Variable selection in finite mixture of median regression models using skew-normal distribution

A regression model with skew-normal errors provides a useful extension for traditional normal regression models when the data involve asymmetric outcomes. Moreover, data that arise from a heterogeneous population can be efficiently analysed by a finite mixture of regression models. These observation...

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Bibliographic Details
Main Authors: Xin Zeng, Yuanyuan Ju, Liucang Wu
Format: Article
Language:English
Published: Taylor & Francis Group 2023-01-01
Series:Statistical Theory and Related Fields
Subjects:
Online Access:http://dx.doi.org/10.1080/24754269.2022.2107974