Generalized Additive Model has been considered as a multivariate smoother that appeared recently in Nonparametric Regression Analysis. Thus, this research is devoted to study the mixed situation, i.e. for the phenomena that changes its behaviour from linear (with known functional form) represented in parametric part, to nonlinear (with unknown functional form: here, smoothing spline) represented in nonparametric part of the model. Furthermore, we propose robust semiparametric GAM estimator, which compared with two other existed techniques.
In high-dimensional semiparametric regression, balancing accuracy and interpretability often requires combining dimension reduction with variable selection. This study intro- duces two novel methods for dimension reduction in additive partial linear models: (i) minimum average variance estimation (MAVE) combined with the adaptive least abso- lute shrinkage and selection operator (MAVE-ALASSO) and (ii) MAVE with smoothly clipped absolute deviation (MAVE-SCAD). These methods leverage the flexibility of MAVE for sufficient dimension reduction while incorporating adaptive penalties to en- sure sparse and interpretable models. The performance of both methods is evaluated through simulations using the mean squared error and variable selection cri
... Show MoreIn this paper, wavelets were used to study the multivariate fractional Brownian motion through the deviations of the random process to find an efficient estimation of Hurst exponent. The results of simulations experiments were shown that the performance of the proposed estimator was efficient. The estimation process was made by taking advantage of the detail coefficients stationarity from the wavelet transform, as the variance of this coefficient showed the power-low behavior. We use two wavelet filters (Haar and db5) to manage minimizing the mean square error of the model.
The parameter and system reliability in stress-strength model are estimated in this paper when the system contains several parallel components that have strengths subjects to common stress in case when the stress and strengths follow Generalized Inverse Rayleigh distribution by using different Bayesian estimation methods. Monte Carlo simulation introduced to compare among the proposal methods based on the Mean squared Error criteria.
Abstract:
The models of time series often suffer from the problem of the existence of outliers that accompany the data collection process for many reasons, their existence may have a significant impact on the estimation of the parameters of the studied model. Access to highly efficient estimators is one of the most important stages of statistical analysis, And it is therefore important to choose the appropriate methods to obtain good estimators. The aim of this research is to compare the ordinary estimators and the robust estimators of the estimation of the parameters of
... Show MoreThis work involved the successful synthesis of three new Schiff base complexes, including Ni(II), Mn(II), and Cu(II) complexes. The Schiff base ligand was created by reacting the malonyldihydrazide molecule with naphthaldehyde, and the final step involved reacting the ligand with the corresponding metallic chloride yielding pure target complexes. FTIR, 1 H NMR, 13 C NMR, mass, and UV/Vis spectroscopies were used to comprehensively characterize the produced complexes. These substances have been employed in this study to photo-stabilize polystyrene (PS) and lessen the photo-degradation of its polymeric chains. Several methods, including FTIR, weight loss, viscosity average molecular weight, light and atomic force microscopy, and energy disper
... Show MoreThe multiple linear regression model is an important regression model that has attracted many researchers in different fields including applied mathematics, business, medicine, and social sciences , Linear regression models involving a large number of independent variables are poorly performing due to large variation and lead to inaccurate conclusions , One of the most important problems in the regression analysis is the multicollinearity Problem, which is considered one of the most important problems that has become known to many researchers , As well as their effects on the multiple linear regression model, In addition to multicollinearity, the problem of outliers in data is one of the difficulties in constructing the reg
... Show MoreIn this paper, a robust invisible watermarking system for digital video encoded by MPEG-4 is presented. The proposed scheme provides watermark hidden by embedding a secret message (watermark) in the sprite area allocated in reference frame (I-frame). The proposed system consists of two main units: (i) Embedding unit and (ii) Extraction unit. In the embedding unit, the system allocates the sprite blocks using motion compensation information. The allocated sprite area in each I–frame is used as hosting area for embedding watermark data. In the extraction unit, the system extracts the watermark data in order to check authentication and ownership of the video. The watermark data embedding method is Blocks average modulation applied on RGB dom
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