Robust mixture regression based on the skew t distribution

In this study, we propose a robust mixture regression procedure based on the skew t distribution to model heavy-tailed and/or skewed errors in a mixture regression setting. Using the scale mixture representation of the skew  t distribution, we give an Expectation Maximization (EM) algorithm to compu...

Full description

Autores:
Doğru, Fatma Zehra
Arslan, Olcay
Tipo de recurso:
Article of journal
Fecha de publicación:
2017
Institución:
Universidad Nacional de Colombia
Repositorio:
Universidad Nacional de Colombia
Idioma:
spa
OAI Identifier:
oai:repositorio.unal.edu.co:unal/66504
Acceso en línea:
https://repositorio.unal.edu.co/handle/unal/66504
http://bdigital.unal.edu.co/67532/
Palabra clave:
51 Matemáticas / Mathematics
31 Colecciones de estadística general / Statistics
Mixture regression models
robust regression
maximum likelihood
EM algorithm
skew t distribution
Algoritmo EM
máxima verosimilitud
mixtura de regresiones
distribución t asimétrica.
Rights
openAccess
License
Atribución-NoComercial 4.0 Internacional