Generalized multivariate transmuted Bessel distribution belongs to the family of probability distributions with a symmetric heavy tail. It is considered a mixed continuous probability distribution. It is the result of mixing the multivariate Gaussian mixture distribution with the generalized inverse normal distribution. On this basis, the paper will study a multiple compact regression model when the random error follows a generalized multivariate transmuted Bessel distribution. Assuming that the shape parameters are known, the parameters of the multiple compact regression model will be estimated using the maximum likelihood method and Bayesian approach depending on non-informative prior information. In addition, the Bayes factor was used
... Show MoreThe main problem when dealing with fuzzy data variables is that it cannot be formed by a model that represents the data through the method of Fuzzy Least Squares Estimator (FLSE) which gives false estimates of the invalidity of the method in the case of the existence of the problem of multicollinearity. To overcome this problem, the Fuzzy Bridge Regression Estimator (FBRE) Method was relied upon to estimate a fuzzy linear regression model by triangular fuzzy numbers. Moreover, the detection of the problem of multicollinearity in the fuzzy data can be done by using Variance Inflation Factor when the inputs variable of the model crisp, output variable, and parameters are fuzzed. The results were compared usin
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