Alaei, Bita; Zare, Karim; Shokri, Soheil; Maleki, Mohsen; Hajrajabi, Arezo A robust class of nonlinear autoregressive models with regression function and dependent innovations using semiparametric kernel estimation. (English) Zbl 07862716 J. Stat. Comput. Simulation 94, No. 1, 50-68 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Mirniam, A. S.; Nematollahi, A. R. On accelerating the EM-based algorithms for the VAR(1) models with multivariate generalized scaled \(t\)-distributed innovations. (English) Zbl 07710544 Commun. Stat., Theory Methods 52, No. 13, 4414-4428 (2023). MSC: 62-XX 68-XX × Cite Format Result Cite Review PDF Full Text: DOI
Bekker, Andriette; Hashemi, Farzane; Arashi, Mohammad Flexible factor model for handling missing data in supervised learning. (English) Zbl 07710051 Commun. Math. Stat. 11, No. 2, 477-501 (2023). MSC: 62H25 62H30 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Zarei, Atefeh; Khodadadi, Zahra; Jafarpour, Hediyeh; Malaki, Mohsen The flexible transmuted record type-scale mixture of normal family and its AR(1) extension. (English) Zbl 1538.62076 J. Math. Ext. 17, No. 2, Paper No. 1, 23 p. (2023). MSC: 62E15 62M10 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Zarei, Atefeh; Khodadadi, Zahra; Maleki, Mohsen; Zare, Karim Robust mixture regression modeling based on two-piece scale mixtures of normal distributions. (English) Zbl 07702478 Adv. Data Anal. Classif., ADAC 17, No. 1, 181-210 (2023). MSC: 62H30 62J20 62E17 62F10 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Hoseinzadeh, Akram; Maleki, Mohsen; Khodadadi, Zahra Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions. (English) Zbl 1480.62139 AStA, Adv. Stat. Anal. 105, No. 3, 451-467 (2021). MSC: 62J02 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Tamandi, Mostafa; Jamalizadeh, Ahad Finite mixture modeling using shape mixtures of the skew scale mixtures of normal distributions. (English) Zbl 1489.62061 Commun. Stat., Simulation Comput. 49, No. 12, 3345-3366 (2020). MSC: 62E15 62F10 62-08 × Cite Format Result Cite Review PDF Full Text: DOI Link
Thompson, Geoffrey Z.; Maitra, Ranjan; Meeker, William Q.; Bastawros, Ashraf F. Classification with the matrix-variate-\(t\) distribution. (English) Zbl 07499305 J. Comput. Graph. Stat. 29, No. 3, 668-674 (2020). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Maleki, Mohsen; Hajrajabi, Arezo; Arellano-Valle, Reinaldo B. Symmetrical and asymmetrical mixture autoregressive processes. (English) Zbl 1445.62233 Braz. J. Probab. Stat. 34, No. 2, 273-290 (2020). MSC: 62M10 62H30 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Ghasami, Safdar; Maleki, Mohsen; Khodadadi, Zahra Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models. (English) Zbl 1436.62422 J. Comput. Appl. Math. 376, Article ID 112806, 12 p. (2020). MSC: 62M10 62H30 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Maleki, Mohsen; Barkhordar, Zahra; Khodadadi, Zahra; Wraith, Darren A robust class of homoscedastic nonlinear regression models. (English) Zbl 07193866 J. Stat. Comput. Simulation 89, No. 14, 2765-2781 (2019). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Maleki, Mohsen; Contreras-Reyes, Javier E.; Mahmoudi, Mohammad R. Robust mixture modeling based on two-piece scale mixtures of normal family. (English) Zbl 1432.62029 Axioms 8, No. 2, Paper No. 38, 14 p. (2019). MSC: 62E10 62H10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Benites, Luis; Maehara, Rocío; Lachos, Victor H.; Bolfarine, Heleno Linear regression models using finite mixtures of skew heavy-tailed distributions. (English) Zbl 1434.62146 Chil. J. Stat. 10, No. 1, 21-40 (2019). MSC: 62J05 62H30 62G32 62B10 × Cite Format Result Cite Review PDF Full Text: Link
Wang, Wan-Lun; Castro, Luis M.; Chang, Yen-Ting; Lin, Tsung-I Mixtures of restricted skew-\(t\) factor analyzers with common factor loadings. (English) Zbl 1474.62209 Adv. Data Anal. Classif., ADAC 13, No. 2, 445-480 (2019). MSC: 62H25 62H30 × Cite Format Result Cite Review PDF Full Text: DOI
Tamandi, Mostafa; Jamalizadeh, Ahad; Lin, Tsung-I Shape mixtures of skew-\(t\)-normal distributions: characterizations and estimation. (English) Zbl 1417.62027 Comput. Stat. 34, No. 1, 323-347 (2019). MSC: 62E10 62F10 62F12 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Mirniam, A. S.; Nematollahi, A. R. Maximum likelihood estimation in vector autoregressive models with multivariate scaled \(t\)-distributed innovations using EM-based algorithms. (English) Zbl 07549497 Commun. Stat., Simulation Comput. 47, No. 3, 890-904 (2018). MSC: 62M10 37M10 × Cite Format Result Cite Review PDF Full Text: DOI
Nduka, Uchenna Chinedu EM-based algorithms for autoregressive models with \(t\)-distributed innovations. (English) Zbl 1392.62274 Commun. Stat., Simulation Comput. 47, No. 1, 206-228 (2018). MSC: 62M10 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Maleki, Mohsen; Arellano-Valle, Reinaldo B. Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions. (English) Zbl 07191989 J. Stat. Comput. Simulation 87, No. 6, 1061-1083 (2017). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Maleki, Mohsen; Nematollahi, A. R. Autoregressive models with mixture of scale mixtures of Gaussian innovations. (English) Zbl 1392.62270 Iran. J. Sci. Technol., Trans. A, Sci. 41, No. 4, 1099-1107 (2017). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Maleki, Mohsen; Mahmoudi, Mohammed Reza Two-piece location-scale distributions based on scale mixtures of normal family. (English) Zbl 1384.62068 Commun. Stat., Theory Methods 46, No. 24, 12356-12369 (2017). MSC: 62F10 62E15 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
Naderi, Mehrdad; Arabpour, Alireza; Lin, Tsung-I; Jamalizadeh, Ahad Nonlinear regression models based on the normal mean-variance mixture of Birnbaum-Saunders distribution. (English) Zbl 1368.62184 J. Korean Stat. Soc. 46, No. 3, 476-485 (2017). MSC: 62J02 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Ferreira, Clécio S.; Lachos, Víctor H.; Bolfarine, Heleno Likelihood-based inference for multivariate skew scale mixtures of normal distributions. (English) Zbl 1443.62133 AStA, Adv. Stat. Anal. 100, No. 4, 421-441 (2016). MSC: 62H05 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Wan-Lun Mixtures of common \(t\)-factor analyzers for modeling high-dimensional data with missing values. (English) Zbl 1507.62179 Comput. Stat. Data Anal. 83, 223-235 (2015). MSC: 62-08 62H30 62H25 62D10 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Zhihua; Li, Jin Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization. (English) Zbl 1335.62073 Bayesian Anal. 10, No. 2, 247-274 (2015). MSC: 62F15 62G05 62J07 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Wang, Wei Linear mixed function-on-function regression models. (English) Zbl 1393.62106 Biometrics 70, No. 4, 794-801 (2014); correction ibid. 70, No. 4, 1062 (2014). MSC: 62P10 62J12 62G08 62H25 × Cite Format Result Cite Review PDF Full Text: DOI
Haghbin, H.; Nematollahi, A. R. Likelihood-based inference in autoregressive models with scaled \(t\)-distributed innovations by means of EM-based algorithms. (English) Zbl 1302.62194 Commun. Stat., Simulation Comput. 42, No. 10, 2239-2252 (2013). MSC: 62M10 62H30 × Cite Format Result Cite Review PDF Full Text: DOI
Ho, Hsiu J.; Pyne, Saumyadipta; Lin, Tsung I. Maximum likelihood inference for mixtures of skew Student-\(t\)-normal distributions through practical EM-type algorithms. (English) Zbl 1322.62087 Stat. Comput. 22, No. 1, 287-299 (2012). MSC: 62F10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Polson, Nicholas G.; Scott, Steven L. Data augmentation for support vector machines. (English) Zbl 1330.62258 Bayesian Anal. 6, No. 1, 1-23 (2011). MSC: 62H30 62C10 62J07 65C05 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Wang, Wan-Lun; Fan, Tsai-Hung Estimation in multivariate \(t\) linear mixed models for multiple longitudinal data. (English) Zbl 1225.62130 Stat. Sin. 21, No. 4, 1857-1880 (2011). MSC: 62M10 62J05 62H12 62H10 65C60 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
van Dyk, David A.; Meng, Xiao-Li Cross-fertilizing strategies for better EM mountain climbing and DA field exploration: a graphical guide book. (English) Zbl 1329.62040 Stat. Sci. 25, No. 4, 429-449 (2010). MSC: 62-07 62-02 62A09 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Celeux, G.; Grimaud, A.; Lefèbvre, Y.; de Rocquigny, E. Identifying intrinsic variability in multivariate systems through linearized inverse methods. (English) Zbl 1187.62205 Inverse Probl. Sci. Eng. 18, No. 3, 401-415 (2010). MSC: 62P30 62J05 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Kuk, Anthony Y. C.; Tan, C. C. Estimating the time-varying rate of transmission of SARS in Singapore and Hong Kong under two environments. (English) Zbl 1388.92020 J. Am. Stat. Assoc. 104, No. 485, 88-96 (2009). MSC: 92C60 62N01 × Cite Format Result Cite Review PDF Full Text: DOI
Cardot, Hervé; Maisongrande, Philippe; Faivre, Robert Varying-time random effects models for longitudinal data: Unmixing and temporal interpolation of remote-sensing data. (English) Zbl 1169.62065 J. Appl. Stat. 35, No. 8, 827-846 (2008). MSC: 62J12 62H35 62H11 62M30 × Cite Format Result Cite Review PDF Full Text: DOI
Lin, Tsung I.; Lee, Jack C.; Yen, Shu Y. Finite mixture modelling using the skew normal distribution. (English) Zbl 1133.62012 Stat. Sin. 17, No. 3, 909-927 (2007). MSC: 62F10 62F15 65C60 65C40 × Cite Format Result Cite Review PDF
Kim, Seyoung; Smyth, Padhraic Segmental hidden Markov models with random effects for waveform modeling. (English) Zbl 1222.68351 J. Mach. Learn. Res. 7, 945-969 (2006). MSC: 68T10 68T05 × Cite Format Result Cite Review PDF Full Text: Link
Bates, Douglas M.; DebRoy, Saikat Linear mixed models and penalized least squares. (English) Zbl 1051.62063 J. Multivariate Anal. 91, No. 1, 1-17 (2004). MSC: 62J10 62H12 62J12 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Lin, Tsung I.; Lee, Jack C. On modelling data from degradation sample paths over time. (English) Zbl 1064.62106 Aust. N. Z. J. Stat. 45, No. 3, 257-270 (2003). MSC: 62N05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Chuanhai Efficient ML estimation of the multivariate normal distribution from incomplete data. (English) Zbl 1057.62519 J. Multivariate Anal. 69, No. 2, 206-217 (1999). MSC: 62H12 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Chuanhai; Rubin, Donald B.; Wu, Ying Nian Parameter expansion to accelerate EM: the PX-EM algorithm. (English) Zbl 0921.62071 Biometrika 85, No. 4, 755-770 (1998). MSC: 62H12 65C99 62F10 62P99 × Cite Format Result Cite Review PDF Full Text: DOI Link
Mkhadri, Abdallah On the rate of convergence of the ECME algorithm. (English) Zbl 0897.62022 Stat. Probab. Lett. 37, No. 1, 81-87 (1998). MSC: 62F10 65C99 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Chuanhai ML estimation of the multivariate \(t\) distribution and the EM algorithm. (English) Zbl 0884.62059 J. Multivariate Anal. 63, No. 2, 296-312 (1997). MSC: 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Kowalski, Jeanne; Tu, Xin M.; Day, Roger S.; Mendoza-Blanco, José R. On the rate of convergence of the ECME algorithm for multiple regression models with \(t\)-distributed errors. (English) Zbl 0882.62011 Biometrika 84, No. 2, 269-281 (1997). MSC: 62F10 60F05 62J05 65C99 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Chuanhai; Rubin, Donald B. ML estimation of the \(t\) distribution using EM and its extensions, ECM amd ECME. (English) Zbl 0824.62047 Stat. Sin. 5, No. 1, 19-39 (1995). MSC: 62H12 65C99 × Cite Format Result Cite Review PDF
Liu, Chuanhai; Rubin, Donald B. The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence. (English) Zbl 0812.62028 Biometrika 81, No. 4, 633-648 (1994). MSC: 62F10 65C99 × Cite Format Result Cite Review PDF Full Text: DOI