Preferred Language
Articles
/
jeasiq-1112
Nadaraya-Watson Estimator a Smoothing Technique for Estimating Regression Function
...Show More Authors

    The using of the parametric models and the subsequent estimation methods require the presence of many of the primary conditions to be met by those models to represent the population under study adequately, these prompting researchers to search for more flexible models of parametric models and these models were nonparametric models.

    In this manuscript were compared to the so-called Nadaraya-Watson estimator in two cases (use of fixed bandwidth and variable) through simulation with different models and samples sizes.  Through simulation experiments and the results showed that for the first and second models preferred NW with fixed bandwidth for all cases, whether for the third model the results showed a preference NW estimator with variable bandwidth.

Crossref
View Publication Preview PDF
Quick Preview PDF
Publication Date
Thu Dec 01 2016
Journal Name
Journal Of Economics And Administrative Sciences
solving linear fractional programming problems (LFP) by Using denominator function restriction method and compare it with linear transformations method
...Show More Authors

 

Abstract

The use of modern scientific methods and techniques, is considered important topics to solve many of the problems which face some sector, including industrial, service and health. The researcher always intends to use modern methods characterized by accuracy, clarity and speed to reach the optimal solution and be easy at the same time in terms of understanding and application.

the research presented this comparison between the two methods of solution for linear fractional programming models which are linear transformation for Charnas & Cooper , and denominator function restriction method through applied on the oil heaters and gas cookers plant , where the show after reac

... Show More
View Publication Preview PDF
Crossref
Publication Date
Fri Mar 01 2013
Journal Name
Journal Of Economics And Administrative Sciences
Comparison for estimation methods for the autoregressive approximations
...Show More Authors

Abstract

      In this study, we compare between the autoregressive approximations (Yule-Walker equations, Least Squares , Least Squares ( forward- backword ) and Burg’s (Geometric and Harmonic ) methods, to determine the optimal approximation to the time series generated from the first - order moving Average non-invertible process, and fractionally - integrated noise process, with several values for d (d=0.15,0.25,0.35,0.45) for different sample sizes (small,median,large)for two processes . We depend on figure of merit function which proposed by author Shibata in 1980, to determine the theoretical optimal order according to min

... Show More
View Publication Preview PDF
Crossref
Publication Date
Tue Aug 15 2023
Journal Name
Journal Of Economics And Administrative Sciences
Estimating Demand for Imported Food Categories in Iraq
...Show More Authors

Iraq is highly dependent on international markets to provide food for its residents. As imported food prices are highly dependent on crude oil prices in global markets, any shock in oil prices will have an impact on food consumption in the country. As a result, it is essential to study the demand for imported food at every time period. To the best of our knowledge as researchers, as not even a single study is available in the literature, this paper is considered the first to study the demand for imported food groups in Iraq. Therefore, the main objective of this research is to estimate demand elasticities for several imported food categories in Iraq. This study uses an Almost Ideal Demand System model to analyze the demand for imported f

... Show More
View Publication Preview PDF
Crossref
Publication Date
Sat Dec 01 2012
Journal Name
Journal Of Economics And Administrative Sciences
Finding the best estimation of generalized for failure rates by using Simulation
...Show More Authors

The statistical distributions study aimed to obtain on best descriptions  of variable sets phenomena, which each of them got one behavior of that distributions .  The estimation operations study for that distributions considered of important things which could n't canceled in variable behavior study, as result  this research came as trial for reaching to best method for information distribution estimation which is generalized linear failure rate distribution, throughout studying the theoretical sides by depending on statistical posteriori methods  like greatest ability, minimum squares method and Mixing method (suggested method).        

The research

... Show More
View Publication Preview PDF
Crossref
Publication Date
Tue May 01 2012
Journal Name
2012 Second International Conference On Digital Information And Communication Technology And It's Applications (dictap)
The compact Genetic Algorithm for likelihood estimator of first order moving average model
...Show More Authors

Recently Genetic Algorithms (GAs) have frequently been used for optimizing the solution of estimation problems. One of the main advantages of using these techniques is that they require no knowledge or gradient information about the response surface. The poor behavior of genetic algorithms in some problems, sometimes attributed to design operators, has led to the development of other types of algorithms. One such class of these algorithms is compact Genetic Algorithm (cGA), it dramatically reduces the number of bits reqyuired to store the poulation and has a faster convergence speed. In this paper compact Genetic Algorithm is used to optimize the maximum likelihood estimator of the first order moving avergae model MA(1). Simulation results

... Show More
View Publication
Scopus (5)
Scopus Crossref
Publication Date
Wed Jan 01 2014
Journal Name
American Journal Of Mathematics And Statistics
Preliminary Test Single Stage Shrinkage Estimator for the Scale Parameter of Gamma Distribution
...Show More Authors

Publication Date
Sat May 01 2021
Journal Name
Journal Of Physics: Conference Series
Discrete wavelet based estimator for the Hurst parameter of multivariate fractional Brownian motion
...Show More Authors
Abstract<p>In 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.</p>
View Publication
Scopus (5)
Crossref (2)
Scopus Crossref
Publication Date
Mon Mar 03 2025
Journal Name
Internationaljournalof Economicsandfinancestudies
CROSS-SECTIONAL REGRESSION WITH PROXIES: A SEMI-PARAMETRIC METHOD
...Show More Authors

This study investigates asset returns within the Iraq Stock Exchange by employing both the Fama-MacBeth regression model and the Fama-French three-factor model. The research involves the estimation of cross-sectional regressions wherein model parameters are subject to temporal variation, and the independent variables function as proxies. The dataset comprises information from the first quarter of 2010 to the first quarter of 2024, encompassing 22 publicly listed companies across six industrial sectors. The study explores methodological advancements through the application of the Single Index Model (SIM) and Kernel Weighted Regression (KWR) in both time series and cross-sectional analyses. The SIM outperformed the K

... Show More
View Publication
Scopus
Publication Date
Tue Dec 20 2011
Journal Name
المؤتمر الدولي الثالث للاحصائيين العرب
Use a form ARX(p,q) to estimate time series for the Iraqi Economy
...Show More Authors

Due to the lack of statistical researches in studying with existing (p) of Exogenous Input variables, and there contributed in time series phenomenon as a cause, yielding (q) of Output variables as a result in time series field, to form conceptual idea similar to the Classical Linear Regression that studies the relationship between dependent variable with explanatory variables. So highlight the importance of providing such research to a full analysis of this kind of phenomena important in consumer price inflation in Iraq. Were taken several variables influence and with a direct connection to the phenomenon and analyzed after treating the problem of outliers existence in the observations by (EM) approach, and expand the sample size (n=36) to

... Show More
Preview PDF
Publication Date
Tue Apr 02 2024
Journal Name
Advances In Systems Science And Applications
A New Face Swap Detection Technique for Digital Images
...Show More Authors

View Publication
Scopus