A multivariate linear regression analysis using finite mixtures of t distributions

Computational Statistics and Data Analysis

Volumn 71, Issue , 2014, Pages 138-150

  Galimberti, Giuliano ^a   Soffritti, Gabriele ^a  

^a UNIVERSITY OF BOLOGNA   (Italy)

Author keywords

EM algorithm; Maximum likelihood; Model identifiability; Non normal error distribution; Unobserved heterogeneity

Indexed keywords

EM ALGORITHMS; ERROR DISTRIBUTIONS; EXPECTATION-MAXIMISATION; IDENTIFIABILITY CONDITIONS; MODEL IDENTIFIABILITY; MULTIVARIATE LINEAR REGRESSION ANALYSIS; MULTIVARIATE LINEAR REGRESSION MODEL; UNOBSERVED HETEROGENEITY;

ALGORITHMS; ESTIMATION; LINEAR REGRESSION; MAXIMUM LIKELIHOOD; MAXIMUM LIKELIHOOD ESTIMATION;

MATHEMATICAL MODELS;

EID: 84889097290     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2013.01.017     Document Type: Article

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