Robust variable selection for finite mixture regression models
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Cites work
- scientific article; zbMATH DE number 3829050 (Why is no real title available?)
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 928746 (Why is no real title available?)
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- Feature selection in finite mixture of sparse normal linear models in high-dimensional feature space
- Finite mixture models
- Identifiability of models for clusterwise linear regression
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- Minimum Hellinger Distance Estimation for Finite Mixtures of Poisson Regression Models and Its Applications
- Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
- Minimum Hellinger distance estimates for parametric models
- Minimum Hellinger distance estimation in a two-sample semiparametric model
- Minimum Hellinger distance estimators for multivariate distributions from the Johnson system
- Minimum distance estimation in a finite mixture regression model
- Mixture Models, Robustness, and the Weighted Likelihood Methodology
- Nearly unbiased variable selection under minimax concave penalty
- New estimation and feature selection methods in mixture-of-experts models
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- Regularization in finite mixture of regression models with diverging number of parameters
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- Robust Variable Selection With Exponential Squared Loss
- Robust and efficient estimation by minimising a density power divergence
- Robust inference for finite Poisson mixtures
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- The L₁ convergence of kernel density estimates
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- \(\ell_{1}\)-penalization for mixture regression models
Cited in
(14)- Estimation and variable selection for mixture of joint mean and variance models
- Joint rank and variable selection for parsimonious estimation in a high-dimensional finite mixture regression model
- Variable selection in finite mixture of semi-parametric regression models
- Variable selection in finite mixture of regression models with an unknown number of components
- Robust variable selection for mixture linear regression models
- Variable selection using the EM and CEM algorithms in mixtures of linear mixed models
- Finite mixture of generalized semiparametric models: variable selection via penalized estimation
- Robust finite mixture regression for heterogeneous targets
- Robust estimation for the order of finite mixture models
- Regularized robust estimation in binary regression models
- LASSO–penalized clusterwise linear regression modelling: a two–step approach
- Variable Selection in Finite Mixture of Regression Models
- Structured analysis of the high-dimensional FMR model
- Variable selection for skew-normal mixture of joint location and scale models
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