Linear regression models using finite mixtures of skew heavy-tailed distributions

zbMATH Open1434.62146MaRDI QIDQ5208705FDOQ5208705

Rocío Maehara, Luis Benites, V. H. Lachos, Heleno Bolfarine

Publication date: 9 January 2020

Full work available at URL: http://chjs.mat.utfsm.cl/volumes/10/ChJS-10-01-02.pdf#vol10-number1-2019

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zbMATH Keywords

mixture modelinformation matrixscale mixtures of skew-normal distributionsECME algorithmnon-normal error distribution

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Statistics of extreme values; tail inference (62G32)

Cites Work

• Title not available (Why is that?)

Cited In (7)

• Robust mixture regression modeling based on the normal mean-variance mixture distributions
• Linear censored regression models with skew scale mixtures of normal distributions
• Variable selection in finite mixture of regression models using the skew-normal distribution
• GTL regression: a linear model with skewed and thick-tailed disturbances
• FMsmsnReg
• A new regression model for positive random variables with skewed and long tail
• Bayesian linear regression models with flexible error distributions

Uses Software

• R

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