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Related papers: A Linear Model for Interval-valued Data

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It has been some time since interval-valued linear regression was investigated. In this paper, we focus on linear regression for interval-valued data within the framework of random sets. The model we propose generalizes a series of existing…

Methodology · Statistics 2015-06-12 Yan Sun , Chunyang Li

Interval-valued data receives much attention due to its wide applications in the fields of finance, econometrics, meteorology and medicine. However, most regression models developed for interval-valued data assume observations are mutually…

Applications · Statistics 2022-10-31 Tingting Huang

Extensions of previous linear regression models for interval data are presented. A more flexible simple linear model is formalized. The new model may express cross-relationships between mid-points and spreads of the interval data in a…

Statistics Theory · Mathematics 2012-10-23 Angela Blanco-Fernández , Marta García-Bárzana , Ana Colubi , Erricos J. Kontoghiorghes

Ordinary least-squares (OLS) estimators for a linear model are very sensitive to unusual values in the design space or outliers among y values. Even one single atypical value may have a large effect on the parameter estimates. This article…

Methodology · Statistics 2014-04-28 Chun Yu , Weixin Yao , Xue Bai

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…

Statistics Theory · Mathematics 2016-02-09 Marta García Bárzana , Ana Colubi , Erricos John Kontoghiorghes

This paper presents a computationally feasible method to compute rigorous bounds on the interval-generalisation of regression analysis to account for epistemic uncertainty in the output variables. The new iterative method uses machine…

Data Analysis, Statistics and Probability · Physics 2023-02-22 Krasymyr Tretiak , Georg Schollmeyer , Scott Ferson

The purpose of this paper is to propose methodologies for statistical inference of low-dimensional parameters with high-dimensional data. We focus on constructing confidence intervals for individual coefficients and linear combinations of…

Methodology · Statistics 2012-11-05 Cun-Hui Zhang , Stephanie S. Zhang

We consider the linear regression model with observation error in the design. In this setting, we allow the number of covariates to be much larger than the sample size. Several new estimation methods have been recently introduced for this…

Statistics Theory · Mathematics 2016-07-05 Alexandre Belloni , Mathieu Rosenbaum , Alexandre Tsybakov

We consider a finite mixture model with varying mixing probabilities. Linear regression models are assumed for observed variables with coefficients depending on the mixture component the observed subject belongs to. A modification of the…

Probability · Mathematics 2016-01-07 Daryna Liubashenko , Rostyslav Maiboroda

New local linear estimators are proposed for a wide class of nonparametric regression models. The estimators are uniformly consistent regardless of satisfying traditional conditions of depen\-dence of design elements. The estimators are the…

Statistics Theory · Mathematics 2022-07-05 Yuliana Linke , Igor Borisov , Pavel Ruzankin , Vladimir Kutsenko , Elena Yarovaya , Svetlana Shalnova

The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…

Econometrics · Economics 2024-02-27 Felix Chan , Laszlo Matyas

It has previously been shown that ordinary least squares can be used to estimate the coefficients of the single-index model under only mild conditions. However, the estimator is non-robust leading to poor estimates for some models. In this…

Methodology · Statistics 2022-09-13 Marina Masioti , Joshua Davies , Amanda Shaker , Luke A. Prendergast

This study investigated the problem posed by using ordinary least squares (OLS) to estimate parameters of simple linear regression under a specific context of special relativity, where an independent variable is restricted to an open…

Other Statistics · Statistics 2020-06-01 Si Hyung Joo

In this paper we study the least squares (LS) estimator in a linear panel regression model with unknown number of factors appearing as interactive fixed effects. Assuming that the number of factors used in estimation is larger than the true…

Econometrics · Economics 2026-05-04 Hyungsik Roger Moon , Martin Weidner

The linear regression models are widely used statistical techniques in numerous practical applications. The standard regression model requires several assumptions about the regres- sors and the error term. The regression parameters are…

Methodology · Statistics 2016-10-23 P. Vellaisamy

Sequential data collection has emerged as a widely adopted technique for enhancing the efficiency of data gathering processes. Despite its advantages, such data collection mechanism often introduces complexities to the statistical inference…

Statistics Theory · Mathematics 2023-11-09 Mufang Ying , Koulik Khamaru , Cun-Hui Zhang

This paper proposes a recursive interval-valued estimation framework for identifying the parameters of linearly parameterized systems which may be slowly time-varying. It is assumed that the model error (which may consist in measurement…

Systems and Control · Electrical Eng. & Systems 2022-06-22 Laurent Bako , Seydi Ndiaye , Eric Blanco

Linear regression is a frequently used tool in statistics, however, its validity and interpretability relies on strong model assumptions. While robust estimates of the coefficients' covariance extend the validity of hypothesis tests and…

Methodology · Statistics 2015-04-23 Werner Brannath , Martin Scharpenberg

We study a regression problem where for some part of the data we observe both the label variable ($Y$) and the predictors (${\bf X}$), while for other part of the data only the predictors are given. Such a problem arises, for example, when…

Statistics Theory · Mathematics 2021-04-14 David Azriel , Lawrence D. Brown , Michael Sklar , Richard Berk , Andreas Buja , Linda Zhao

This paper deals with a linear model of regression on quantiles when the explanatory variable takes values in some functional space and the response is scalar. We propose a spline estimator of the functional coefficient that minimizes a…

Statistics Theory · Mathematics 2016-08-14 Hervé Cardot , Christophe Crambes , Pascal Sarda
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