Robust mixture regression based on the skew t distribution
نویسندگان
چکیده
منابع مشابه
Robust mixture regression using the t-distribution
The traditional estimation of mixture regression models is based on the normal assumption of component errors and thus is sensitive to outliers or heavy-tailed errors. A robust mixture regression model based on the t−distribution by extending the mixture of t−distributions to the regression setting is proposed. However, this proposed new mixture regression model is still not robust to high leve...
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ژورنال
عنوان ژورنال: Revista Colombiana de Estadística
سال: 2017
ISSN: 2389-8976,0120-1751
DOI: 10.15446/rce.v40n1.53580