Local Statistical Modeling via Cluster-Weighted Approach with Elliptical Distributions
نویسندگان
چکیده
Cluster Weighted Modeling (CWM) is a mixture approach regarding the modelisation of the joint probability of data coming from a heterogeneous population. Under Gaussian assumptions, we investigate statistical properties of CWM from both the theoretical and numerical point of view; in particular, we show that CWM includes as special cases mixtures of distributions and mixtures of regressions. Further, we introduce CWM based on Student-t distributions providing more robust fitting for groups of observations with longer than normal tails or atypical observations. Theoretical results are illustrated using some empirical studies, considering both real and simulated data.
منابع مشابه
Erratum to: Local Statistical Modeling via a Cluster-Weighted Approach with Elliptical Distributions
Cluster-weighted modeling (CWM) is a mixture approach to modeling the joint probability of data coming from a heterogeneous population. Under Gaussian assumptions, we investigate statistical properties of CWM from both theoretical and numerical points of view; in particular, we show that Gaussian CWM includes mixtures of distributions and mixtures of regressions as special cases. Further, we in...
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