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A note on partial identification of regression parameters in regression with interval-valued dependent variable

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F18%3A10382892" target="_blank" >RIV/00216208:11320/18:10382892 - isvavai.cz</a>

  • Alternative codes found

    RIV/61384399:31140/18:00052452

  • Result on the web

    <a href="http://dx.doi.org/10.1007/978-3-030-00350-0_5" target="_blank" >http://dx.doi.org/10.1007/978-3-030-00350-0_5</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1007/978-3-030-00350-0_5" target="_blank" >10.1007/978-3-030-00350-0_5</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    A note on partial identification of regression parameters in regression with interval-valued dependent variable

  • Original language description

    We consider linear regression where the dependent variable is unobservable. Instead we can observe only an upper and lower bound. In this setup, the regression parameters need not be consistently estimable. We make certain stochastic assumptions, as weak as possible, on the random process generating the observable intervals and derive tight bounds for the regression parameters. The bounds are consistently estimable and the estimators are functions of the observable quantities only. We also restate the result in terms of set-estimators for regression models with interval-valued data.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

  • OECD FORD branch

    10103 - Statistics and probability

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2018

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Communications in Computer and Information Science

  • ISBN

    978-3-030-00349-4

  • ISSN

    1865-0929

  • e-ISSN

    neuvedeno

  • Number of pages

    11

  • Pages from-to

    55-65

  • Publisher name

    SPRINGER

  • Place of publication

    Switzerland

  • Event location

    Medellín

  • Event date

    Oct 17, 2018

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article