Robust estimation of mixtures of regressions with random covariates, via trimming and constraints

DOI10.1007/s11222-016-9628-3zbMath1505.62152arXiv1502.01118MaRDI QIDQ518243

Luis Angel García-Escudero, Francesca Greselin, Salvatore Ingrassia, Agustín Mayo-Iscar, Alfonso Gordaliza

Publication date: 28 March 2017

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.01118

zbMATH Keywords

robustness; trimming; constrained estimation; cluster weighted modeling; mixture of regressions

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

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

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

Uses Software

• flexmix
• glimmix
• TCLUST