Linear mixed model with Laplace distribution (LLMM)
type: Item
instance of: scholarly article
title: Linear mixed model with Laplace distribution (LLMM)
zbMATH Open document ID: 1416.62401
author: Fulya Gokalp Yavuz
author: Olcay Arslan
published in: Statistical Papers
publication date: 2018-03-22T00:00:00Z
review text: This article proposes assuming multivariate Laplace distributions instead of normal distributions for both the random effects and error terms of linear mixed models. The estimators or the parameters of interest are generated using the EM algorithm, exploring the characterization of the Laplace distribution as a scale mixture of normal distributions. A simulation study is developed, implementing two different scenarios. The first scenario is generated from mixtures of normal distributions and the second one from mixtures of Laplace distributions with and without contamination factors. A real data example of modeling of orthodontic data is presented.
reviewed by: Annibal Parracho Sant'Anna
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62H30
Mathematics Subject Classification ID: 62P10
zbMATH DE Number: 6852099
zbMATH Keywords: Laplace distribution
zbMATH Keywords: linear mixed model
zbMATH Keywords: EM algorithm
describes a project that uses: MEMSS
describes a project that uses: WWGbook
describes a project that uses: S-PLUS
MaRDI profile type: Publication
full work available at URL: s00362-016-0763-x
OpenAlex ID: W2317664209
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DOI: 10.1007/S00362-016-0763-X
description: scientific article; zbMATH DE number 6852099