Mixtures of multivariate linear asymmetric Laplace regressions with multiple asymmetric Laplace covariates

Arnoldus F. Otto, Andriëtte Bekker, Antonio Punzo +2

In response to the challenge of accommodating non-Gaussian behaviour in data, the shifted asymmetric Laplace (SAL) cluster-weighted model (SALCWM) is introduced as a model-based me…