کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
6870312 681394 2014 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Robust mixture regression model fitting by Laplace distribution
ترجمه فارسی عنوان
مدل رگرسیون مخلوط مقاومتی با استفاده از توزیع لاپلاس
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
چکیده انگلیسی
A robust estimation procedure for mixture linear regression models is proposed by assuming that the error terms follow a Laplace distribution. Using the fact that the Laplace distribution can be written as a scale mixture of a normal and a latent distribution, this procedure is implemented by an EM algorithm which incorporates two types of missing information from the mixture class membership and the latent variable. Finite sample performance of the proposed algorithm is evaluated by simulations. The proposed method is compared with other procedures, and a sensitivity study is also conducted based on a real data set.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 71, March 2014, Pages 128-137
نویسندگان
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