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A modified uncertain maximum likelihood estimation with applications in uncertain statistics.

Authors :
Liu, Yang
Liu, Baoding
Source :
Communications in Statistics: Theory & Methods. 2024, Vol. 53 Issue 18, p6649-6670. 22p.
Publication Year :
2024

Abstract

In uncertain statistics, the uncertain maximum likelihood estimation is a method of estimating the values of unknown parameters of an uncertain statistical model that make the observed data most likely. However, the observed data obtained in practice usually contain outliers. In order to eliminate the influence of outliers when estimating unknown parameters, this article modifies the uncertain maximum likelihood estimation. Following that, the modified uncertain maximum likelihood estimation is applied to uncertain regression analysis, uncertain time series analysis, and uncertain differential equation. Finally, some real-world examples are provided to illustrate the modified uncertain maximum likelihood estimation. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Volume :
53
Issue :
18
Database :
Academic Search Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
178651737
Full Text :
https://doi.org/10.1080/03610926.2023.2248534