A new model selection procedure for finite mixture regression models
From MaRDI portal
Publication:5077504
DOI10.1080/03610926.2019.1601222OpenAlexW2940313766MaRDI QIDQ5077504
Publication date: 18 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1601222
Related Items (2)
Penalized estimation in finite mixture of ultra-high dimensional regression models ⋮ Variable selection using the EM and CEM algorithms in mixtures of linear mixed models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Nearly unbiased variable selection under minimax concave penalty
- A maximum likelihood methodology for clusterwise linear regression
- \(\ell_{1}\)-penalization for mixture regression models
- Order selection in finite mixtures of linear regressions
- A Markov model for switching regressions
- Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes
- Finite mixture and Markov switching models.
- Model Selection for Gaussian Mixture Models
- Variable Selection in Finite Mixture of Regression Models
- Estimating Mixtures of Normal Distributions and Switching Regressions
- Mixed Poisson Regression Models with Covariate Dependent Rates
- Testing in locally conic models, and application to mixture models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Extending the Akaike Information Criterion to Mixture Regression Models
- Order Selection in Finite Mixture Models With a Nonsmooth Penalty
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- A New Approach to Estimating Switching Regressions
This page was built for publication: A new model selection procedure for finite mixture regression models
