A constrained interval-valued linear regression model: a new heteroscedasticity estimation method

DOI10.1007/s11424-020-9075-2zbMath1462.62434OpenAlexW3047104348MaRDI QIDQ2661850

Yu Zhong, Shou-mei Li, Zhong-Zhan Zhang

Publication date: 8 April 2021

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-020-9075-2

zbMATH Keywords

interval-valued datatruncated normal distributionorder constraintweighted least squares estimationconditional maximum likelihood estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Order statistics; empirical distribution functions (62G30)

Related Items (2)

Elastic statistical analysis of interval-valued time series ⋮ Exploring long-memory process in the prediction of interval-valued financial time series and its application

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