一类基于不确定理论的分位数回归模型（英文）

李天用; 胡锡健

doi:10.13568/j.cnki.651094.651316.2022.03.16.0001

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一类基于不确定理论的分位数回归模型（英文）

更新时间：2026-01-21

- 一类基于不确定理论的分位数回归模型（英文）
- Journal of Xinjiang University (Natural Science Edition in Chinese and English) Vol. 39, Issue 5, Pages: 530-541(2022)
- 作者机构：
  
  新疆大学数学与系统科学学院
- 作者简介：
- 基金信息：
- DOI：10.13568/j.cnki.651094.651316.2022.03.16.0001
  CLC： O212.1
- Published：2022
- 稿件说明：
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[1]李天用,胡锡健.一类基于不确定理论的分位数回归模型（英文）[J].新疆大学学报(自然科学版)(中英文),2022,39(05):530-541.
[1]李天用,胡锡健.一类基于不确定理论的分位数回归模型（英文）[J].新疆大学学报(自然科学版)(中英文),2022,39(05):530-541. DOI： 10.13568/j.cnki.651094.651316.2022.03.16.0001.

DOI：10.13568/j.cnki.651094.651316.2022.03.16.0001.

摘要

基于不确定理论

提出了一类新的不确定分位数回归模型.在不确定理论的框架下

给出了分位点、损失函数等相关概念的定义以及相关定理的证明

并利用优化方法

给出了不确定分位数回归模型的参数估计、预测值及预测区间.最后

通过数值模拟及案例分析验证了不确定分位数回归模型的鲁棒性和有效性．

Abstract

In this paper

a new uncertain quantile regression model based on uncertainty theory is proposed. Under the framework of uncertainty theory

the definitions of uncertain quantile and uncertain loss function are given and the related theorems are proved. Then

parameter estimates

forecast values and confidence intervals are obtained for the uncertain quantile regression model by using the optimization method of mathematical programming. Finally

two numerical simulations are shown to illustrate the efectiveness and robustness of the model.

关键词

Keywords

references

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