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

DOI10.1080/03610926.2018.1513143MaRDI QIDQ5077904

Junhui Yin, Zhengfen Xie, Lin Dai, Liu-Cang 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

EM algorithm; variable selection; mixture model; Lasso; SCAD; t distribution; hard

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62F35: Robustness and adaptive procedures (parametric inference)

62-XX: Statistics

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

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