A Constrained Interval-Valued Linear Regression Model: A New Heteroscedasticity Estimation Method
Zhong Yu, Zhongzhan Zhang, Shoumei Li
Topics & Concepts
HeteroscedasticityMathematicsProper linear modelInterval estimationLinear regressionLinear modelStatisticsEstimatorInterval (graph theory)Design matrixPrediction intervalLog-linear modelApplied mathematicsPolynomial regressionConfidence intervalCombinatoricsFuzzy Systems and OptimizationAdvanced Statistical Methods and ModelsFinancial Risk and Volatility Modeling