Several economic applications require to consider different data sources and to integrate the information coming from them. This paper focuses on statistical matching, in particular we deal with incoherences. In fact, when logical constraints among the variables are present incoherencies on the probability evaluations can arise. The aim of this paper is to remove such incoherences by using different methods based on distances minimization or least commitment imprecise probabilities extensions. An illustrative example shows peculiarities of the different correction methods. Finally, limited to pseudo distance minimization, we performed a systematic comparison through a simulation study. (c) 2012 Elsevier Inc. All rights reserved.

Incoherence correction strategies in statistical matching / Alessandro, Brozzi; Andrea, Capotorti; Vantaggi, Barbara. - In: INTERNATIONAL JOURNAL OF APPROXIMATE REASONING. - ISSN 0888-613X. - STAMPA. - 53:8(2012), pp. 1124-1136. [10.1016/j.ijar.2012.06.009]

Incoherence correction strategies in statistical matching

VANTAGGI, Barbara
2012

Abstract

Several economic applications require to consider different data sources and to integrate the information coming from them. This paper focuses on statistical matching, in particular we deal with incoherences. In fact, when logical constraints among the variables are present incoherencies on the probability evaluations can arise. The aim of this paper is to remove such incoherences by using different methods based on distances minimization or least commitment imprecise probabilities extensions. An illustrative example shows peculiarities of the different correction methods. Finally, limited to pseudo distance minimization, we performed a systematic comparison through a simulation study. (c) 2012 Elsevier Inc. All rights reserved.
2012
inference; specialized discrepancy measure.; incoherence; specialized discrepancy measure; statistical matching
01 Pubblicazione su rivista::01a Articolo in rivista
Incoherence correction strategies in statistical matching / Alessandro, Brozzi; Andrea, Capotorti; Vantaggi, Barbara. - In: INTERNATIONAL JOURNAL OF APPROXIMATE REASONING. - ISSN 0888-613X. - STAMPA. - 53:8(2012), pp. 1124-1136. [10.1016/j.ijar.2012.06.009]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/471946
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