Upper expectation parametric regression

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Title Upper Expectation Parametric Regression Complete List of Authors Lixing Zhu Upper Expectation Parametric Regression

In regression analysis, some predictors might be unobservable, not observed, or ignored. These factors actually affect the response randomly. The observed data thus follows a conditional distribution when these factors are given. This phenomenon is called the distribution randomness. For such a working model, we propose an upper expectation regression and a two-step penalized maximum least squa...

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ژورنال

عنوان ژورنال: Statistica Sinica

سال: 2018

ISSN: 1017-0405

DOI: 10.5705/ss.202016.0243