Zobrazeno 1 - 10
of 97
pro vyhledávání: '"Moti L. Tiku"'
Publikováno v:
PLoS ONE, Vol 17, Iss 10, p e0276626 (2022)
Osteoarthritis and rheumatoid arthritis are debilitating conditions, affecting millions of people. Both osteoarthritis and rheumatoid arthritis degrade the articular cartilage (AC) at the ends of long bones, resulting in weakened tissue prone to furt
Externí odkaz:
https://doaj.org/article/23c24267c54e4114959f0cf308666f16
Publikováno v:
PLoS ONE, Vol 10, Iss 6, p e0127165 (2015)
Arthritic diseases, such as osteoarthritis and rheumatoid arthritis, inflict an enormous health care burden on society. Osteoarthritis, a degenerative joint disease with high prevalence among older people, and rheumatoid arthritis, an autoimmune infl
Externí odkaz:
https://doaj.org/article/f326bd8f84564f05a8b4d1cac8b3c479
Autor:
Balaraman Madhan, Moti L. Tiku
Publikováno v:
Ageing Research Reviews. 28:62-71
Human life expectancy has been steadily increasing at a rapid rate, but this increasing life span also brings about increases in diseases, dementia, and disability. A global burden of disease 2010 study revealed that hip and knee osteoarthritis ranke
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::22c95e3d0789e4f10951f440ddb266cd
https://doi.org/10.1016/j.arr.2016.04.011
https://doi.org/10.1016/j.arr.2016.04.011
Autor:
Moti L. Tiku, Wing-Keung Wong
Publikováno v:
SSRN Electronic Journal.
Three-moment chi-square and four moment F approximations are given which can be used for testing a unit root in AR(1) model when the innovations have one of a very wide family of symmetric distributions (Student's t).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cae575cf7fd6fa85e27c628c2f84f49c
https://doi.org/10.2139/ssrn.3106610
https://doi.org/10.2139/ssrn.3106610
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
Autor:
Moti L. Tiku, Birdal Şenoğlu
Publikováno v:
Computational Statistics & Data Analysis. 53:3439-3451
Modified maximum likelihood estimators of the unknown parameters in a BIB design under non-normality of error distributions are obtained. They are shown to be more efficient and robust than the traditional least squares estimators. A test statistic f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b51f1ee048c38dbd5fc1a8dff8be84e0
https://doi.org/10.1016/j.csda.2009.02.016
https://doi.org/10.1016/j.csda.2009.02.016
Autor:
Moti L. Tiku, Barış Sürücü
Publikováno v:
Statistics & Probability Letters. 79:984-989
Tiku–Suresh modified maximum likelihood estimators necessitate the assumption of a particular distribution. New forms of the estimators which, like Huber M-estimators, only assume that the distribution is long-tailed symmetric (unspecified) are giv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::004725af9d1b9935b81ab16dc0304cb5
https://doi.org/10.1016/j.spl.2008.12.001
https://doi.org/10.1016/j.spl.2008.12.001
Autor:
Aysen D. Akkaya, Moti L. Tiku
Publikováno v:
Statistics. 42:207-221
Symmetric short-tailed distributions do indeed occur in practice but have not received much attention particularly in the context of autoregression. We consider a family of such distributions and derive the modified maximum likelihood estimators of t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c187f45b8bc2a94c6941ad87c6e684e
https://doi.org/10.1080/02331880701736663
https://doi.org/10.1080/02331880701736663
Autor:
Moti L. Tiku, Aysen D. Akkaya
Publikováno v:
Automatica. 44:407-417
The traditional least squares estimators used in multiple linear regression model are very sensitive to design anomalies. To rectify the situation we propose a reparametrization of the model. We derive modified maximum likelihood estimators and show
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8d7aa00248c157f0a4b780d0758bb9b8
https://doi.org/10.1016/j.automatica.2007.06.029
https://doi.org/10.1016/j.automatica.2007.06.029