Generalized predictive recursion maximum likelihood for robust mixture regression
© Published under licence by IOP Publishing Ltd. In the application of econometric model, the error distribution is unknown and is not easily to specify in the likelihood function. In some situations, there might exist a mixture distribution in the errors and thus the traditional estimation method w...
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| Main Authors: | , , |
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| Format: | Conference Proceeding |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85051398682&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/59120 |
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| Institution: | Chiang Mai University |