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Browsing İktisadi ve İdari Bilimler Fakültesi by Subject "Least Squares"

Browsing İktisadi ve İdari Bilimler Fakültesi by Subject "Least Squares"

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  • Estimation in multivariate nonnormal distributions with stochastic variance function 
    Islam, M. Qamarul (Elsevier Science Bv, 2014-01-01)
    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 ...
  • Mahalanobis distance under non-normality 
    Islam, M. Qamarul (Taylor&Francis LTD, 2010-06)
    We give a novel estimator of Mahalanobis distance D2 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 ...
  • Multiple linear regression model under nonnormality 
    Islam, M. Q.; Tiku, M. L. (2004-10)
    We consider multiple linear regression models under nonnormality. We derive modified maximum likelihood estimators (MMLEs) of the parameters and show that they are efficient and robust. We show that the least squares ...
  • Multiple linear regression model under nonnormality 
    Islam, M. Qamarul; Tiku, Moti L. (2004-10)
    We consider multiple linear regression models under nonnormality. We derive modified maximum likelihood estimators (MMLEs) of the parameters and show that they are efficient and robust. We show that the least squares ...
  • Multiple linear regression model with stochastic design variables 
    Islam, M. Qamarul; Tiku, Moti L. (Routledge Journals, 2010)
    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 ...
  • Nonnormal regression. i. skew distributions 
    Islam, M. Qamarul; Tiku, M. L.; Yıldırım, F. (Marcel Dekker Inc, 2001)
    In a linear regression model of the type y = thetaX + e, it is often assumed that the random error e is normally distributed. In numerous situations, e.g., when y measures life times or reaction times, e typically has a ...
  • Nonnormal Regression.I. Skew Distributions 
    Islam, M. Qamarul; L. Tiku, Moti; Yildirim, F. (2001)
    In a linear regression model of the typey¼ Xþe, it is oftenassumed that the random erroreis normally distributed. Innumerous situations, e.g., whenymeasures life times or reac-tion times,etypically has a skew distribution. ...
  • Regression analysis with a dtochastic design variable 
    Sazak, Hakan; Tiku, Moti L.; S., Hakan; Islam, M. Qamarul (In Statistical Inst, 2006-04)
    In regression models, the design variable has primarily been treated as a nonstochastic variable. In numerous situations, however, the design variable is stochastic. The estimation and hypothesis testing problems in such ...