Yao, Weixin; Wei, Yan; Yu, Chun - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 116-127
The traditional estimation of mixture regression models is based on the normal assumption of component errors and thus … is sensitive to outliers or heavy-tailed errors. A robust mixture regression model based on the t-distribution by … extending the mixture of t-distributions to the regression setting is proposed. However, this proposed new mixture regression …