Robust variable selection in finite mixture of regression models using the t distribution

DOI10.1080/03610926.2018.1513143MaRDI QIDQ5077904zbMATH OpenOpenAlexFDO

Authors Lin Dai, Junhui Yin, Zhengfen Xie, Liucang Wu

Publication date 20 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2018.1513143

zbMATH Keywords

LassoSCADvariable selectionEM algorithmmixture modelt distributionhard

Mathematics Subject Classification ID

Statistics (62-XX) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(1)

• Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions

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