The use of mixtures for dealing with non-normal regression errors

Computational Statistics and Data Analysis

Volumn 48, Issue 4, 2005, Pages 821-834

  Bartolucci, F ^a   Scaccia, L ^b  

^a UNIVERSITY OF URBINO   (Italy)

^b UNIVERSITY OF PERUGIA   (Italy)

Author keywords

EM algorithm; Kurtosis; Location scale mixtures; Normal probability plot; Residual analysis; Skewness; Switching regression

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; FUNCTION EVALUATION; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; NORMAL DISTRIBUTION; PARAMETER ESTIMATION; REGRESSION ANALYSIS;

EM ALGORITHM; KURTOSIS; LOCATION-SCALE MIXTURES; NORMAL PROBABILITY PLOT; RESIDUAL ANALYSIS; SKEWNESS; SWITCHING REGRESSION;

ERROR ANALYSIS;

EID: 10444265258     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.04.005     Document Type: Article

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