The use of mixtures for dealing with non-normal regression errors

DOI10.1016/j.csda.2004.04.005zbMath1429.62284OpenAlexW2064581975MaRDI QIDQ957161

Francesco Bartolucci, Luisa Scaccia

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11393/37461

zbMATH Keywords

switching regressionEM algorithmkurtosisskewnessresidual analysislocation-scale mixturesnormal probability plot

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (25)

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Uses Software

• bootstrap

Cites Work

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• Exact mean integrated squared error
• Detecting Skewed Errors from Regression Residuals
• Mixture Models, Outliers, and the EM Algorithm
• Estimating Mixtures of Normal Distributions and Switching Regressions
• On the Testing of Regression Disturbances for Normality
• Robust Statistics

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