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jeasiq-1455
CALCULATION BIASES FOR COEFFICIENTS AND SCALE PARAMETER FOR LINEAR (TYPE 1) EXTREME VALUE REGRESSION MODEL FOR LARGEST VALUES
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Abstract

Characterized by the Ordinary Least Squares (OLS) on Maximum Likelihood for the greatest possible way that the exact moments are known , which means that it can be found, while the other method they are unknown, but approximations to their biases correct to 0(n-1) can be obtained by standard methods. In our research expressions for approximations to the biases of the ML estimators (the regression coefficients and scale parameter) for linear (type 1) Extreme Value Regression Model for Largest Values are presented by using the advanced approach depends on finding the first derivative, second and third.

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Publication Date
Thu Jun 02 2011
Journal Name
Ibn Al-haithem Journal For Pure And Applied Sciences
On modified pr-test double stage shrinkage estimators for estimate the parameters of simple linear regression model
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Publication Date
Fri Dec 01 2017
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
Integration between value chain analysis and balanced scorecard to for performance evaluation
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The performance evaluation process requires a set of criteria and for the purpose of measuring the level of performance achieved by the Unit and the actual level of development of its activities, and in view of the changes and of rapid and continuous variables surrounding the Performance is a reflection of the unit's ability to achieve its objectives, as these units are designed to achieve the objectives of exploiting a range of economic resources available to it, and the performance evaluation process is a form of censorship, focusing on the analysis of the results obtained from the achievement All its activities with a view to determining the extent to which the Unit has achieved its objectives using the resources available to it and h

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Publication Date
Tue Oct 22 2024
Journal Name
Iraqi Statisticians Journal
Inferential Methods for the Dagum Regression Model
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The Dagum Regression Model, introduced to address limitations in traditional econometric models, provides enhanced flexibility for analyzing data characterized by heavy tails and asymmetry, which is common in income and wealth distributions. This paper develops and applies the Dagum model, demonstrating its advantages over other distributions such as the Log-Normal and Gamma distributions. The model's parameters are estimated using Maximum Likelihood Estimation (MLE) and the Method of Moments (MoM). A simulation study evaluates both methods' performance across various sample sizes, showing that MoM tends to offer more robust and precise estimates, particularly in small samples. These findings provide valuable insights into the ana

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Publication Date
Wed Mar 30 2022
Journal Name
Journal Of Economics And Administrative Sciences
Using Quadratic Form Ratio Multiple Test to Estimate Linear Regression Model Parameters in Big Data with Application: Child Labor in Iraq
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              The current paper proposes a new estimator for the linear regression model parameters under Big Data circumstances.  From the diversity of Big Data variables comes many challenges that  can be interesting to the  researchers who try their best to find new and novel methods to estimate the parameters of linear regression model. Data has been collected by Central Statistical Organization IRAQ, and the child labor in Iraq has been chosen as data. Child labor is the most vital phenomena that both society and education are suffering from and it affects the future of our next generation. Two methods have been selected to estimate the parameter

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Publication Date
Wed May 10 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
On Double Stage Shrinkage-Bayesian Estimator for the Scale Parameter of Exponential Distribution
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  This paper is concerned with Double Stage Shrinkage Bayesian (DSSB) Estimator for lowering the mean squared error of classical estimator ˆ q for the scale parameter (q) of an exponential distribution in a region (R) around available prior knowledge (q0) about the actual value (q) as initial estimate as well as to reduce the cost of experimentations.         In situation where the experimentations are time consuming or very costly, a Double Stage procedure can be used to reduce the expected sample size needed to obtain the estimator. This estimator is shown to have smaller mean squared error for certain choice of the shrinkage weight factor y( ) and for acceptance region R. Expression for

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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
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Publication Date
Sun Feb 01 2015
Journal Name
Journal Of Economics And Administrative Sciences
Use of model sales man fuzzy multi-objective linear for speed up and rationing in the transport mechanism used in the General Company for grain Processing
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     Applications of quantitative methods, which had been explicit attention during previous period (the last two centuries) is the method of application sales man or traveling salesman method. According to this interest by the actual need for a lot of the production sectors and companies that distribute their products, whether locally made or the imported for customers or other industry sectors where most of the productive sectors and companies distributed always aspired to (increase profits, imports, the production quantity, quantity of exports. etc. ...) this is the part of the other hand, want to behave during the process of distribution routes that achieve the best or the least or most appropriate.

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Publication Date
Tue Apr 01 2014
Journal Name
Journal Of Economics And Administrative Sciences
A Note on the Hierarchical Model and Power Prior Distribution in Bayesian Quantile Regression
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  In this paper, we investigate the connection between the hierarchical models and the power prior distribution in quantile regression (QReg). Under specific quantile, we develop an expression for the power parameter ( ) to calibrate the power prior distribution for quantile regression to a corresponding hierarchical model. In addition, we estimate the relation between the  and the quantile level via hierarchical model. Our proposed methodology is illustrated with real data example.

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Publication Date
Wed Mar 18 2020
Journal Name
Baghdad Science Journal
Solving Linear Volterra – Fredholm Integral Equation of the Second Type Using Linear Programming Method
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In this paper, a new technique is offered for solving three types of linear integral equations of the 2nd kind including Volterra-Fredholm integral equations (LVFIE) (as a general case), Volterra integral equations (LVIE) and Fredholm integral equations (LFIE) (as special cases). The new technique depends on approximating the solution to a polynomial of degree  and therefore reducing the problem to a linear programming problem(LPP), which will be solved to find the approximate solution of LVFIE. Moreover, quadrature methods including trapezoidal rule (TR), Simpson 1/3 rule (SR), Boole rule (BR), and Romberg integration formula (RI) are used to approximate the integrals that exist in LVFIE. Also, a comparison between those

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Publication Date
Sun Jun 11 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
An Efficient Single Stage Shrinkage Estimator for the Scale parameter of Inverted Gamma Distribution
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 The present  paper agrees  with estimation of scale parameter θ of the Inverted Gamma (IG) Distribution when the shape parameter α is known (α=1), bypreliminarytestsinglestage shrinkage estimators using  suitable  shrinkage weight factor and region.  The expressions for the Bias, Mean Squared Error [MSE] for the proposed estimators are derived. Comparisons between the considered estimator with the usual estimator (MLE) and with the existing estimator  are performed .The results are presented in attached tables.

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