Variable Selection for Robust Mixture Regression Model with Skew Scale Mixtures of Normal Distributions

نویسندگان

چکیده

In this paper, we propose a robust mixture regression model based on the skew scale mixtures of normal distributions (RMR-SSMN) which can accommodate asymmetric, heavy-tailed and contaminated data better. For variable selection problem, penalized likelihood approach with new combined penalty function balances SCAD l2 is proposed. The adjusted EM algorithm presented to get parameter estimates RMR-SSMN models at faster convergence rate. As simulations show, our are more than general FMR outperforms for selection. Finally, proposed methodology applied real set achieve reasonable results.

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ژورنال

عنوان ژورنال: Advances in Pure Mathematics

سال: 2022

ISSN: ['2160-0368', '2160-0384']

DOI: https://doi.org/10.4236/apm.2022.123010