## Two-layer EM algorithm for ALD mixture regression models: A new solution to composite quantile regression

- Shangshan Wang, Liming Xiang
- Computational Statistics & Data Analysis
- 2017

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@article{Bartolucci2005TheUO, title={The use of mixtures for dealing with non-normal regression errors}, author={Francesco Bartolucci and Luisa Scaccia}, journal={Computational Statistics & Data Analysis}, year={2005}, volume={48}, pages={821-834} }

- Published 2005 in Computational Statistics & Data Analysis
DOI:10.1016/j.csda.2004.04.005

In many situations, the distribution of the error terms of a linear regression model departs signi4cantly from normality. It is shown, through a simulation study, that an e5ective strategy to deal with these situations is 4tting a regression model based on the assumption that the error terms follow a mixture of normal distributions. The main advantage, with respect to the usual approach based on the least-squares method is a greater precision of the parameter estimates and con4dence intervals… CONTINUE READING