Variable Selection in Finite Mixture of Time-Varying Regression Models
نویسندگان
چکیده
منابع مشابه
Variable Selection in Finite Mixture of Regression Models
In the applications of finite mixture of regression (FMR) models, often many covariates are used, and their contributions to the response variable vary from one component to another of the mixture model. This creates a complex variable selection problem. Existing methods, such as the Akaike information criterion and the Bayes information criterion, are computationally expensive as the number of...
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ژورنال
عنوان ژورنال: Advances in Pure Mathematics
سال: 2020
ISSN: 2160-0368,2160-0384
DOI: 10.4236/apm.2020.103007