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Article type: Research Article
Authors: Zhang, Guidong | Sheng, Yuhong; * | Shi, Yuxin
Affiliations: College of Mathematical and System Sciences, Xinjiang University, Urumqi, China
Correspondence: [*] Corresponding author. Yuhong Sheng, College of Mathematical and System Sciences, Xinjiang University, Urumqi 830046, China. Tel.: +86 18167978160; E-mail: [email protected].
Abstract: The multivariate uncertain regression model reveals the relationship between the explanatory and response variables to us very effectively. In this paper, firstly, the uncertain maximum likelihood estimation method for the parameters of the one-dimensional uncertain regression model is extended to the multivariate uncertain regression model to obtain estimates of the parameters. Secondly, in order to determine the reasonableness of the estimated values that are obtained by the various parameter estimation methods, uncertain hypothesis testing is applied to the multivariate uncertain regression model. Finally, some numerical examples are given to verify the feasibility of the method.
Keywords: Multivariate uncertain regression model, maximum likelihood estimation, uncertain hypothesis testing
DOI: 10.3233/JIFS-213322
Journal: Journal of Intelligent & Fuzzy Systems, vol. 43, no. 6, pp. 7341-7350, 2022
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