On optimal linear regression for fuzzy random variables
Itogi nauki i tehniki. Sovremennaâ matematika i eë priloženiâ. Tematičeskie obzory, Proceedings of the Voronezh international winter mathematical school "Modern methods of function theory and related problems", Voronezh, January 27 - February 1, 2023, Part 2, Tome 228 (2023), pp. 85-91
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In this paper, we construct an optimal linear regression of fuzzy random variables whose coefficients are similar to the case of “ordinary” random variables. We prove under certain conditions, the optimal regression has a maximum correlation coefficient with the predicted fuzzy random value.
Keywords:
fuzzy random variables, optimal linear regression
@article{INTO_2023_228_a6,
author = {V. L. Khatskevich},
title = {On optimal linear regression for fuzzy random variables},
journal = {Itogi nauki i tehniki. Sovremenna\^a matematika i e\"e prilo\v{z}eni\^a. Temati\v{c}eskie obzory},
pages = {85--91},
publisher = {mathdoc},
volume = {228},
year = {2023},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/INTO_2023_228_a6/}
}
TY - JOUR AU - V. L. Khatskevich TI - On optimal linear regression for fuzzy random variables JO - Itogi nauki i tehniki. Sovremennaâ matematika i eë priloženiâ. Tematičeskie obzory PY - 2023 SP - 85 EP - 91 VL - 228 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/INTO_2023_228_a6/ LA - ru ID - INTO_2023_228_a6 ER -
V. L. Khatskevich. On optimal linear regression for fuzzy random variables. Itogi nauki i tehniki. Sovremennaâ matematika i eë priloženiâ. Tematičeskie obzory, Proceedings of the Voronezh international winter mathematical school "Modern methods of function theory and related problems", Voronezh, January 27 - February 1, 2023, Part 2, Tome 228 (2023), pp. 85-91. http://geodesic.mathdoc.fr/item/INTO_2023_228_a6/