skip to main content
DOE PAGES title logo U.S. Department of Energy
Office of Scientific and Technical Information

This content will become publicly available on November 28, 2020

Title: A Selective Overview and Comparison of Robust Mixture Regression Estimators

Authors:
 [1];  [2]; ORCiD logo [3]
  1. School of StatisticsJiangxi University of Finance and Economics Nanchang 330013 China
  2. Department of StatisticsUniversity of California Riverside 92521 CA USA
  3. Department of Statistics, School of EconomicsJinan University Guangzhou 510632 China
Publication Date:
Sponsoring Org.:
USDOE
OSTI Identifier:
1576654
Grant/Contract Number:  
10006272
Resource Type:
Publisher's Accepted Manuscript
Journal Name:
International Statistical Review
Additional Journal Information:
Journal Name: International Statistical Review; Journal ID: ISSN 0306-7734
Publisher:
Wiley-Blackwell
Country of Publication:
United Kingdom
Language:
English

Citation Formats

Yu, Chun, Yao, Weixin, and Yang, Guangren. A Selective Overview and Comparison of Robust Mixture Regression Estimators. United Kingdom: N. p., 2019. Web. doi:10.1111/insr.12349.
Yu, Chun, Yao, Weixin, & Yang, Guangren. A Selective Overview and Comparison of Robust Mixture Regression Estimators. United Kingdom. doi:10.1111/insr.12349.
Yu, Chun, Yao, Weixin, and Yang, Guangren. Fri . "A Selective Overview and Comparison of Robust Mixture Regression Estimators". United Kingdom. doi:10.1111/insr.12349.
@article{osti_1576654,
title = {A Selective Overview and Comparison of Robust Mixture Regression Estimators},
author = {Yu, Chun and Yao, Weixin and Yang, Guangren},
abstractNote = {},
doi = {10.1111/insr.12349},
journal = {International Statistical Review},
number = ,
volume = ,
place = {United Kingdom},
year = {2019},
month = {11}
}

Journal Article:
Free Publicly Available Full Text
This content will become publicly available on November 28, 2020
Publisher's Version of Record

Save / Share:

Works referenced in this record:

Mixture Models, Robustness, and the Weighted Likelihood Methodology
journal, June 2000


A profile likelihood method for normal mixture with unequal variance
journal, July 2010


Consistent Estimation of a Mixing Distribution
journal, September 1992


Dealing with label switching in mixture models
journal, November 2000

  • Stephens, Matthew
  • Journal of the Royal Statistical Society: Series B (Statistical Methodology), Vol. 62, Issue 4
  • DOI: 10.1111/1467-9868.00265

Bayesian Mixture Labeling by Highest Posterior Density
journal, June 2009

  • Yao, Weixin; Lindsay, Bruce G.
  • Journal of the American Statistical Association, Vol. 104, Issue 486
  • DOI: 10.1198/jasa.2009.0237

The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
journal, January 1994


Robust Estimation of Mixture Complexity
journal, December 2006


Computational and Inferential Difficulties with Mixture Posterior Distributions
journal, September 2000

  • Celeux, Gilles; Hurn, Merrilee; Robert, Christian P.
  • Journal of the American Statistical Association, Vol. 95, Issue 451
  • DOI: 10.1080/01621459.2000.10474285

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
journal, December 2001


Outlier detection and robust mixture modeling using nonconvex penalized likelihood
journal, September 2015


Robust linear clustering
journal, January 2009

  • García-Escudero, L. A.; Gordaliza, A.; San Martín, R.
  • Journal of the Royal Statistical Society: Series B (Statistical Methodology), Vol. 71, Issue 1
  • DOI: 10.1111/j.1467-9868.2008.00682.x

The robust EM-type algorithms for log-concave mixtures of regression models
journal, July 2017


Ideal spatial adaptation by wavelet shrinkage
journal, September 1994


Model based labeling for mixture models
journal, January 2011


Robust Mixture of Linear Regression Models
journal, September 2012


Robust mixture regression model fitting by Laplace distribution
journal, March 2014


Robust mixture modeling based on scale mixtures of skew-normal distributions
journal, December 2010

  • Basso, Rodrigo M.; Lachos, Víctor H.; Cabral, Celso Rômulo Barbosa
  • Computational Statistics & Data Analysis, Vol. 54, Issue 12
  • DOI: 10.1016/j.csda.2009.09.031

A Markov model for switching regressions
journal, March 1973


Testing the Order of a Finite Mixture
journal, September 2010

  • Li, Pengfei; Chen, Jiahua
  • Journal of the American Statistical Association, Vol. 105, Issue 491
  • DOI: 10.1198/jasa.2010.tm09032

Robust clusterwise linear regression through trimming
journal, December 2010

  • García-Escudero, L. A.; Gordaliza, A.; Mayo-Iscar, A.
  • Computational Statistics & Data Analysis, Vol. 54, Issue 12
  • DOI: 10.1016/j.csda.2009.07.002

Consistent estimation of mixture complexity
journal, October 2001

  • Marchette, David J.; Priebe, Carey E.; James, Lancelot F.
  • The Annals of Statistics, Vol. 29, Issue 5
  • DOI: 10.1214/aos/1013203454

Robust mixture regression modeling using the least trimmed squares (LTS)-estimation method
journal, July 2017

  • Doğru, Fatma Zehra; Arslan, Olcay
  • Communications in Statistics - Simulation and Computation, Vol. 47, Issue 7
  • DOI: 10.1080/03610918.2017.1341528

Robust fitting of mixtures using the trimmed likelihood estimator
journal, September 2007

  • Neykov, N.; Filzmoser, P.; Dimova, R.
  • Computational Statistics & Data Analysis, Vol. 52, Issue 1
  • DOI: 10.1016/j.csda.2006.12.024

Determining the number of components in mixtures of linear models
journal, November 2001

  • Hawkins, Dollena S.; Allen, David M.; Stromberg, Arnold J.
  • Computational Statistics & Data Analysis, Vol. 38, Issue 1
  • DOI: 10.1016/S0167-9473(01)00017-2

Robust mixture regression using the <mml:math altimg="si171.gif" display="inline" overflow="scroll" xmlns:xocs="http://www.elsevier.com/xml/xocs/dtd" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.elsevier.com/xml/ja/dtd" xmlns:ja="http://www.elsevier.com/xml/ja/dtd" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:tb="http://www.elsevier.com/xml/common/table/dtd" xmlns:sb="http://www.elsevier.com/xml/common/struct-bib/dtd" xmlns:ce="http://www.elsevier.com/xml/common/dtd" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:cals="http://www.elsevier.com/xml/common/cals/dtd" xmlns:sa="http://www.elsevier.com/xml/common/struct-aff/dtd"><mml:mi>t</mml:mi></mml:math>-distribution
journal, March 2014


FlexMix Version 2: Finite Mixtures with Concomitant Variables and Varying and Constant Parameters
journal, January 2008

  • Grün, Bettina; Leisch, Friedrich
  • Journal of Statistical Software, Vol. 28, Issue 4
  • DOI: 10.18637/jss.v028.i04

Nearly unbiased variable selection under minimax concave penalty
journal, April 2010


A new method for robust mixture regression
journal, December 2016

  • Yu, Chun; Yao, Weixin; Chen, Kun
  • Canadian Journal of Statistics, Vol. 45, Issue 1
  • DOI: 10.1002/cjs.11310

LogConcDEAD : An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density
journal, January 2009

  • Cule, Madeleine; Gramacy, Robert; Samworth, Richard
  • Journal of Statistical Software, Vol. 29, Issue 2
  • DOI: 10.18637/jss.v029.i02

Least Median of Squares Regression
journal, December 1984


Identifiablity of Models for Clusterwise Linear Regression
journal, July 2000


Choosing initial values for the EM algorithm for finite mixtures
journal, January 2003


Wavelets in statistics: A review
journal, August 1997

  • Antoniadis, A.
  • Journal of the Italian Statistical Society, Vol. 6, Issue 2
  • DOI: 10.1007/BF03178905

Robust Clustering in Regression Analysis via the Contaminated Gaussian Cluster-Weighted Model
journal, June 2017


Maximum likelihood estimation via the ECM algorithm: A general framework
journal, January 1993


A constrained em algorithm for univariate normal mixtures
journal, January 1986


A Constrained Formulation of Maximum-Likelihood Estimation for Normal Mixture Distributions
journal, June 1985


Penalized minimum-distance estimates in finite mixture models
journal, June 1996

  • Chen, Jiahua; Kalbfleisch, J. D.
  • Canadian Journal of Statistics, Vol. 24, Issue 2
  • DOI: 10.2307/3315623

Robust estimation of mixtures of regressions with random covariates, via trimming and constraints
journal, February 2016

  • García-Escudero, L. A.; Gordaliza, A.; Greselin, F.
  • Statistics and Computing, Vol. 27, Issue 2
  • DOI: 10.1007/s11222-016-9628-3

regression models: approximation and maximum likelihood estimation
journal, June 1999


Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
journal, January 2003

  • Biernacki, Christophe; Celeux, Gilles; Govaert, Gérard
  • Computational Statistics & Data Analysis, Vol. 41, Issue 3-4
  • DOI: 10.1016/S0167-9473(02)00163-9

Hypothesis test for normal mixture models: The EM approach
journal, October 2009

  • Chen, Jiahua; Li, Pengfei
  • The Annals of Statistics, Vol. 37, Issue 5A
  • DOI: 10.1214/08-AOS651

Robust estimation of the number of components for mixtures of linear regression models
journal, August 2015


Robust fitting of mixture regression models
journal, July 2012

  • Bai, Xiuqin; Yao, Weixin; Boyer, John E.
  • Computational Statistics & Data Analysis, Vol. 56, Issue 7
  • DOI: 10.1016/j.csda.2012.01.016

Maximum likelihood estimation of the mixture of log-concave densities
journal, September 2016


Order Selection in Finite Mixture Models With a Nonsmooth Penalty
journal, March 2009

  • Chen, Jiahua; Khalili, Abbas
  • Journal of the American Statistical Association, Vol. 104, Issue 485
  • DOI: 10.1198/jasa.2009.0103

Robust mixture regression modeling based on scale mixtures of skew-normal distributions
journal, July 2015