Multivariate Models and Confidence Intervals: A Local Random Set Approach
Thomas Fetz · 2009
This article is devoted to the propagation of families of confidence intervals obtained by non-parametric methods through multivariate functions comprising the semantics of confidence limits. At fixed confidence level, local random sets are defined whose aggregation admits the calculation of upper probabilities of events. In the multivariate case, a number of ways of combinations is highlighted to encompass independence and unknown interaction using random set independence