Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions
type: Item
instance of: scholarly article
title: Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions
zbMATH Open document ID: 1477.62224
author: Antonio Punzo
author: Salvatore Ingrassia
author: Antonello Maruotti
published in: Statistical Papers
publication date: 2022-01-07T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62H30
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 7453624
zbMATH Keywords: hidden Markov models
zbMATH Keywords: multivariate outcome
zbMATH Keywords: atypical observations
zbMATH Keywords: clustering
zbMATH Keywords: heavy-tailed distributions
describes a project that uses: flexCWM
describes a project that uses: ContaminatedMixt
describes a project that uses: R
MaRDI profile type: Publication
full work available at URL: s00362-019-01146-3
OpenAlex ID: W2983446413
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Wikidata QID: Q126785897
DOI: 10.1007/S00362-019-01146-3
description: scientific article; zbMATH DE number 7453624