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Konu "Least Squares" için İktisat Bölümü Yayın Koleksiyonu listeleme

Konu "Least Squares" için İktisat Bölümü Yayın Koleksiyonu listeleme

Sırala: Sıra: Sonuçlar:

  • 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. 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; 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. ...