Robust Mixture Regression Using Mixture of Different Distributions

Fatma Zehra Doğru () and Olcay Arslan ()
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Fatma Zehra Doğru: Giresun University, Faculty of Arts and Sciences, Department of Statistics
Olcay Arslan: Ankara University, Faculty of Science, Department of Statistics

A chapter in Recent Advances in Robust Statistics: Theory and Applications, 2016, pp 57-79 from Springer

Abstract: Abstract In this paper, we examine the mixture regression model based on mixture of different type of distributions. In particular, we consider two-component mixture of normal-t distributions, and skew t-skew normal distributions. We obtain the maximum likelihood (ML) estimators for the parameters of interest using the expectation maximization (EM) algorithm. We give a simulation study and real data examples to illustrate the performance of the proposed estimators.

Keywords: Mean Square Error; Error Distribution; Conditional Expectation; Expectation Maximization Algorithm; Stochastic Representation (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-81-322-3643-6_4

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DOI: 10.1007/978-81-322-3643-6_4

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