相关论文: Unsupervised Liu-type Shrinkage Estimators for Mix…

The logistic regression model is one of the most powerful statistical methods for the analysis of binary data. The logistic regression allows to use a set of covariates to explain the binary responses. The mixture of logistic regression…

Count data play a critical role in medical research, such as heart disease. The Poisson regression model is a common technique for evaluating the impact of a set of covariates on the count responses. The mixture of Poisson regression models…

Ranked set sampling (RSS) is used as a powerful data collection technique for situations where measuring the study variable requires a costly and/or tedious process while the sampling units can be ranked easily (e.g., osteoporosis…

This paper is concerned with learning of mixture regression models for individuals that are measured repeatedly. The adjective "unsupervised" implies that the number of mixing components is unknown and has to be determined, ideally by data…

In order to overcome multicollinearity, we propose a stochastic restricted Liu-type max- imum likelihood estimator by incorporating Liu-type maximum likelihood estimator (Inan and Erdo- gan, 2013) to the logistic regression model when the…

It is known that when the multicollinearity exists in the logistic regression model, variance of maximum likelihood estimator is unstable. As a remedy, in the context of biased shrinkage ridge estimation, Chang (2015) introduced an almost…

This paper introduces a new biased estimator for the negative binomial regression model that is a generalization of Liu-type estimator proposed for the linear model in [12]. Since the variance of the maximum likelihood estimator (MLE) is…

Regression mixture models are widely studied in statistics, machine learning and data analysis. Fitting regression mixtures is challenging and is usually performed by maximum likelihood by using the expectation-maximization (EM) algorithm.…

This study develops a functional Liu-type shrinkage estimator (fLiu) for scalar-on-function regression in the presence of strong multicollinearity and high-dimensional functional predictors. The approach extends the classical Liu estimator…

Constrained approaches to maximum likelihood estimation in the context of finite mixtures of normals have been presented in the literature. A fully data-dependent constrained method for maximum likelihood estimation of clusterwise linear…

We develop an unsupervised mixture model for non-negative, skewed and heavy-tailed data, such as losses in actuarial and risk management applications. The mixture has a lognormal component, which is usually appropriate for the body of the…

Beta regression model is useful in the analysis of bounded continuous outcomes such as proportions. It is well known that for any regression model, the presence of multicollinearity leads to poor performance of the maximum likelihood…

Linear mixed models (LMMs) are a popular class of methods for analyzing longitudinal and clustered data. However, such models can be sensitive to outliers, and this can lead to biased inference on model parameters and inaccurate prediction…

In this paper we propose a principal component Liu-type logistic estimator by combining the principal component logistic regression estimator and Liu-type logistic estimator to overcome the multicollinearity problem. The superiority of the…

In this paper, we consider an estimation problem of the regression coefficients in multiple regression models with several unknown change-points. Under some realistic assumptions, we propose a class of estimators which includes as a special…

In this study, we propose shrinkage methods based on {\it generalized ridge regression} (GRR) estimation which is suitable for both multicollinearity and high dimensional problems with small number of samples (large $p$, small $n$). Also,…

Mixture of Experts (MoE) are successful models for modeling heterogeneous data in many statistical learning problems including regression, clustering and classification. Generally fitted by maximum likelihood estimation via the well-known…

In many applications, data can be heterogeneous in the sense of spanning latent groups with different underlying distributions. When predictive models are applied to such data the heterogeneity can affect both predictive performance and…

Linear model prediction with a large number of potential predictors is both statistically and computationally challenging. The traditional approaches are largely based on shrinkage selection/estimation methods, which are applicable even…

When developing risk prediction models, shrinkage methods are recommended, especially when the sample size is limited. Several earlier studies have shown that the shrinkage of model coefficients can reduce overfitting of the prediction…