An isotonic trivariate statistical regression method

Simone Fiori ()

Advances in Data Analysis and Classification, 2013, vol. 7, issue 2, 209-235

Abstract: The present research work outlines the main ideas behind statistical regression by a two-independent-variates and one-dependent-variate model based on the invariance of measures in probabilistic spaces. The principle of probabilistic measure invariance, applied under the assumption that the model be isotonic, leads to a system of differential equations. Such differential system is reformulated in terms of an integral equation that affords an iterative numerical solution. Numerical tests performed on the devised statistical regression procedure illustrate its features. Copyright Springer-Verlag Berlin Heidelberg 2013

Keywords: Statistical regression; Dominant independent variates; Isotonic regression; Integral equation; 62G08; 68P99; 65R20 (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s11634-013-0131-9

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