Multivariate linear regression with non-normal errors: a solution based on mixture models

DOI10.1007/s11222-010-9190-3zbMath1221.62106MaRDI QIDQ637985

Giuliano Galimberti, Gabriele Soffritti

Publication date: 8 September 2011

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

Full work available at URL: https://doi.org/10.1007/s11222-010-9190-3

zbMATH Keywords

EM algorithm; model selection criterion

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

65C05: Monte Carlo methods

Uses Software

• mclust
• R
• flexmix
• bootstrap