Multivariate linear regression with non-normal errors: a solution based on mixture models
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Publication:637985
DOI10.1007/S11222-010-9190-3zbMATH Open1221.62106OpenAlexW2084809030MaRDI QIDQ637985FDOQ637985
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
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Cited In (19)
- Coverage probabilities of confidence intervals for the slope parameter of linear regression model when the error term is not normally distributed
- Graphical and Computational Tools to Guide Parameter Choice for the Cluster Weighted Robust Model
- Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering
- Heavy or semi-heavy tail, that is the question
- Modelling the role of variables in model-based cluster analysis
- Multivariate response and parsimony for Gaussian cluster-weighted models
- Measuring sample quality with diffusions
- Multivariate cluster-weighted models based on seemingly unrelated linear regression
- Seemingly unrelated clusterwise linear regression
- Seemingly unrelated clusterwise linear regression for contaminated data
- Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression
- Title not available (Why is that?)
- Using mixtures in seemingly unrelated linear regression models with non-normal errors
- Multivariate cluster weighted models using skewed distributions
- Bayesian variable selection in linear regression models with non-normal errors
- Adaptive robust regression with continuous Gaussian scale mixture errors
- A multivariate linear regression analysis using finite mixtures of \(t\) distributions
- Bayesian linear regression models with flexible error distributions
- Parsimonious mixture-of-experts based on mean mixture of multivariate normal distributions
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