Constrained Regression for Interval-Valued Data
نویسندگان
چکیده
منابع مشابه
Constrained Regression for Interval-valued Data
Current regression models for interval-valued data do not guarantee that the predicted lower bound of the interval is always smaller than its upper bound. We propose a constrained regression model that preserves the natural order of the interval in all instances, either for in-sample fitted intervals or for interval forecasts. Within the framework of interval time series, we specify a general d...
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ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 2013
ISSN: 0735-0015,1537-2707
DOI: 10.1080/07350015.2013.818004