کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
6870304 681394 2014 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Robust mixture regression using the t-distribution
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Robust mixture regression using the t-distribution
چکیده انگلیسی
The traditional estimation of mixture regression models is based on the normal assumption of component errors and thus is sensitive to outliers or heavy-tailed errors. A robust mixture regression model based on the t-distribution by extending the mixture of t-distributions to the regression setting is proposed. However, this proposed new mixture regression model is still not robust to high leverage outliers. In order to overcome this, a modified version of the proposed method, which fits the mixture regression based on the t-distribution to the data after adaptively trimming high leverage points, is also proposed. Furthermore, it is proposed to adaptively choose the degrees of freedom for the t-distribution using profile likelihood. The proposed robust mixture regression estimate has high efficiency due to the adaptive choice of degrees of freedom.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 71, March 2014, Pages 116-127
نویسندگان
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