A multivariate extension to cluster-weighted modeling that can deal with multivariate response is proposed. An expectation-maximization algorithm for maximum estimation of the parameters in the model is presented. A parsimonious family of models is also proposed using an eigen-decomposed covariance structure.
Cluster-weighted models for multivariate response and extensions
INGRASSIA, Salvatore;
2013-01-01
Abstract
A multivariate extension to cluster-weighted modeling that can deal with multivariate response is proposed. An expectation-maximization algorithm for maximum estimation of the parameters in the model is presented. A parsimonious family of models is also proposed using an eigen-decomposed covariance structure.File in questo prodotto:
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