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

MaRDI QIDQ5208705zbMATH OpenFDO

Authors Luis Benites, Rocío Maehara, 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

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)

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Cited in

(13)

• Flexible robust mixture regression modeling
• A new regression model for positive random variables with skewed and long tail
• Multivariate measurement error models using finite mixtures of skew-Student \(t\) distributions
• Estimation in shape mixtures of skew-normal linear regression models via ECM coupled with Gibbs sampling
• Robust mixture regression modeling based on scale mixtures of skew-normal distributions
• Robust Bayesian model selection for heavy-tailed linear regression using finite mixtures
• A multivariate linear regression analysis using finite mixtures of \(t\) distributions
• FMsmsnReg
• Linear censored regression models with skew scale mixtures of normal distributions
• Variable selection in finite mixture of regression models using the skew-normal distribution
• Robust mixture regression modeling based on the normal mean-variance mixture distributions
• Bayesian linear regression models with flexible error distributions
• GTL regression: a linear model with skewed and thick-tailed disturbances

Describes a project that uses

Uses Software

• R

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