Spelling suggestions: "subject:"mixture regression model"" "subject:"fixture regression model""
1 |
Robust mixture regression model fitting by Laplace distributionXing, Yanru January 1900 (has links)
Master of Science / Department of Statistics / Weixing Song / A robust estimation procedure for mixture linear regression models is proposed in this
report by assuming the error terms follow a Laplace distribution. EM algorithm is imple-
mented to conduct the estimation procedure of missing information based on the fact that
the Laplace distribution is a scale mixture of normal and a latent distribution. Finite sample
performance of the proposed algorithm is evaluated by some extensive simulation studies,
together with the comparisons made with other existing procedures in this literature. A
sensitivity study is also conducted based on a real data example to illustrate the application of the proposed method.
|
Page generated in 0.0985 seconds