Robust Mean Change-Point Detecting through Laplace Linear Regression Using EM Algorithm

Robust Mean Change-Point Detecting through Laplace Linear Regression Using EM Algorithm

We proposed a robust mean change-point estimation algorithm in linear regression with the assumption that the errors follow the Laplace distribution. By representing the Laplace distribution as an appropriate scale mixture of normal distribution, we developed the expectation maximization (EM) algori...

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Bibliographic Details
Main Author:	Fengkai Yang
Format:	Article
Language:	English
Published:	Hindawi Limited 2014-01-01
Series:	Journal of Applied Mathematics
Online Access:	http://dx.doi.org/10.1155/2014/856350

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