Robust mixture regression estimation based on least trimmed sum of absolute method by using several models
Joint Authors
Hilmi, Nahid
Shaban, Batul
al-Jawhari, Mirfat
Source
al-Azhar Scientific Journal of the Commercial Faculties
Issue
Vol. 2021, Issue 26 (30 Jun. 2021), pp.50-72, 23 p.
Publisher
al-Azhar University Faculty of Commerce-Boys
Publication Date
2021-06-30
Country of Publication
Egypt
No. of Pages
23
Main Subjects
Topics
Abstract EN
The present study deals with one of the most important methods of the robust mixture regression estimators, least trimmed sum of olute deviations LTA method.
It is known that mixture regression models are used to investigate the relationship between variables that come from unknown latent groups and to model heterogenous datasets.
In general, the error terms are assumed to be normal in the mixture regression model.
However, the estimators under normality assumption are sensitive to the outliers.
Therefore, we introduce a robust mixture regression procedure based on the LTA-estimation method to combat with the outliers in the data.
In this paper, we handle LTA method by using three mixture regression models; Laplace, and normal distributions.
We give a simulation study to illustrate the performance of the proposed estimators over the counterparts in terms of dealing with outliers.
American Psychological Association (APA)
Shaban, Batul& Hilmi, Nahid& al-Jawhari, Mirfat. 2021. Robust mixture regression estimation based on least trimmed sum of absolute method by using several models. al-Azhar Scientific Journal of the Commercial Faculties،Vol. 2021, no. 26, pp.50-72.
https://search.emarefa.net/detail/BIM-1421110
Modern Language Association (MLA)
Shaban, Batul…[et al.]. Robust mixture regression estimation based on least trimmed sum of absolute method by using several models. al-Azhar Scientific Journal of the Commercial Faculties No. 26 (Jun. 2021), pp.50-72.
https://search.emarefa.net/detail/BIM-1421110
American Medical Association (AMA)
Shaban, Batul& Hilmi, Nahid& al-Jawhari, Mirfat. Robust mixture regression estimation based on least trimmed sum of absolute method by using several models. al-Azhar Scientific Journal of the Commercial Faculties. 2021. Vol. 2021, no. 26, pp.50-72.
https://search.emarefa.net/detail/BIM-1421110
Data Type
Journal Articles
Language
English
Notes
-
Record ID
BIM-1421110