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Robust mixture regression modeling based on scale mixtures of skew-normal distributions

Robust mixture regression modeling based on scale mixtures of skew-normal distributions

Camila B. Zeller, Celso R. B. Cabral, Victor H. Lachos

ARTIGO

Inglês

The traditional estimation of mixture regression models is based on the assumption of normality (symmetry) of component errors and thus is sensitive to outliers, heavy-tailed errors and/or asymmetric errors. In this work we present a proposal to deal with

FUNDAÇÃO DE AMPARO À PESQUISA DO ESTADO DE SÃO PAULO - FAPESP

2014/02938-9

CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO - CNPQ

167731/2013-0

FUNDAÇÃO DE AMPARO À PESQUISA DO ESTADO DO AMAZONAS - FAPEAM

FUNDAÇÃO DE AMPARO À PESQUISA DO ESTADO DE MINAS GERAIS - FAPEMIG

fechado

Robust mixture regression modeling based on scale mixtures of skew-normal distributions

Camila B. Zeller, Celso R. B. Cabral, Victor H. Lachos

										

Robust mixture regression modeling based on scale mixtures of skew-normal distributions

Camila B. Zeller, Celso R. B. Cabral, Victor H. Lachos

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