Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression

Author:

Galimberti GiulianoORCID,Nuzzi Lorenzo,Soffritti GabrieleORCID

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference52 articles.

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2. Akaike H (1973) Information theory and an extension of the maximum likelihood principle. In: Petrov BN, Csaki F (eds) Second international symposium on information theory. Akademiai Kiado, pp 267–281

3. Arminger G, Stein P, Wittenberg J (1999) Mixtures of conditional mean and covariance structure models. Psychometrika 64:475–494

4. Baird IG, Quastel N (2011) Dolphin-safe tuna from California to Thailand: localisms in environmental certification of global commodity networks. Ann Assoc Am Geogr 101:337–355

5. Basford KE, Greenway DR, McLachlan GJ, Peel D (1997) Standard errors of fitted means under normal mixture models. Comput Stat 12:1–17

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