Song, Weixing; Yao, Weixin; Xing, Yanru - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 128-137
A robust estimation procedure for mixture linear regression models is proposed by assuming that the error terms follow a Laplace distribution. Using the fact that the Laplace distribution can be written as a scale mixture of a normal and a latent distribution, this procedure is implemented by an...