The present research work outlines the main ideas behind statistical regression by a 2-independent-variates and 1-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.
An isotonic trivariate statistical regression method / Fiori, Simone. - In: ADVANCES IN DATA ANALYSIS AND CLASSIFICATION. - ISSN 1862-5347. - STAMPA. - 7:2(2013), pp. 209-235. [10.1007/s11634-013-0131-9]
An isotonic trivariate statistical regression method
FIORI, Simone
2013-01-01
Abstract
The present research work outlines the main ideas behind statistical regression by a 2-independent-variates and 1-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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
