2014/01/08 by Sun, Yan, Li, Chunyang
#52A22 #62J05 #FOS: Computer and information sciences #Methodology (stat.ME)
paper · doi:10.48550/arxiv.1401.1831
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 models. We establish important properties of the model in the space of compact convex subsets of ℝ, analogous to those for the classical linear regression. Furthermore, we carry out theoretical investigations into the least squares estimation that is widely used in the literature. A simulation study is presented that supports our theorems. Finally, an application to a climate data set is provided to demonstrate the applicability of our model.