Robust estimation of the number of components for mixtures of linear regression models

被引:0
|
作者
Meng Li
Sijia Xiang
Weixin Yao
机构
[1] Kansas State University,Department of Statistics
[2] Zhejiang University of Finance and Economics,School of Mathematics and Statistics
[3] University of California,Department of Statistics
来源
Computational Statistics | 2016年 / 31卷
关键词
Mixture of linear regression models; Model selection; Robustness; Trimmed likelihood estimator;
D O I
暂无
中图分类号
学科分类号
摘要
In this paper, we investigate a robust estimation of the number of components in the mixture of regression models using trimmed information criteria. Compared to the traditional information criteria, the trimmed criteria are robust and not sensitive to outliers. The superiority of the trimmed methods in comparison with the traditional information criterion methods is illustrated through a simulation study. Two real data applications are also used to illustrate the effectiveness of the trimmed model selection methods.
引用
收藏
页码:1539 / 1555
页数:16
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