Robust variable selection for mixture linear regression models
نویسندگان
چکیده
منابع مشابه
Robust variable selection for mixture linear regression models
In this paper, we propose a robust variable selection to estimate and select relevant covariates for the finite mixture of linear regression models by assuming that the error terms follow a Laplace distribution to the data after trimming the high leverage points. We introduce a revised Expectation-maximization (EM) algorithm for numerical computation. Simulation studies indicate that the propos...
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ژورنال
عنوان ژورنال: Hacettepe Journal of Mathematics and Statistics
سال: 2015
ISSN: 1303-5010
DOI: 10.15672/hjms.2015549560