\(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction

DOI10.1016/j.jspi.2015.09.002zbMath1384.62238OpenAlexW1890387303MaRDI QIDQ899350

Xin Wang, Lu Lin, Shuzhen Yang, Yu-feng Shi

Publication date: 28 December 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2015.09.002

zbMATH Keywords

parameter estimationlinear regression\(k\)-sampledistribution uncertaintyupper expectation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (4)

Linear regression under model uncertainty ⋮ Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise ⋮ A hypothesis-testing perspective on the \(G\)-normal distribution theory ⋮ Nonlinear regression without i.i.d. assumption

Cites Work

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