Multivariate linear regression with non-normal errors: A solution based on mixture models

Statistics and Computing

Volumn 21, Issue 4, 2011, Pages 523-536

  Soffritti, Gabriele ^a   Galimberti, Giuliano ^a  

^a UNIVERSITY OF BOLOGNA   (Italy)

Author keywords

EM algorithm; Mixture model; Model selection criterion; Multivariate regression; Non normal error distribution

Indexed keywords

EID: 80051469184     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-010-9190-3     Document Type: Article

References (52)

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