Výsledky vyhledávání - "Taha Alshaybawee"

Bayesian Variable Selection For Semiparametric Logistic Regression

Publikováno v: Al-Qadisiyah Journal of Pure Science. 26:44-57

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::4b66bf4f6a8ac359565e155c6e472100
https://doi.org/10.29350/qjps.2021.26.5.1460

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Modified Least Trimmed Quantile Regression to Overcome Effects of Leverage Points

Autor: Mohammed Alguraibawi, Habshah Midi, Taha Alshaybawee

Publikováno v: Mathematical Problems in Engineering, Vol 2020 (2020)

Quantile regression estimates are robust for outliers in y direction but are sensitive to leverage points. The least trimmed quantile regression (LTQReg) method is put forward to overcome the effect of leverage points. The LTQReg method trims higher

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::412e353973094b2d3e3555e3518e40df
https://doaj.org/article/6fe6344009af4b839cd0a90119479e2e

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The single-index support vector regression model to address the problem of high dimensionality

Autor: Sohel Rana, Habshah Midi, Taha Alshaybawee, Waleed Dhhan

Publikováno v: Communications in Statistics - Simulation and Computation. 47:2792-2799

The last few years, the applications of Support Vector Machine (SVM) for solving classification and regression problems have been increasing, due to its high performance and ability to transform the non-linear relationships among variables to linear

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::5c764248d381a9ba74b658b8530eb7d6
https://doi.org/10.1080/03610918.2017.1359290

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Bayesian variable selection and coefficient estimation in heteroscedastic linear regression model

Autor: Taha Alshaybawee, Habshah Midi, Rahim Alhamzawi, Intisar Ibrahim Allyas

Publikováno v: Journal of Applied Statistics. 45:2643-2657

In many real applications, such as econometrics, biological sciences, radio-immunoassay, finance, and medicine, the usual assumption of constant error variance may be unrealistic. Ignoring heteroscedasticity (non-constant error variance), if it is pr

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::711c91822ece1eec4b501cf1b42a837a
https://doi.org/10.1080/02664763.2018.1432576

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New Bayesian Single Index Quantile Regression Based on Uniform Scale Mixture

Autor: Samer Alalaq, Taha Alshaybawee

Publikováno v: Al-Qadisiyah Journal Of Pure Science. 24

To scale back the dimensionality while holding a lot of flexibility of a nonparametric model Wu, et al. (2010) proposed a single index conditional quantile regression model. In this paper, a new Bayesian lasso for single index quantile regression mod

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::bdf28e949b78fd76e9428cfe2b7b67e7
https://doi.org/10.29350/jops.2019.24.4.975

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Bayesian elastic net single index quantile regression

Autor: Taha Alshaybawee, Habshah Midi, Rahim Alhamzawi

Publikováno v: Journal of Applied Statistics. 44:853-871

Single index model conditional quantile regression is proposed in order to overcome the dimensionality problem in nonparametric quantile regression. In the proposed method, the Bayesian elastic net is suggested for single index quantile regression fo

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::f2b678d834f9dfc4f24293654d5b1cf4
https://doi.org/10.1080/02664763.2016.1189515

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