Asymptotic properties of least squares estimation with fuzzy observations

被引：33
|
作者：
Kim, Hae Kyung [1 ]
Yoon, Jin Hee [1 ]
Li, Ying [1 ]
机构：
[1] Yonsei Univ, Dept Math, Seoul 120749, South Korea
来源：
INFORMATION SCIENCES | 2008年 / 178卷 / 02期
关键词：
fuzzy least squares estimators; asymptotic properties; normality; consistency; asymptotic relative efficiency;
D O I：
10.1016/j.ins.2007.07.010
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper deals with the asymptotic properties of the least squares estimators for fuzzy linear regression models with fuzzy triangular input-output and random error terms. The asymptotic normality and strong consistency of the fuzzy least squares estimator (FLSE) are investigated; a confidence region based on a class of FLSEs is proposed; the asymptotic relative efficiency of FLSEs with respect to the crisp least squares estimators is also provided and a numerical example is given. Some simulation results are also presented to illustrate the behavior of FLSEs. (c) 2007 Elsevier Inc. All rights reserved.
引用
收藏
页码：439 / 451
页数：13
相关论文
共 50 条
  • [1] Asymptotic properties of least squares estimation for a new fuzzy autoregressive model
    Zhao, Zhi-Wen
    Peng, Cui-Xin
    [J]. JOURNAL OF INEQUALITIES AND APPLICATIONS, 2013,
  • [2] Asymptotic properties of least squares estimation for a new fuzzy autoregressive model
    Zhi-Wen Zhao
    Cui-Xin Peng
    [J]. Journal of Inequalities and Applications, 2013
  • [3] On Asymptotic Properties of the Multiple Fuzzy Least Squares Estimator
    Yoon, Jin Hee
    Choi, Seung Hoe
    Grzegorzewski, Przemyslaw
    [J]. SOFT METHODS FOR DATA SCIENCE, 2017, 456 : 525 - 532
  • [4] The Second-Order Asymptotic Properties of Asymmetric Least Squares Estimation
    Tae-Hwy Lee
    Aman Ullah
    He Wang
    [J]. Sankhya B, 2019, 81 (Suppl 1) : 201 - 233
  • [5] Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models
    Francq, Christian
    Roy, Roch
    Saidi, Abdessamad
    [J]. JOURNAL OF TIME SERIES ANALYSIS, 2011, 32 (06) : 699 - 723
  • [6] THE ASYMPTOTIC PROPERTIES OF POLYNOMIAL PHASE ESTIMATION BY LEAST SQUARES PHASE UNWRAPPING
    McKilliam, Robby G.
    Clarkson, I. Vaughan L.
    Quinn, Barry G.
    Moran, Bill
    [J]. 2011 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, 2011, : 3592 - 3595
  • [7] The Second-Order Asymptotic Properties of Asymmetric Least Squares Estimation
    Lee, Tae-Hwy
    Ullah, Aman
    Wang, He
    [J]. SANKHYA-SERIES B-APPLIED AND INTERDISCIPLINARY STATISTICS, 2019, 81 (SUPPL 1): : 201 - 233
  • [8] Fuzzy Least Squares Estimation with New Fuzzy Operations
    Yoon, Jin Hee
    Choi, Seung Hoe
    [J]. SYNERGIES OF SOFT COMPUTING AND STATISTICS FOR INTELLIGENT DATA ANALYSIS, 2013, 190 : 193 - +
  • [9] Generalized least squares estimation in contingency tables analysis: Asymptotic properties and applications
    Baccini, A
    Fekri, M
    Fine, J
    [J]. STATISTICS, 2000, 34 (04) : 267 - 300
  • [10] Weighted Least Squares and Least Median Squares estimation for the fuzzy linear regression analysis
    D'Urso P.
    Massari R.
    [J]. METRON, 2013, 71 (3) : 279 - 306
12345