Estimation and prediction using belief functions: application to stochastic frontier analysis

DOI10.1007/978-3-319-13449-9_12MaRDI QIDQ4558835zbMATH OpenOpenAlexFDO

Authors Orakanya Kanjanatarakul, Nachatchapong Kaewsompong, Songsak Sriboonchitta, T. Denœux

Publication date 30 November 2018

Published in Econometrics of Risk (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-13449-9_12

zbMATH Keywords

Bayesian inferencebelief functionsestimationprediction

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Bayesian inference (62F15)

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Cites work

• Belief functions and statistical inference
• Belief functions: The disjunctive rule of combination and the generalized Bayesian theorem
• Connecting Dempster-Shafer belief functions with likelihood-based inference
• Difficulties and ambiguities in the definition of a likelihood function
• Forecasting using belief functions: an application to marketing econometrics
• Formulation and estimation of stochastic frontier production function models
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• Likelihood-based belief function: justification and some extensions to low-quality data
• On the Foundations of Statistical Inference
• Predictive likelihood: A review. With comments and a rejoinder by the author
• Upper and Lower Probabilities Induced by a Multivalued Mapping

Cited in

(7)

• Forecasting using information and entropy based on belief functions
• Utilizing belief functions for the estimation of future climate change
• Forecasting using belief functions: an application to marketing econometrics
• Prediction of future observations using belief functions: a likelihood-based approach
• Consonant Belief Function Induced by a Confidence Set of Pignistic Probabilities
• Time series forecast using AR-belief approach
• Uncertainty quantification in logistic regression using random fuzzy sets and belief functions

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