Lasso estimation of an interval-valued multiple regression model

DOI10.1007/978-3-319-10765-3_22MaRDI QIDQ2808116zbMATH OpenOpenAlexFDO

Authors Marta García-Bárzana, Ana Colubi, Erricos J. Kontoghiorghes

Publication date 26 May 2016

Published in Strengthening Links Between Data Analysis and Soft Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1602.02408

zbMATH Keywords

multiple regressioninterval-valued dataLasso estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Abstract: A multiple interval-valued linear regression model considering all the cross-relationships between the mids and spreads of the intervals has been introduced recently. A least-squares estimation of the regression parameters has been carried out by transforming a quadratic optimization problem with inequality constraints into a linear complementary problem and using Lemke's algorithm to solve it. Due to the irrelevance of certain cross-relationships, an alternative estimation process, the LASSO (Least Absolut Shrinkage and Selection Operator), is developed. A comparative study showing the differences between the proposed estimators is provided.

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Cites work

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Cited in

(4)

• Lasso-constrained regression analysis for interval-valued data
• Arithmetic and distance-based approach to the statistical analysis of imprecisely valued data
• Lasso Regression Based on Empirical Mode Decomposition
• scientific article; zbMATH DE number 5957506 (Why is no real title available?)

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