Estimation and variable selection for mixture of joint mean and variance models

DOI10.1080/03610926.2020.1738493OpenAlexW3011450613MaRDI QIDQ5079196

Ye Tao, Shuangshuang Li, Liu-Cang Wu

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1738493

zbMATH Keywords

EM algorithmvariable selectionheterogeneous populationmixture of regression modelsmixture of joint mean and variance models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Statistics (62-XX)

Related Items (1)

Variable selection in finite mixture of median regression models using skew-normal distribution

Uses Software

• GLIM

Cites Work

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