Heteroscedastic Laplace mixture of experts regression models and applications

DOI10.1007/s11766-021-3591-2zbMath1474.62060OpenAlexW3134120829MaRDI QIDQ2036128

Shuangshuang Li, Shu-yu Zhang, Liu-Cang Wu

Publication date: 28 June 2021

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-021-3591-2

zbMATH Keywords

Laplace distributionMM algorithmheteroscedastic mixture of experts regression modelsmixture of experts regression models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10)

Uses Software

• GLIM

Cites Work

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• Laplace mixture of linear experts
• Robust mixture of experts modeling using the \(t\) distribution
• Nonparametric Mixture of Regression Models
• Joint modelling of location and scale parameters of the t distribution
• The EM Algorithm and Extensions, 2E
• Mixture of Regression Models With Varying Mixing Proportions: A Semiparametric Approach
• Variable selection in joint location and scale models of the skew-normal distribution

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