Robust mixture regression modeling based on scale mixtures of skew-normal distributions

@inproceedings{Zeller2016RobustMR,
  title={Robust mixture regression modeling based on scale mixtures of skew-normal distributions},
  author={Camila Borelli Zeller and Celso R{\^o}mulo Barbosa Cabral and Victor H. Lachos},
  year={2016}
}
The traditional estimation of mixture regression models is based on the assumption of normality (symmetry) of component errors and thus is sensitive to outliers, heavy-tailed errors and/or asymmetric errors. In this work we present a proposal to deal with these issues simultaneously in the context of the mixture regression by extending the classic normal model by assuming that the random errors follow a scale mixtures of skew-normal distributions. This approach allows us to model data with… CONTINUE READING
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