Robust estimation of the number of components for mixtures of linear regression models

DOI10.1007/S00180-015-0610-XzbMATH Open1348.65032OpenAlexW74905987MaRDI QIDQ333392FDOQ333392

Weixin Yao, Meng Li, Sijia Xiang

Publication date: 28 October 2016

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/0jt0r082

zbMATH Keywords

model selectionrobustnesstrimmed likelihood estimatormixture of linear regression models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Stochastic complexity and modeling
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• Robust Estimation of Mixture Complexity
• Identifying Regression Outliers and Mixtures Graphically
• Penalized minimum‐distance estimates in finite mixture models
• Order Selection in Finite Mixture Models With a Nonsmooth Penalty
• Determining the number of components in mixtures of linear models.
• Multi-sample cluster analysis using Akaike's information criterion

Cited In (6)

• Robust mixture regression modeling using the least trimmed squares (LTS)-estimation method
• Robust mixture multivariate linear regression by multivariate Laplace distribution
• A Selective Overview and Comparison of Robust Mixture Regression Estimators
• Anomaly and novelty detection for robust semi-supervised learning
• Model-based clustering via new parsimonious mixtures of heavy-tailed distributions
• Finding the Number of Normal Groups in Model-Based Clustering via Constrained Likelihoods

Uses Software

• mixtools

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