Bai, Xiuqin; Yao, Weixin; Boyer, John E. - In: Computational Statistics & Data Analysis 56 (2012) 7, pp. 2347-2359
The existing methods for fitting mixture regression models assume a normal distribution for error and then estimate the regression parameters by the maximum likelihood estimate (MLE). In this article, we demonstrate that the MLE, like the least squares estimate, is sensitive to outliers and...