Lasso estimation of an interval-valued multiple regression model

DOI10.1007/978-3-319-10765-3_22zbMATH Open1337.62168arXiv1602.02408OpenAlexW2963523182MaRDI QIDQ2808116FDOQ2808116

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)

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.

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

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zbMATH Keywords

multiple regressioninterval-valued dataLasso estimation

Mathematics Subject Classification ID

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

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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
• Title not available (Why is that?)

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