Robust fitting of hidden Markov regression models under a longitudinal setting

DOI10.1080/00949655.2013.763943zbMath1453.62618OpenAlexW2071978064MaRDI QIDQ5219389

Antonello Maruotti

Publication date: 11 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2013.763943

zbMATH Keywords

EM algorithmlongitudinal datahidden Markov modelsrobust estimation

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Markov processes: estimation; hidden Markov models (62M05)

Related Items

Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers ⋮ Bayesian analysis for mixture of latent variable hidden Markov models with multivariate longitudinal data ⋮ S-estimation of hidden Markov models ⋮ Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions

Uses Software

• robustbase

Cites Work

• Unnamed Item
• Unnamed Item
• Robust fitting of mixture regression models
• Variable selection in robust regression models for longitudinal data
• Maximum likelihood estimation in discrete mixed hidden Markov models using the SAEM algorithm
• Identifiability of models for clusterwise linear regression
• A journey in single steps: robust one-step \(M\)-estimation in linear regression
• A weighted least-squares approach to clusterwise regression
• A simulation study to compare robust clustering methods based on mixtures
• Robust clusterwise linear regression through trimming
• Finite mixture and Markov switching models.
• The forward search: theory and data analysis
• EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective
• A survey of robust statistics
• Mixed Hidden Markov Models for Longitudinal Data: An Overview
• Latent Markov Models for Longitudinal Data
• Robust Linear Clustering
• Robust Estimation in the Normal Mixture Model Based on Robust Clustering
• Semiparametric Stochastic Mixed Models for Longitudinal Data
• Robust Statistics
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• Longitudinal Data Analysis
• Hidden Markov Models for Time Series

This page was built for publication: Robust fitting of hidden Markov regression models under a longitudinal setting