Adaptive Sparse Group Variable Selection for a Robust Mixture Regression Model Based on Laplace Distribution
نویسندگان
چکیده
منابع مشابه
Robust mixture regression model fitting by Laplace distribution
A robust estimation procedure for mixture linear regression models is proposed by assuming that the error terms follow a Laplace distribution. The estimation procedure is implemented by an EM algorithm based on the fact that the Laplace distribution is a scale mixture of a normal distribution. Finite sample performance of the proposed algorithm is evaluated by numerical simulation studies. The ...
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ژورنال
عنوان ژورنال: Advances in Pure Mathematics
سال: 2020
ISSN: 2160-0368,2160-0384
DOI: 10.4236/apm.2020.101004