Results 101 to 110 of about 551 (134)

A New Mixed Biased Estimator for Ill-Conditioning Challenges in Linear Regression Model With Chemometrics Applications. [PDF]

Anal Sci Adv
Amin M, Aljeddani SMA, Akram MN, Yasmeen S.   +3 more
europepmc   +1 more source

Shrinkage estimators in zero-inflated Bell regression model with application

We propose Stein-type estimators for zero-inflated Bell regression models by incorporating information on model parameters. These estimators combine the advantages of unrestricted and restricted estimators.
Algamal, Zakariya Yahya, Bevrani, Hossein, Seifollahi, Solmaz   +2 more
core  

A new modified biased estimator for Zero inflated Poisson regression model. [PDF]

Heliyon
Zeeshan M, Khan A, Amanullah M, Bakr ME, Alshangiti AM, Balogun OS, Yusuf M.   +6 more
europepmc   +1 more source

Front Matter [PDF]

, 2017
Editors, JMASM
core   +1 more source

Chemometrics validation of adsorption process economy: Case study of acetaminophen removal onto quail eggshell adsorbents [PDF]

ADEKOLA, F.A, Amone, Kelvin, Bankole, Deborah, Bello, O.S., INYINBOR, A.A, Lukman, A. F., Oreofe, Toyin Adedayo   +6 more
core  

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On the preliminary test Kibria-Lukman estimator for the linear regression model

Communications in Statistics Part B: Simulation and Computation
Kibria and Lukman introduced the Kibria-Lukman estimator, which in some circumstances performs better than the ridge estimator. In this study, we combined the idea of the Kibria-Lukman estimator with the preliminary test method to produce the preliminary
B M Golam Kibria, Jibo Wu
exaly   +3 more sources

Comparisons Among the Preliminary Test Kibria-Lukman Estimator Based on Three Large Sample Tests in the Linear Regression Model

Proceedings of the 2023 6th International Conference on Machine Learning and Natural Language Processing, 2023
The Preliminary Test Kibria-Lukman Estimator (PTKLE), which is based on the Wald (W), Likelihood Ratio (LR), and Lagrangian Multiplier (LM) tests, is offered in this study when it is believed that the regression parameter may be restricted to a subspace.
Jibo Wu
exaly   +3 more sources

On the jackknife Kibria-Lukman estimator for the linear regression model

Communications in Statistics - Simulation and Computation, 2021
The linear regression model explores the relationship between the dependent variable and the independent variables. The ordinary least squared estimator (OLSE) is widely applicable to estimate the parameters of the model.
F. Ugwuowo, Henrietta Ebele Oranye, K. C. Arum   +2 more
semanticscholar   +2 more sources

A robust Kibria–Lukman estimator for linear regression model to combat multicollinearity and outliers

Concurrency and Computation: Practice and Experience, 2022
To circumvent the problem of multicollinearity in regression models, a ridge‐type estimator is recently proposed in the literature, which is named as the Kibria–Lukman estimator (KLE).
Abdul Majid, Shakeel Ahmad, Muhammad Shahzad Aslam, Muhammad Kashif   +3 more
semanticscholar   +2 more sources

Modified jackknife Kibria–Lukman estimator for the Poisson regression model

Concurrency and Computation: Practice and Experience, 2021
Poisson regression is one of the methods to analyze count data and, the regression parameters are usually estimated using the maximum likelihood (ML) method. However, the ML method is sensitive to multicollinearity. Multicollinearity occurs when there is
Henrietta Ebele Oranye, F. Ugwuowo
semanticscholar   +2 more sources