Results 1 to 10 of about 12,224 (267)
In this paper we present estimated generalized least squares (EGLS) estimator for the coefficient vector β in the linear regression model y = βX + ε, where disturbance term can be heteroskedastic.
Alfredas Račkauskas, Danas Zuokas
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On the Least Trimmed Squares Estimator [PDF]
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David M. Mount +4 more
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On the least trimmed squares estimators for JS circular regression model
The least trimmed squares (LT S) estimation has been successfully used in the robust linear regression models. This paper, extends the LT S estimation to the JS circular regression model.
Shokrya Saleh Alshiqaq
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Comparison of Least Squares and Some Bias Estimators in Multicollinearity
The aim of this study is to compare the least squares (LS) method that lost its function in the case of multicollinearity in regression methods with Ridge Regression (RR) and Principal Components Regression (PCR) which are bias estimators.
Furkan Yılmaz +3 more
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Robust Estimations of Survival Function for Weibull Distribution
The aim of this study is to estimate the robust survival function for the Weibull distribution. Since the survival function of Weibull distribution is based on the parameters, we consider two robust and explicit Weibull parameter estimators proposed by ...
Derya Karagöz, Nihal Ata Tutkun
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This paper studies a heteroscedastic partially linear regression model in which the errors are asymptotically almost negatively associated (AANA, in short) random variables with not necessarily identical distribution and zero mean.
Yu Zhang, Xinsheng Liu, Mohamed Sief
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Parameters Estimation for the Unit log-log Distribution
In this paper, point estimation problem of two unknown parameters of the unit log-log distribution is examined. For point estimation, six methods of estimate such as maximum likelihood, maximum product spacing, Anderson-Darling, least squares, weighted ...
Yener Ünal +3 more
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Stochastic Lotka–Volterra model driven by small α-stable noises is used to describe population dynamics perturbed by random environment. However, parameters in the model are always unknown.
Chao Wei, Yan Wei, Yingying Zhou
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Estimation of parameters of a harmonic chirp model
Here, we address the problem of estimation of the parameters of a harmonic chirp model, often encountered in speech and music applications. This model was introduced recently by Christensen and Jensen [1] as an extension of a standard harmonic model.
Rhythm Grover, Debasis Kundu, Amit Mitra
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Sensitivity analysis in linear models
In this work, we consider the general linear model or its variants with the ordinary least squares, generalised least squares or restricted least squares estimators of the regression coefficients and variance.
Liu Shuangzhe, Ma Tiefeng, Liu Yonghui
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