Robust Mixture Regression Based on the Skew t Distribution
In this study, we explore a robust mixture regression procedure based on the skew t distribution in order to model heavy-tailed and/or skewed errors in a mixture regression setting. We present an EM-type algorithm to compute the maximum likelihood estimators for the parameters of interest using the...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universidad Nacional de Colombia
2017-01-01
|
| Series: | Revista Colombiana de Estadística |
| Subjects: | |
| Online Access: | http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512017000100009&lng=en&tlng=en |