Uniformly best estimation in linear regression when prior information is fuzzy

DOI10.1007/S00362-009-0222-ZMaRDI QIDQ451429zbMATH OpenOpenAlexFDO

Authors Bernhard F. Arnold, Peter Stahlecker

Publication date 23 September 2012

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-009-0222-z

zbMATH Keywords

ellipsoidal \(\alpha \) -cutsfuzzy setslinear affine estimationLlöwner orderingprior informationrelative squared erroruniformly best estimationZadeh's extension principle

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Multivariate analysis and fuzziness (62H86) Linear regression; mixed models (62J05) Fuzziness, and linear inference and regression (62J86)

Recommendations

• A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy
• Linear estimation in regression analysis using fuzzy prior information
• Fuzzy prior information and minimax estimation in the linear regression model
• Linear Eegression with Random Fuzzy Observations
• Linear Affine Estimation in Misspecified Linear Regression Models Using Fuzzy Prior Information

Cites work

• Fuzzy sets
• scientific article; zbMATH DE number 192992 (Why is no real title available?)
• scientific article; zbMATH DE number 771780 (Why is no real title available?)
• Least squares in general vector spaces revisited.
• Linear regression analysis using the relative squared error

Cited in

(6)

• Fuzzy prior information and minimax estimation in the linear regression model
• A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy
• Linear Affine Estimation in Misspecified Linear Regression Models Using Fuzzy Prior Information
• Linear estimation in regression analysis using fuzzy prior information
• scientific article; zbMATH DE number 1136507 (Why is no real title available?)
• A portfolio selection model using fuzzy returns

This page was built for publication: Uniformly best estimation in linear regression when prior information is fuzzy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q451429)