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.
منابع مشابه
Robust mixture modeling based on scale mixtures of skew-normal distributions
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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