Robust mixture regression model fitting by Laplace distribution
نویسندگان
چکیده
منابع مشابه
Robust mixture regression model fitting by Laplace distribution
A robust estimation procedure for mixture linear regression models is proposed by assuming that the error terms follow a Laplace distribution. The estimation procedure is implemented by an EM algorithm based on the fact that the Laplace distribution is a scale mixture of a normal distribution. Finite sample performance of the proposed algorithm is evaluated by numerical simulation studies. The ...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2014
ISSN: 0167-9473
DOI: 10.1016/j.csda.2013.06.022