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Confidence sets in a linear regression model for interval data. (English) Zbl 1242.62072

Summary: The construction of confidence sets for the parameters of a flexible simple linear regression model for interval-valued random sets is addressed. For that purpose, the asymptotic distribution of the least-squares estimators is analyzed. A simulation study is conducted to investigate the performance of those confidence sets. In particular, the empirical coverages are examined for various interval linear models. The applicability of the procedure is illustrated by means of a real-life case study.

MSC:

62J05 Linear regression; mixed models
62F25 Parametric tolerance and confidence regions
62E20 Asymptotic distribution theory in statistics
65C60 Computational problems in statistics (MSC2010)
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