Zobrazeno 1 - 10
of 19
pro vyhledávání: '"M Qamarul Islam"'
Inference in Multiple Linear Regression Model with Generalized Secant Hyperbolic Distribution Errors
Publikováno v:
Ingeniería y Ciencia, Vol 17, Iss 33 (2021)
We study multiple linear regression model under non-normally distributed random error by considering the family of generalized secant hyperbolic distributions. We derive the estimators of model parameters by using modified maximum likelihood methodol
Externí odkaz:
https://doaj.org/article/e9acbf4b62ac4669955ce89af306569b
Inference in Multiple Linear Regression Model with Generalized Secant Hyperbolic Distribution Errors
Publikováno v:
Ingeniería y Ciencia, Vol 17, Iss 33 (2021)
Ingeniería y Ciencia, Vol 17, No. 33 (2021)
Repositorio EAFIT
Universidad EAFIT
instacron:Universidad EAFIT
Ingeniería y Ciencia, Vol 17, No. 33 (2021)
Repositorio EAFIT
Universidad EAFIT
instacron:Universidad EAFIT
We study multiple linear regression model under non-normally distributed random error by considering the family of generalized secant hyperbolic distributions. We derive the estimators of model parameters by using modified maximum likelihood methodol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::927fa72a0ac80c9e30021ec53f0460b9
https://doi.org/10.17230/10.17230/ingciencia.17.33.3
https://doi.org/10.17230/10.17230/ingciencia.17.33.3
Autor:
M. Qamarul Islam
Publikováno v:
Communications in Statistics - Theory and Methods. 46:8521-8543
This paper discusses the problem of statistical inference in multivariate linear regression models when the errors involved are non normally distributed. We consider multivariate t-distribution, a fat-tailed distribution, for the errors as alternativ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bc559944e7542e1fa0b38808f2d003c2
https://doi.org/10.1080/03610926.2016.1183789
https://doi.org/10.1080/03610926.2016.1183789
Publikováno v:
Economic research-Ekonomska istraživanja
Volume 30
Issue 1
Volume 30
Issue 1
This study examines the relationship between firm size and job creation by using an extensive data set covering all non-farm Turkish businesses with 20 or more employees from 2003 to 2010. We find that small firms (firms with employees between 20 and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0c6ae9c7aac968c733ed5db7d4249c9e
https://doi.org/10.1080/1331677x.2017.1305804
https://doi.org/10.1080/1331677x.2017.1305804
This study investigates the effects of the real exchange rate on job flows in Turkish manufacturing industries between 2006 and 2015 using data at the four-digit NACE Revision 2 level. Using dynamic panel data models, we find that a real appreciation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::24f0eb5a822a9669dcb3f01d27f0806d
https://hdl.handle.net/11511/92843
https://hdl.handle.net/11511/92843
Publikováno v:
Journal of Applied Statistics. 41:1746-1766
In this study we investigate the problem of estimation and testing of hypotheses in multivariate linear regression models when the errors involved are assumed to be non-normally distributed. We consider the class of heavy-tailed distributions for thi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2841523e10ce730b234dd06aba6547b4
https://doi.org/10.1080/02664763.2014.890177
https://doi.org/10.1080/02664763.2014.890177
Autor:
M. Qamarul Islam
Publikováno v:
Journal of Computational and Applied Mathematics. 255:698-714
In this paper the problem of estimation of location and scatter of multivariate nonnormal distributions is considered. Estimators are derived under a maximum likelihood setup by expressing the non-linear likelihood equations in the linear form. The r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8ff099af3bb2bd5a1dcfcc8f3ad9f979
https://doi.org/10.1016/j.cam.2013.06.032
https://doi.org/10.1016/j.cam.2013.06.032
Impact of Exchange Rate and Customs Union on Trade Balance at Commodity Level of Turkey With Eu (15)
Autor:
Mehmet Yazici, M. Qamarul Islam
Publikováno v:
Economic Research-Ekonomska Istraživanja. 24:75-85
Ovaj rad proucava kratkorocni i dugorocni ucinak tecaja i carinske unije na trgovinsku bilancu sirovina Turske s EU (15). Koristi se pristup granicnog testa gdje se u fazi odabira modela koristi nova strategija koja osigurava odabir optimalnog modela
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bf987f5487dd77f2858755a481135ed7
https://doi.org/10.1080/1331677x.2011.11517468
https://doi.org/10.1080/1331677x.2011.11517468
Publikováno v:
Statistics. 44:275-290
We give a novel estimator of Mahalanobis distance D 2 between two non-normal populations. We show that it is enormously more efficient and robust than the traditional estimator based on least squares estimators. We give a test statistic for testing t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4f72fb08188a0aa5d5ed4eb9bdaee171
https://doi.org/10.1080/02331880903043223
https://doi.org/10.1080/02331880903043223
Autor:
Moti L. Tiku, M. Qamarul Islam
Publikováno v:
Journal of Applied Statistics. 37:923-943
In a simple multiple linear regression model, the design variables have traditionally been assumed to be non-stochastic. In numerous real-life situations, however, they are stochastic and non-normal. Estimators of parameters applicable to such situat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4eba85d1977d1f779b157f1cc0eb8201
https://doi.org/10.1080/02664760902939612
https://doi.org/10.1080/02664760902939612