Variable selection in finite mixture of regression models with an unknown number of components
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Publication:830075
DOI10.1016/J.CSDA.2021.107180OpenAlexW3125731161MaRDI QIDQ830075FDOQ830075
Authors: Kuo-Jung Lee, Martin Feldkircher, Yi-Chi Chen 
Publication date: 7 May 2021
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2021.107180
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high-dimensional dataBayesian variable selectionfinancial crisisfinite mixture of regression modelsunknown number of components
Cites Work
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Cited In (11)
- Variable selection in finite mixture of regression models using the skew-normal distribution
- A data-driven reversible jump for estimating a finite mixture of regression models
- Componentwise variable selection in finite mixture regression
- A Bayesian mixture of Lasso regressions with \(t\)-errors
- Hypothesis testing in finite mixture of regressions: sparsity and model selection uncertainty
- A mixture of \(g\)-priors for variable selection when the number of regressors grows with the sample size
- Robust variable selection for finite mixture regression models
- LASSO–penalized clusterwise linear regression modelling: a two–step approach
- Bayesian variable selection for finite mixture model of linear regressions
- Variable Selection in Finite Mixture of Regression Models
- Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership
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