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Erratum to: Local Statistical Modeling via a Cluster-Weighted Approach with Elliptical Distributions

Author

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  • Salvatore Ingrassia

  • Simona Minotti

  • Giorgio Vittadini

Abstract

Cluster-weighted modeling (CWM) is a mixture approach to modeling the joint probability of data coming from a heterogeneous population. Under Gaussian assumptions, we investigate statistical properties of CWM from both theoretical and numerical point of view; in particular, we show that Gaussian CWM includes mixtures of distributions and mixtures of regressions as special cases. Further, we introduce CWM based on Student-t distributions, which provides a more robust fit for groups of observations with longer than normal tails or noise data. Theoretical results are illustrated using some empirical studies, considering both simulated and real data. Some generalizations of such models are also outlined. Copyright Springer Science+Business Media, LLC 2012
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Suggested Citation

  • Salvatore Ingrassia & Simona Minotti & Giorgio Vittadini, 2015. "Erratum to: Local Statistical Modeling via a Cluster-Weighted Approach with Elliptical Distributions," Journal of Classification, Springer;The Classification Society, vol. 32(3), pages 542-543, October.
    • Handle: RePEc:spr:jclass:v:32:y:2015:i:3:p:542-543
    DOI: 10.1007/s00357-015-9190-2
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