Multivariate linear regression with non-normal errors: a solution based on mixture models.

Gabriele Soffritti Giuliano Galimberti

Published in: Stat. Comput. (2011)

Keyphrases

mixture model
gaussian mixture model
em algorithm
multivariate linear regression
probabilistic model
maximum likelihood
generative model
density estimation
model selection
language model
expectation maximization
mixture modeling
unsupervised learning
closed form
mixture of gaussians
finite mixtures