Uniformly best estimation in linear regression when prior information is fuzzy

Link:
Autor/in:
Erscheinungsjahr:
2010
Medientyp:
Text
Schlagworte:
  • Estimation
  • Mean square error
  • Optimization
  • Control
  • Mean Field
  • Optimal Control
  • Prior information
  • Linear regression
  • Ellipsoidal α -cuts
  • Löwner ordering
  • Uniformly best estimation
  • Linear affine estimation
  • Zadeh's extension principle
  • Fuzzy sets
  • Relative squared error
  • Estimation
  • Mean square error
  • Optimization
  • Control
  • Mean Field
  • Optimal Control
Beschreibung:
  • Modeling prior information as a fuzzy set and using Zadeh's extension principle, a general approach is presented how to rate linear affine estimators in linear regression. This general approach is applied to fuzzy prior information sets given by ellipsoidal α-cuts. Here, in an important and meaningful subclass, a uniformly best linear affine estimator can be determined explicitly. Surprisingly, such a uniformly best linear affine estimator is optimal with respect to a corresponding relative squared error approach. Two illustrative special cases are discussed, 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.
Lizenz:
  • info:eu-repo/semantics/restrictedAccess
Quellsystem:
Forschungsinformationssystem der UHH

Interne Metadaten
Quelldatensatz
oai:www.edit.fis.uni-hamburg.de:publications/6aec3cd9-2843-4125-8375-982782b48cff