In this paper, we propose a method using continuous wavelets to study the multivariate fractional Brownian motion through the deviations of the transformed random process to find an efficient estimate of Hurst exponent using eigenvalue regression of the covariance matrix. The results of simulations experiments shown that the performance of the proposed estimator was efficient in bias but the variance get increase as signal change from short to long memory the MASE increase relatively. The estimation process was made by calculating the eigenvalues for the variance-covariance matrix of Meyer’s continuous wavelet details coefficients.

In this research we been estimated the survival function for data suffer from the disturbances and confusion of Iraq Household Socio-Economic Survey: IHSES II 2012 , to data from a five-year age groups follow the distribution of the Generalized Gamma: GG. It had been used two methods for the purposes of estimating and fitting which is the way the Principle of Maximizing Entropy: POME, and method of booting to nonparametric smoothing function for Kernel, to overcome the mathematical problems plaguing integrals contained in this distribution in particular of the integration of the incomplete gamma function, along with the use of traditional way in which is the Maximum Likelihood: ML. Where the comparison on the basis of the method of the Cen

The unstable and uncertain nature of natural rubber prices makes them highly volatile and prone to outliers, which can have a significant impact on both modeling and forecasting. To tackle this issue, the author recommends a hybrid model that combines the autoregressive (AR) and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models. The model utilizes the Huber weighting function to ensure the forecast value of rubber prices remains sustainable even in the presence of outliers. The study aims to develop a sustainable model and forecast daily prices for a 12-day period by analyzing 2683 daily price data from Standard Malaysian Rubber Grade 20 (SMR 20) in Malaysia. The analysis incorporates two dispersion measurements (I

The aim of this paper to find Bayes estimator under new loss function assemble between symmetric and asymmetric loss functions, namely, proposed entropy loss function, where this function that merge between entropy loss function and the squared Log error Loss function, which is quite asymmetric in nature. then comparison a the Bayes estimators of exponential distribution under the proposed function, whoever, loss functions ingredient for the proposed function the using a standard mean square error (MSE) and Bias quantity (M_bias), where the generation of the random data using the simulation for estimate exponential distribution parameters different sample sizes (n=10,50,100) and (N=1000), taking initial

     Recently Tobit  Quantile Regression(TQR) has emerged as an important tool in statistical analysis . in order to improve the parameter estimation in (TQR) we proposed Bayesian hierarchical model with double adaptive elastic net technique  and Bayesian hierarchical model with adaptive ridge regression technique .

 in double adaptive elastic net technique we assume  different penalization parameters  for penalization different regression coefficients in both parameters λ₁and  λ₂  , also in adaptive ridge regression technique we assume different  penalization parameters for penalization different regression coefficients i

The Weibull distribution is considered one of the Type-I Generalized Extreme Value (GEV) distribution, and it plays a crucial role in modeling extreme events in various fields, such as hydrology, finance, and environmental sciences. Bayesian methods play a strong, decisive role in estimating the parameters of the GEV distribution due to their ability to incorporate prior knowledge and handle small sample sizes effectively. In this research, we compare several shrinkage Bayesian estimation methods based on the squared error and the linear exponential loss functions. They were adopted and compared by the Monte Carlo simulation method. The performance of these methods is assessed based on their accuracy and computational efficiency in estimati

Abstract

The multiple linear regression model of the important regression models used in the analysis for different fields of science Such as business, economics, medicine and social sciences high in data has undesirable effects on analysis results . The multicollinearity is a major problem in multiple linear regression. In its simplest state, it leads to the departure of the model parameter that is capable of its scientific properties, Also there is an important problem in regression analysis is the presence of high leverage points in the data have undesirable effects on the results of the analysis , In this research , we present some of

ABSTRUCT

          The main aim of this research has been associated with the study of relationship between competitive intelligence and strategic risk, and to deduct their specific trends, which are interpreted as predicted by research hypotheses according to a review of literature including prior studies. The basic theme  of these hypotheses is related to the probability that declining levels of strategic risk and competitive positions of industrial companies is dependent upon the growing capacity to stay ahead of competitors in the market.

    A purposive non-random

The aim of the thesis is to estimate the partial and inaccessible population groups, which is a field study to estimate the number of drug’s users in the Baghdad governorate for males who are (15-60) years old.

Because of the absence of data approved by government institutions, as well as the difficulty of estimating the numbers of these people from the traditional survey, in which the respondent expresses himself or his family members in some cases. In these challenges, the NSUM Network Scale-Up Method Is mainly based on asking respondents about the number of people they know in their network of drug addicts.

Based on this principle, a statistical questionnaire was designed to