Journal of Statistical Theory and Applications, Volume (19), No (2), Year (2020-1)

Title : ( Robust Mixture Regression Based on the Mixture of Slash Distributions )

Authors: Hadi Saboori , Ghobad Barmalzan , Mahdi Doostparast ,

Access to full-text not allowed by authors

Citation: BibTeX | EndNote

Abstract

The traditional estimation of Mixture regression models is based on the normal assumption of component errors and thus is sensitive to outliers and heavy-tailed errors. In this paper, we propose a robust Mixture regression models in which a mixture of slash distributions is assumed for the errors. Using the fact that the slash distribution can be written as a scale mixture of a normal and a latent distribution, we also estimate model parameters an expectation-maximization (EM) algorithm. The results of our simulation show that based on AIC and BIC criterion, the proposed robust regression model mixture on slash distribution dominates the robust regression based the normal and the t distribution. Finally, the proposed model is compared with other procedures, based on a real data set.

Keywords

, EM algorithm, Normal mixture regression, Outliers, Slash distribution
برای دانلود از شناسه و رمز عبور پرتال پویا استفاده کنید.

@article{paperid:1079884,
author = {هادی صبوری and قباد برمال زن and Doostparast, Mahdi},
title = {Robust Mixture Regression Based on the Mixture of Slash Distributions},
journal = {Journal of Statistical Theory and Applications},
year = {2020},
volume = {19},
number = {2},
month = {January},
issn = {1538-7887},
keywords = {EM algorithm; Normal mixture regression; Outliers; Slash distribution},
}

[Download]

%0 Journal Article
%T Robust Mixture Regression Based on the Mixture of Slash Distributions
%A هادی صبوری
%A قباد برمال زن
%A Doostparast, Mahdi
%J Journal of Statistical Theory and Applications
%@ 1538-7887
%D 2020

[Download]