the maximum likelihood estimator under linear cluster-weighted models

Uses Software

• R
• flexmix
• bayesm
• mixtools
• flexCWM

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Decision boundaries for mixtures of regressions
• Using mixtures in seemingly unrelated linear regression models with non-normal errors
• Minimum distance estimation in a finite mixture regression model
• Robust estimation of mixtures of regressions with random covariates, via trimming and constraints
• \(\ell_{1}\)-penalization for mixture regression models
• Estimating the dimension of a model
• Standard errors of fitted component means of normal mixture
• Identifiability of models for clusterwise linear regression
• Mixtures of conditional mean- and covariance-structure models
• Mixtures of multivariate contaminated normal regression models
• Multivariate response and parsimony for Gaussian cluster-weighted models
• Robust clusterwise linear regression through trimming
• Finite mixture and Markov switching models.
• Maximum Likelihood Estimation of the Multivariate Normal Mixture Model
• Variable Selection for Clustering with Gaussian Mixture Models
• Functional mixture regression
• Modeling risk in arbitrage strategies using finite mixtures§
• Mixture Models, Outliers, and the EM Algorithm
• Maximum likelihood estimates of the parameters of a mixture of two regression lines
• Concomitant variables in finite mixture models
• Estimating the Propagation Rate of a Viral Infection of Potato Plants via Mixtures of Regressions
• The Theory of Parametric Identification
• Fitting mixtures of linear regressions
• On Information and Sufficiency
• Maximum Likelihood Estimation of Misspecified Models