A New Semiparametric Approach to Finite Mixture of Regressions using Penalized Regression via Fusion

DOI10.5705/SS.202016.0531zbMath1439.62168OpenAlexW2955565606WikidataQ129700344 ScholiaQ129700344MaRDI QIDQ5109919

Wei Pan, Xiaotong Shen, Erin Austin

Publication date: 14 May 2020

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8612088

zbMATH Keywords

semiparametric estimationgroup Lassopenalized regressionfinite mixture of regressions (FMR) modelgroup TLPgrouping pursuit

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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