On the conditional variance of fuzzy random variables

DOI10.1007/S00184-006-0063-XzbMATHOpenAlexMaRDI QIDQ866901FDO

Authors Wolfgang Näther, A. Wünsche

Publication date 14 February 2007

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-006-0063-x

zbMATH Keywords

Conditional varianceFuzzy random variableVariance decomposition

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Characterization and structure theory of statistical distributions (62E10) Distribution theory (60E99)

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Cites work

• scientific article; zbMATH DE number 108136 (Why is no real title available?)
• scientific article; zbMATH DE number 1076783 (Why is no real title available?)
• scientific article; zbMATH DE number 861670 (Why is no real title available?)
• A unified approach to fuzzy random variables
• Convergence theorem for fuzzy martingales
• Fuzzy random variables
• Integrals of set-valued functions
• Integrals, conditional expectations, and martingales of multivalued functions
• Least-squares fuzzy regression with fuzzy random variables
• On random fuzzy variables of second order and their application to linear statistical inference with fuzzy data.
• On the variance of fuzzy random variables
• Probability theory in fuzzy sample spaces
• Some complete metrics on spaces of fuzzy subsets
• Support functions for fuzzy sets

Cited in

(10)

• A multiple linear regression model for imprecise information
• Fuzzy conditional expectation
• Modeling the variance of return intervals toward volatility prediction
• The sufficient and necessary condition for chance distribution of bifuzzy variable
• The variance and covariance of fuzzy random variables and their applications
• Variance decomposition of fuzzy random variables
• Some novel inequalities for fuzzy variables on the variance and its rational upper bound
• One-sample tests for a generalized Fréchet variance of a fuzzy random variable
• scientific article; zbMATH DE number 56815 (Why is no real title available?)
• scientific article; zbMATH DE number 4105938 (Why is no real title available?)

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