A semiparametric scale-mixture regression model and predictive recursion maximum likelihood
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DOI: 10.1016/j.csda.2015.08.005
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- Chee, Chew-Seng & Seo, Byungtae, 2020. "Semiparametric estimation for linear regression with symmetric errors," Computational Statistics & Data Analysis, Elsevier, vol. 152(C).
- Vaidehi Dixit & Ryan Martin, 2022. "Estimating a Mixing Distribution on the Sphere Using Predictive Recursion," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 596-626, November.
- Ryan Martin, 2021. "A Survey of Nonparametric Mixing Density Estimation via the Predictive Recursion Algorithm," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(1), pages 97-121, May.
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Keywords
EM algorithm; Dirichlet process; Marginal likelihood; Nonparametric maximum likelihood; Normal scale mixture; Profile likelihood;All these keywords.
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