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

DOI10.1007/S11424-020-9075-2MaRDI QIDQ2661850zbMATH OpenOpenAlexFDO

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

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)

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

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