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...
- 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
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Atribución-NoComercial 4.0 InternacionalDerechos reservados - Universidad Nacional de Colombiahttp://creativecommons.org/licenses/by-nc/4.0/info:eu-repo/semantics/openAccesshttp://purl.org/coar/access_right/c_abf2Doğru, Fatma Zehrad49bead8-8e3f-4b04-bd8c-31ad47d7a44b300Arslan, Olcay8c67461f-f13b-44b0-8940-8cc4393955ff3002019-07-03T02:15:32Z2019-07-03T02:15:32Z2017-01-01ISSN: 2389-8976https://repositorio.unal.edu.co/handle/unal/66504http://bdigital.unal.edu.co/67532/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 compute the maximum likelihood (ML) estimates for the paramaters of interest. The performance of proposed estimators is demonstrated by a simulation study and a real data example.En este estudio se explora una mixtura robusta de modelos de regresión basada en la distribución t asimétrica, con el propósito de modelar colas pesadas o asimétricas en los errores, en un escenario de mixtura de regresiones. Se usa un algoritmo EM para obtener los estimadores máximo verosímiles empleando una mixtura de escala de la distribución t asimétrica. El comportamiento de los estimadores propuestos se ilustra a través de une estudio de simulación y de un ejemplo con datos reales.application/pdfspaUniversidad Nacional de Colombia - Sede Bogotá - Facultad de Ciencias - Departamento de Estadísticahttps://revistas.unal.edu.co/index.php/estad/article/view/53580Universidad Nacional de Colombia Revistas electrónicas UN Revista Colombiana de EstadísticaRevista Colombiana de EstadísticaDoğru, Fatma Zehra and Arslan, Olcay (2017) Robust mixture regression based on the skew t distribution. Revista Colombiana de Estadística, 40 (1). pp. 45-64. ISSN 2389-897651 Matemáticas / Mathematics31 Colecciones de estadística general / StatisticsMixture regression modelsrobust regressionmaximum likelihoodEM algorithmskew t distributionAlgoritmo EMmáxima verosimilitudmixtura de regresionesdistribución t asimétrica.Robust mixture regression based on the skew t distributionArtículo de revistainfo:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1http://purl.org/coar/version/c_970fb48d4fbd8a85Texthttp://purl.org/redcol/resource_type/ARTORIGINAL53580-314859-1-PB.pdfapplication/pdf679130https://repositorio.unal.edu.co/bitstream/unal/66504/1/53580-314859-1-PB.pdf8a91acf3ea0ba6e6a79af4f2c56364f6MD51THUMBNAIL53580-314859-1-PB.pdf.jpg53580-314859-1-PB.pdf.jpgGenerated Thumbnailimage/jpeg5143https://repositorio.unal.edu.co/bitstream/unal/66504/2/53580-314859-1-PB.pdf.jpg5e7043b50477e0901a6a6e48098abe90MD52unal/66504oai:repositorio.unal.edu.co:unal/665042023-05-25 23:03:01.597Repositorio Institucional Universidad Nacional de Colombiarepositorio_nal@unal.edu.co |
| dc.title.spa.fl_str_mv |
Robust mixture regression based on the skew t distribution |
| title |
Robust mixture regression based on the skew t distribution |
| spellingShingle |
Robust mixture regression based on the skew t distribution 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. |
| title_short |
Robust mixture regression based on the skew t distribution |
| title_full |
Robust mixture regression based on the skew t distribution |
| title_fullStr |
Robust mixture regression based on the skew t distribution |
| title_full_unstemmed |
Robust mixture regression based on the skew t distribution |
| title_sort |
Robust mixture regression based on the skew t distribution |
| dc.creator.fl_str_mv |
Doğru, Fatma Zehra Arslan, Olcay |
| dc.contributor.author.spa.fl_str_mv |
Doğru, Fatma Zehra Arslan, Olcay |
| dc.subject.ddc.spa.fl_str_mv |
51 Matemáticas / Mathematics 31 Colecciones de estadística general / Statistics |
| topic |
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. |
| dc.subject.proposal.spa.fl_str_mv |
Mixture regression models robust regression maximum likelihood EM algorithm skew t distribution Algoritmo EM máxima verosimilitud mixtura de regresiones distribución t asimétrica. |
| description |
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 compute the maximum likelihood (ML) estimates for the paramaters of interest. The performance of proposed estimators is demonstrated by a simulation study and a real data example. |
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2017 |
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2017-01-01 |
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2019-07-03T02:15:32Z |
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2019-07-03T02:15:32Z |
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Artículo de revista |
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http://purl.org/coar/resource_type/c_2df8fbb1 |
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info:eu-repo/semantics/article |
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info:eu-repo/semantics/publishedVersion |
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http://purl.org/coar/resource_type/c_6501 |
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Text |
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publishedVersion |
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ISSN: 2389-8976 |
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https://repositorio.unal.edu.co/handle/unal/66504 |
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http://bdigital.unal.edu.co/67532/ |
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ISSN: 2389-8976 |
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https://repositorio.unal.edu.co/handle/unal/66504 http://bdigital.unal.edu.co/67532/ |
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spa |
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spa |
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https://revistas.unal.edu.co/index.php/estad/article/view/53580 |
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Universidad Nacional de Colombia Revistas electrónicas UN Revista Colombiana de Estadística Revista Colombiana de Estadística |
| dc.relation.references.spa.fl_str_mv |
Doğru, Fatma Zehra and Arslan, Olcay (2017) Robust mixture regression based on the skew t distribution. Revista Colombiana de Estadística, 40 (1). pp. 45-64. ISSN 2389-8976 |
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Derechos reservados - Universidad Nacional de Colombia |
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http://purl.org/coar/access_right/c_abf2 |
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Atribución-NoComercial 4.0 Internacional |
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http://creativecommons.org/licenses/by-nc/4.0/ |
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info:eu-repo/semantics/openAccess |
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