کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1149311 | 957872 | 2010 | 7 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy](/preview/png/1149311.png)
چکیده انگلیسی
It is already shown in Arnold and Stahlecker (2009) that, in linear regression, a uniformly best estimator exists in the class of all Î-compatible linear affine estimators. Here, prior information is given by a fuzzy set Î defined by its ellipsoidal α-cuts. Surprisingly, such a uniformly best linear affine estimator is uniformly best not only in the class of all Î-compatible linear affine estimators but also in the class of all estimators satisfying a very weak and sensible condition. This property of a uniformly best linear affine estimator is shown in the present paper. Furthermore, two illustrative special cases are mentioned, where a generalized least squares estimator on the one hand and a general ridge or Kuks-Olman estimator on the other hand turn out to be uniformly best.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 140, Issue 4, April 2010, Pages 954-960
Journal: Journal of Statistical Planning and Inference - Volume 140, Issue 4, April 2010, Pages 954-960
نویسندگان
Bernhard F. Arnold, Peter Stahlecker,