t分布是分析厚尾数据的重要统计工具,本文基于t分布提出了稳健的混合联合位置和尺度参数的回归模型,通过EM算法给出该模型参数的极大似然估计,通过随机模拟试验验证了所提出方法的有效性.本文结合实际数据验证了该模型和方法具有实用性和可行性.
The t distribution is one of the most important statistical data analysis tools in the datasets with heavy-tailed errors. We proposed a mixture joint location and scale models based on the t distribution. EM algorithm is considered to estimate unknown parameters in the maximum likelihood estimate procedure. The efficiency of models and method are proved through simulation. Furthermore, a real example is presented to illustrate the proposed methodology.