Estimation and variable selection for mixture of joint mean and variance models

DOI10.1080/03610926.2020.1738493OpenAlexW3011450613MaRDI QIDQ5079196FDOQ5079196

Authors: Shuangshuang Li, Ye Tao, Liucang Wu 

Publication date: 25 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2020.1738493

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zbMATH Keywords

variable selectionEM algorithmmixture of regression modelsheterogeneous populationmixture of joint mean and variance models

Mathematics Subject Classification ID

Statistics (62-XX) Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Statistical analysis of finite mixture distributions
• Title not available (Why is that?)
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Finite mixture models
• Title not available (Why is that?)
• A Markov model for switching regressions
• On the Identifiability of Finite Mixtures
• Identifiability of Finite Mixtures of Elliptical Distributions
• Regularization in finite mixture of regression models with diverging number of parameters
• An overview of the new feature selection methods in finite mixture of regression models
• Joint modelling of location and scale parameters of the t distribution
• Title not available (Why is that?)
• Variable Selection in Finite Mixture of Regression Models
• A maximum likelihood methodology for clusterwise linear regression
• New estimation and feature selection methods in mixture-of-experts models
• Variable selection for joint mean and dispersion models of the inverse Gaussian distribution
• Simultaneous variable selection for heteroscedastic regression models
• Bayesian modeling of variance heterogeneity in normal regression models
• Wavelets in statistics: A review
• Variable selection of varying dispersion student-\(t\) regression models
• Bayesian variable selection for finite mixture model of linear regressions
• Variable selection in joint location, scale and skewness models with a skew-\(t\)-normal distribution
• Robust variable selection for finite mixture regression models
• Variable selection in finite mixture of semi-parametric regression models
• Simultaneous fixed and random effects selection in finite mixture of linear mixed-effects models
• Regularization and selection in Gaussian mixture of autoregressive models
• A robust variable selection to \(t\)-type joint generalized linear models via penalized \(t\)-type pseudo-likelihood

Cited In (2)

• Variable selection in finite mixture of median regression models using skew-normal distribution
• Variable selection in joint mean and dispersion models via double penalized likelihood

Uses Software

• GLIM

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