Zobrazeno 1 - 10
of 247
pro vyhledávání: '"Arslan, Olcay"'
Autor:
BULUT, Y. Murat1 ymbulut@ogu.edu.tr, ARSLAN, Olcay2
Publikováno v:
Sigma: Journal of Engineering & Natural Sciences / Mühendislik ve Fen Bilimleri Dergisi. Jun2024, Vol. 42 Issue 3, p854-861. 8p.
Autor:
Tuaç, Yetkin, Arslan, Olcay
Parameter estimation and the variable selection are two pioneer issues in regression analysis. While traditional variable selection methods require prior estimation of the model parameters, the penalized methods simultaneously carry on parameter esti
Externí odkaz:
http://arxiv.org/abs/2108.13755
In countries with a severe outbreak of COVID-19, most governments are considering whether anti-transmission measures are worth social and economic costs. The seriousness of economic costs such as the closure of some workplaces, unemployment, reductio
Externí odkaz:
http://arxiv.org/abs/2012.15302
Linear regression models are useful statistical tools to analyze data sets in several different fields. There are several methods to estimate the parameters of a linear regression model. These methods usually perform under normally distributed and un
Externí odkaz:
http://arxiv.org/abs/2008.03282
In the linear regression model with possibly autoregressive errors, we propose a family of nonparametric tests for regression under a nuisance autoregression. The tests avoid the estimation of nuisance parameters, in contrast to the tests proposed in
Externí odkaz:
http://arxiv.org/abs/2007.12124
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Marshall-Olkin Extended Burr XII (MOEBXII) distribution family, which is a generalization of Burr XII distribution proposed by Al-Saiari et al. [1] , is a flexible distribution that can be used in many fields such as actuarial science, economics, lif
Externí odkaz:
http://arxiv.org/abs/1804.08345
In this article, we consider the parameter estimation of regression model with pth order autoregressive (AR(p)) error term. We use the Maximum Lq-likelihood (MLq) estimation method that is proposed by Ferrari and Yang (2010a), as a robust alternative
Externí odkaz:
http://arxiv.org/abs/1804.07600
Autor:
Doğru, Fatma Zehra, Arslan, Olcay
In this article, we propose joint location, scale and skewness models of the skew Laplace normal (SLN) distribution as an alternative model for joint modelling location, scale and skewness models of the skew-t-normal (STN) distribution when the data
Externí odkaz:
http://arxiv.org/abs/1803.05299
Autor:
Özdemir, Şenay, Arslan, Olcay
Ordinary least square (OLS), maximum likelihood (ML) and robust methods are the widely used methods to estimate the parameters of a linear regression model. It is well known that these methods perform well under some distributional assumptions on err
Externí odkaz:
http://arxiv.org/abs/1801.08812