Parameters estimation of mixture regression for joint local and scale models based on the t distribution

MaRDI QIDQ2987367zbMATHFDO

Authors Jinlong Zhan, Liucang Wu, Shuyu Zhang

Publication date 17 May 2017

zbMATH Keywords

EM algorithmmaximum likelihood estimation\(t\) distributionmixture joint location and scale model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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Cited in

(6)

• Doubly reweighted estimators for the parameters of the multivariate \(t\)-distribution
• Robust Bayesian regularized estimation based on \(t\) regression model
• Parameters estimation of mixture regression for joint local and scale models based on the extreme value distribution
• Parameters estimation for mixture of joint location and scale models based on the Laplace distribution
• Parameter estimation for linear joint location and scale models with mixture skew-\(t\)-normal data
• Fitting the Student-t Distribution to Grouped Data, with Application to a Particle Scattering Experiment

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