Distribution and Symmetric Distribution Regression Model for Histogram-Valued Variables
Abstract
Histogram-valued variables are a particular kind of variables studied in Symbolic Data Analysis where to each entity under analysis corresponds a distribution that may be represented by a histogram or by a quantile function. Linear regression models for this type of data are necessarily more complex than a simple generalization of the classical model: the parameters cannot be negative still the linear relationship between the variables must be allowed to be either direct or inverse. In this work we propose a new linear regression model for histogram-valued variables that solves this problem, named Distribution and Symmetric Distribution Regression Model. To determine the parameters of this model it is necessary to solve a quadratic optimization problem, subject to non-negativity constraints on the unknowns; the error measure between the predicted and observed distributions uses the Mallows distance. As in classical analysis, the model is associated with a goodness-of-fit measure whose values range between 0 and 1. Using the proposed model, applications with real and simulated data are presented.
Cite
@article{arxiv.1303.6199,
title = {Distribution and Symmetric Distribution Regression Model for Histogram-Valued Variables},
author = {Sónia Dias and Paula Brito},
journal= {arXiv preprint arXiv:1303.6199},
year = {2013}
}
Comments
49 pages 17 figures