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Uncertain maximum likelihood estimation with application to uncertain regression analysis
Soft Computing ( IF 4.1 ) Pub Date : 2020-04-30 , DOI: 10.1007/s00500-020-04951-3
Waichon Lio , Baoding Liu

Regression analysis is a mathematical tool to estimate the relationship between explanatory variables and response variable. This paper defines a likelihood function in the sense of uncertain measure to represent the likelihood of unknown parameters. Furthermore, the method of maximum likelihood estimation is used for the parameter estimation of uncertain regression models, and the uncertainty distribution of the disturbance term is simultaneously calculated. Finally, some numerical examples are documented to illustrate the proposed method.



中文翻译:

不确定的最大似然估计及其在不确定回归分析中的应用

回归分析是一种数学工具,用于估计解释变量和响应变量之间的关系。本文从不确定度量的角度定义了一种似然函数,以表示未知参数的似然。此外,将最大似然估计方法用于不确定回归模型的参数估计,同时计算干扰项的不确定性分布。最后,记录了一些数值示例以说明所提出的方法。

更新日期:2020-04-30
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