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

DOI10.1007/S11424-020-9075-2zbMATH Open1462.62434OpenAlexW3047104348MaRDI QIDQ2661850FDOQ2661850

Authors: Yu Zhong, Zhongzhan Zhang, Shoumei Li 

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

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zbMATH Keywords

truncated normal distributionorder constraintinterval-valued dataweighted least squares estimationconditional maximum likelihood estimation

Mathematics Subject Classification ID

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

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Cited In (6)

• KI 2005: Advances in Artificial Intelligence
• Elastic statistical analysis of interval-valued time series
• KI 2004: Advances in Artificial Intelligence
• Lasso-constrained regression analysis for interval-valued data
• Lasso estimation of an interval-valued multiple regression model
• Exploring long-memory process in the prediction of interval-valued financial time series and its application

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