116 articles for “M-estimator”

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Research ArticleOpen accessIn the abstractFuzzy Parametric of Sample Selection Model Using Heckman Two-Step Estimation ModelsM. S. Lola, A. A. Kamil, M.T. Abu OsmanProblem statement: It is well known that, the standard approach to estimating a sample selection models shows an inconsistent estimation results if the distributional assumption are incorrect. Approach: An important progress in the last decade to develop an alternative to overcome the deficiency is through the used of semi-parametric method. However, the usage of semi-parametric approach still does not cover … …American Journal of Applied Sciences, Vol. 6, Issue 10 · 31 Oct 2009 · 6,764 accessesView PDF Cite

Research ArticleOpen accessIn the abstractTwo-Step Robust Diagnostic Method for Identification of Multiple High Leverage PointsArezoo Bagheri, Habshah Midi, A.H.M. Rahmatullah ImonProblem statement: High leverage points are extreme outliers in the X-direction. In regression analysis, the detection of these leverage points becomes important due to their arbitrary large effects on the estimations as well as multicollinearity problems. Mahalanobis Distance (MD) has been used as a diagnostic tool for identification of outliers in multivariate analysis where it finds the distance between normal … …Journal of Mathematics and Statistics, Vol. 5, Issue 2 · 30 Jun 2009 · 8,306 accessesView PDF Cite

Research ArticleOpen accessIn the abstractThe Estimation of Logistic Probability Model of Binomial Data: Simulation ComparisonZaki. J. Al- Sarraf, Faris M. Al- Athari, Hilmi F. KittaniProperties of various types of estimators of the regression coefficients in linear logistic regression models were considered. The estimators include those based on maximum likelihood, minimum chi-square and weighted least squares. The results of a large scale simulation investigation evaluating the moment properties of the estimators are presented for the case of logistic model with a single explanatory variable. …Journal of Mathematics and Statistics, Vol. 4, Issue 2 · 30 Jun 2008 · 6,690 accessesView PDF Cite

Research ArticleOpen accessIn the abstractLinear Smoothing of Noisy Spatial Temporal SeriesValter Di Giacinto, Ian dryden, Luigi ippoliti, Luca RomagnoliThe main objective of the study is the development of a linear filter to extract the signal from a spatio-temporal series affected by measurement error. We assume that the evolution of the unobservable signal can be modelled by a space time autoregressive process. In its vectorial form, the model admits a state space representation allowing the direct application of the … …Journal of Mathematics and Statistics, Vol. 1, Issue 4 · 31 Dec 2005 · 6,311 accessesView PDF Cite

Research ArticleOpen accessIn the abstractSystem Availability in the Presence of Estimating Common-cause Time-varying Failure RatesM. A. El-Damcese, Kh. A. Abd AlttifThis study presents a method for calculating the availability of a system depicted by availability block diagram, with identically distributed components, in the presence of estimating common cause hazard, we use the Marshall and Olkin formulation of the multivariate exponential distribution. That is, the components are subject to failure by Poisson failure processes that govern simultaneous failure of a specific … …American Journal of Applied Sciences, Vol. 2, Issue 4 · 30 Apr 2005 · 6,732 accessesView PDF Cite

Research ArticleOpen accessIn the abstractRobust Outlier Detection in Linear RegressionNethal K. Jajo, Xizhi WuNew methodology of robust outlier detection based on Robustly Studentized Robust Residuals (RSRR) examination is well established in linear regression analysis. Two new robust location estimators of linear regression parameters are developed in simple and multiple cases. Based on these robust estimators we obtain RSRR. We used RSRR to derive a new measure of distance to be used in outlier … …American Journal of Applied Sciences, Vol. 1, Issue 2 · 30 Jun 2004 · 6,933 accessesView PDF Cite