标题： 基于偏t分布的 robust 混合回归 显示英文标题

标题： Robust mixture regression based on the skew t distribution

摘要： 本研究提出了一种基于偏t分布的稳健混合回归方法，用于处理混合回归设定下的重尾和/或偏斜误差。利用偏t分布的尺度混合表示法，给出了一个计算感兴趣参数最大似然估计的期望最大化（EM）算法。所提出的估计器的性能通过模拟研究和真实数据实例进行了验证。 显示英文摘要

摘要： In this study, we propose a robust mixture regression procedure based on the skew t distribution to model heavy-tailed and/or skewed errors in a mixture regression setting. Using the scale mixture representation of the skew t distribution, we give an Expectation Maximization (EM) algorithm to compute the maximum likelihood (ML) estimates for the paramaters of interest. The performance of proposed estimators is demonstrated by a simulation study and a real data example.