Robust estimation of mixtures of regressions with random covariates, via trimming and constraints

Abstract

A robust estimator for a wide family of mixtures of linear regression is presented. Robustness is based on the joint adoption of the cluster weighted model and of an estimator based on trimming and restrictions. The selected model provides the conditional distribution of the response for each group, as in mixtures of regression, and further supplies local… (More)
DOI: 10.1007/s11222-016-9628-3

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