Upper and lower approximation models in interval regression using regression quantile techniques
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- A. Charnes & W. W. Cooper & R. O. Ferguson, 1955. "Optimal Estimation of Executive Compensation by Linear Programming," Management Science, INFORMS, vol. 1(2), pages 138-151, January.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Charnes, A. & Cooper, W. W. & Sueyoshi, T., 1986. "Least squares/ridge regression and goal programming/constrained regression alternatives," European Journal of Operational Research, Elsevier, vol. 27(2), pages 146-157, October.
- Tanaka, Hideo & Hayashi, Isao & Watada, Junzo, 1989. "Possibilistic linear regression analysis for fuzzy data," European Journal of Operational Research, Elsevier, vol. 40(3), pages 389-396, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Guo, Peijun & Tanaka, Hideo, 2006. "Dual models for possibilistic regression analysis," Computational Statistics & Data Analysis, Elsevier, vol. 51(1), pages 253-266, November.
- Parvaneh Shahnoori & Glenn P. Jenkins, 2019.
"The value of online banking to small and medium-sized enterprises: evidence from firms operating in the uae free trade zones,"
Applied Economics, Taylor & Francis Journals, vol. 51(37), pages 4046-4055, August.
- Parvaneh Shahnoori & Glenn P. Jenkins, 2019. "The value of online banking to small and medium- sized enterprises: evidence from firms operating in the UAE free trade zones," Development Discussion Papers 2019-14, JDI Executive Programs.
- Bogdan Rębiasz, 2015. "Hybrid correlated data in risk assessment," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 25(1), pages 81-101.
- Parvaneh Shahnoori & Glenn P. Jenkins, 2018. "The Value of Online Banking to Small and Meduim-Sized Enterprises: Evidence From Firms Operating in The UAE From Trade Zones," Development Discussion Papers 2018-12, JDI Executive Programs.
- Wang, Hsiao-Fan & Hsu, Fei-Chen, 2009. "An integrated operation module for individual risk management," European Journal of Operational Research, Elsevier, vol. 198(2), pages 610-617, October.
- Hojati, Mehran & Bector, C. R. & Smimou, Kamal, 2005. "A simple method for computation of fuzzy linear regression," European Journal of Operational Research, Elsevier, vol. 166(1), pages 172-184, October.
- Dineswary Nadarajan & Saber Abdelall Mohamed Ahmed & Noor Fadiya Mohd Noor, 2023. "Seaport Network Efficiency Measurement Using Triangular and Trapezoidal Fuzzy Data Envelopment Analyses with Liner Shipping Connectivity Index Output," Mathematics, MDPI, vol. 11(6), pages 1-27, March.
- Eduardo Conde, 2014. "A Minmax Regret Linear Regression Model Under Uncertainty in the Dependent Variable," Journal of Optimization Theory and Applications, Springer, vol. 160(2), pages 573-596, February.
- Jorge De Andrés-Sánchez, 2024. "Calculating Insurance Claim Reserves with an Intuitionistic Fuzzy Chain-Ladder Method," Mathematics, MDPI, vol. 12(6), pages 1-24, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Glover, Fred & Sueyoshi, Toshiyuki, 2009. "Contributions of Professor William W. Cooper in Operations Research and Management Science," European Journal of Operational Research, Elsevier, vol. 197(1), pages 1-16, August.
- Koenker, Roger & Park, Beum J., 1996. "An interior point algorithm for nonlinear quantile regression," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 265-283.
- Banker, R. D. & Chang, H. S. & Cooper, W. W., 2002. ""Small sample properties of ML, COLS and DEA estimators of frontier models in the presence of heteroscedasticity" by A.N. Bojanic, S.B. Caudill and J.M. Ford, European Journal of Operational," European Journal of Operational Research, Elsevier, vol. 136(2), pages 466-467, January.
- Charnes, Abraham & Gallegos, Armando & Li, Hongyu, 1996. "Robustly efficient parametric frontiers via Multiplicative DEA for domestic and international operations of the Latin American airline industry," European Journal of Operational Research, Elsevier, vol. 88(3), pages 525-536, February.
- Cooper, W. W. & Lelas, V. & Sueyoshi, T., 1997. "Goal programming models and their duality relations for use in evaluating security portfolio and regression relations," European Journal of Operational Research, Elsevier, vol. 98(2), pages 431-443, April.
- Zeebari, Zangin & Shukur, Ghazi, 2009. "Developing Median Regression for SURE Models - with Application to 3-Generation Immigrants’ data in Sweden," Working Paper Series in Economics and Institutions of Innovation 183, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- Kenneth Judd & Lilia Maliar & Serguei Maliar, 2009.
"Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models,"
NBER Working Papers
15296, National Bureau of Economic Research, Inc.
- Serguei Maliar & Lilia Maliar & Kenneth Judd, 2010. "Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models," 2010 Meeting Papers 280, Society for Economic Dynamics.
- Dima, Bogdan & Dincă, Marius Sorin & Spulbăr, Cristi, 2014. "Financial nexus: Efficiency and soundness in banking and capital markets," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 100-124.
- Shukur, Ghazi & Zeebari, Zangin, 2011. "On the median regression for SURE models with applications to 3-generation immigrants data in Sweden," Economic Modelling, Elsevier, vol. 28(6), pages 2566-2578.
- Akosah, Nana Kwame & Alagidede, Imhotep Paul & Schaling, Eric, 2020. "Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
- Paul Hewson & Keming Yu, 2008. "Quantile regression for binary performance indicators," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 24(5), pages 401-418, September.
- Salimata Sissoko, 2011. "Working Paper 03-11 - Niveau de décentralisation de la négociation et structure des salaires," Working Papers 1103, Federal Planning Bureau, Belgium.
- Korom, Philipp, 2016. "Inherited advantage: The importance of inheritance for private wealth accumulation in Europe," MPIfG Discussion Paper 16/11, Max Planck Institute for the Study of Societies.
- Daniele, Vittorio, 2007. "Criminalità e investimenti esteri. Un’analisi per le province italiane [The effect of organized crime on Foreign Investments. An Empirical Analysis for the Italian Provinces]," MPRA Paper 6417, University Library of Munich, Germany.
- Ma, Lingjie & Koenker, Roger, 2006.
"Quantile regression methods for recursive structural equation models,"
Journal of Econometrics, Elsevier, vol. 134(2), pages 471-506, October.
- Lingjie Ma & Roger Koenker, 2004. "Quantile regression methods for recursive structural equation models," CeMMAP working papers CWP01/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Dutta, Anupam & Bouri, Elie & Rothovius, Timo & Uddin, Gazi Salah, 2023. "Climate risk and green investments: New evidence," Energy, Elsevier, vol. 265(C).
- Cowling, Marc & Ughetto, Elisa & Lee, Neil, 2018.
"The innovation debt penalty: Cost of debt, loan default, and the effects of a public loan guarantee on high-tech firms,"
Technological Forecasting and Social Change, Elsevier, vol. 127(C), pages 166-176.
- Cowling, Marc & Ughetto, Elisa & Lee, Neil, 2018. "The innovation debt penalty: cost of debt, loan default, and the effects of a public loan guarantee on high-tech firms," LSE Research Online Documents on Economics 81337, London School of Economics and Political Science, LSE Library.
- Haddou, Samira, 2024. "Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
- Niematallah Elamin & Mototsugu Fukushige, 2016. "A Quantile Regression Model for Electricity Peak Demand Forecasting: An Approach to Avoiding Power Blackouts," Discussion Papers in Economics and Business 16-22, Osaka University, Graduate School of Economics.
- Peracchi, Franco, 2002. "On estimating conditional quantiles and distribution functions," Computational Statistics & Data Analysis, Elsevier, vol. 38(4), pages 433-447, February.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:116:y:1999:i:3:p:653-666. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.