Uniformly best estimation in linear regression when prior information is fuzzy

DOI10.1007/s00362-009-0222-zzbMath1247.62164OpenAlexW2001479193MaRDI QIDQ451429

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

fuzzy setsZadeh's extension principleprior informationellipsoidal \(\alpha \) -cutslinear affine estimationLlöwner orderingrelative squared erroruniformly best estimation

Mathematics Subject Classification ID

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

Related Items (2)

A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy ⋮ A portfolio selection model using fuzzy returns

Cites Work

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• Least squares in general vector spaces revisited.
• Linear regression analysis using the relative squared error
• Fuzzy sets

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