Cluster-weighted modeling (CWM) is a mixture approach to modeling the joint probability of data coming from a heterogeneous population. Under Gaussian assumptions, we investigate statistical properties of CWM from both theoretical and numerical point of view; in particular, we show that Gaussian CWM includes mixtures of distributions and mixtures of regressions as special cases. Further, we introduce CWM based on Student-t distributions, which provides a more robust fit for groups of observations with longer than normal tails or noise data. Theoretical results are illustrated using some empirical studies, considering both simulated and real data. Some generalizations of such models are also outlined.

Ingrassia, S., Minotti, S., Vittadini, G. (2012). Local Statistical Modeling via Cluster-Weighted Approach with Elliptical Distributions. JOURNAL OF CLASSIFICATION, 29(3), 363-401 [10.1007/s00357-012-9114-3].

Local Statistical Modeling via Cluster-Weighted Approach with Elliptical Distributions

MINOTTI, SIMONA CATERINA;VITTADINI, GIORGIO
2012

Abstract

Cluster-weighted modeling (CWM) is a mixture approach to modeling the joint probability of data coming from a heterogeneous population. Under Gaussian assumptions, we investigate statistical properties of CWM from both theoretical and numerical point of view; in particular, we show that Gaussian CWM includes mixtures of distributions and mixtures of regressions as special cases. Further, we introduce CWM based on Student-t distributions, which provides a more robust fit for groups of observations with longer than normal tails or noise data. Theoretical results are illustrated using some empirical studies, considering both simulated and real data. Some generalizations of such models are also outlined.
Articolo in rivista - Articolo scientifico
Cluster-weighted modeling; Mixture models;Model-based clustering.
English
2012
29
3
363
401
none
Ingrassia, S., Minotti, S., Vittadini, G. (2012). Local Statistical Modeling via Cluster-Weighted Approach with Elliptical Distributions. JOURNAL OF CLASSIFICATION, 29(3), 363-401 [10.1007/s00357-012-9114-3].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/36362
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