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View all- Furno MCaracciolo F(2024)The finite mixture model for the tails of distributionStatistical Analysis and Data Mining10.1002/sam.1167117:2Online publication date: 27-Mar-2024
A two-component mixture regression model that allows simultaneously for heterogeneity and dependency among observations is proposed. By specifying random effects explicitly in the linear predictor of the mixture probability and the mixture components, ...
The traditional estimation of mixture regression models is based on the normal assumption of component errors and thus is sensitive to outliers or heavy-tailed errors. A robust mixture regression model based on the t-distribution by extending the ...
For most regression problems, the optimal regression model can be obtained by minimizing a loss function, and the selection of loss functions has great effect on the performance of the derived regression model. Squared loss is widely used in regression. ...
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