activity
20142021
most citedImproving Estimations in Quantile Regression Model with Autoregressive Errors

7 citations · 15 across the 14 of their papers we have counts for

collaborators

16 papers

stat.ME2021

Ridge-Type Shrinkage Estimators in Low and High Dimensional Beta Regression Model with Application in Econometrics and Medicine

Ejaz Ahmed, Reza Arabi Belaghi, Yasin Asar +1

Beta regression model is useful in the analysis of bounded continuous outcomes such as proportions. It is well known that for any regression model, the presence of multicollinearit…

stat.ME2021

Liu Estimator in the Multinomial Logistic Regression Model

Yasin Asar, Murat Erişoğlu

This paper considers the Liu estimator in the multinomial logistic regression model. We propose some different estimators of the biasing parameter. The mean square error (MSE) is c…

math.ST2019

Inference for Two Lomax Populations Under Joint Type-II Censoring

Yasin Asar, R. Arabi Belaghi

Lomax distribution has been widely used in economics, business and actuarial sciences. Due to its importance, we consider the statistical inference of this model under joint type-I…

math.ST2019

Estimation in Weibull Distribution Under Progressively Type-I Hybrid Censored Data

Yasin Asar, R. Arabi Belaghi

In this article, we consider the estimation of unknown parameters of Weibull distribution when the lifetime data are observed in the presence of progressively type-I hybrid censori…

stat.ME2017★ 1 cited

LLASSO: A linear unified LASSO for multicollinear situations

M. Arashi, Y. Asar, B. Yuzbasi

We propose a rescaled LASSO, by premultipying the LASSO with a matrix term, namely linear unified LASSO (LLASSO) for multicollinear situations. Our numerical study has shown that t…

stat.ME2017★ 1 cited

On the stochastic restricted Liu-type maximum likelihood estimator in logistic regression

Jibo Wu, Yasin Asar

In order to overcome multicollinearity, we propose a stochastic restricted Liu-type max- imum likelihood estimator by incorporating Liu-type maximum likelihood estimator (Inan and…

math.ST2017★ 1 cited

Improved Quantile Regression Estimators when the Errors are Independently and Non-identically Distributed

Bahadır Yüzbaşı, Yasin Asar, Ahmet Demiralp +1

In a classical regression model, it is usually assumed that the explanatory variables are independent of each other and error terms are normally distributed. But when these assumpt…

math.ST2017

Liu-type Shrinkage Estimations in Linear Models

Bahadır Yüzbaşı, Yasin Asar, S. Ejaz Ahmed

In this study, we present the preliminary test, Stein-type and positive part Liu estimators in the linear models when the parameter vector is partitioned into two pa…

math.ST2017

Preliminary testing derivatives of a linear unified estimator in the logistic regression model

Yasin Asar, Bahadır Yüzbaşı, Mohammad Arashi +1

Recently, the well known Liu estimator (Liu, 1993) is attracted researcher's attention in regression parameter estimation for an ill conditioned linear model. It is also argued tha…

stat.ME2017★ 2 cited

Efficiency of the principal component Liu-type estimator in logistic regression model

Jibo Wu, Yasin Asar

In this paper we propose a principal component Liu-type logistic estimator by combining the principal component logistic regression estimator and Liu-type logistic estimator to ove…

math.ST2017

On the restricted almost unbiased Liu estimator in the Logistic regression model

Jibo Wu, Yasin Asar, M. Arashi

It is known that when the multicollinearity exists in the logistic regression model, variance of maximum likelihood estimator is unstable. As a remedy, in the context of biased shr…

stat.AP2017★ 7 cited

Improving Estimations in Quantile Regression Model with Autoregressive Errors

Bahadır Yüzbaşı, Yasin Aşar, Şamil Şık +1

An important issue is that the respiratory mortality may be a result of air pollution which can be measured by the following variables: temperature, relative humidity, carbon monox…

math.ST2017★ 2 cited

Pretest and Stein-Type Estimations in Quantile Regression Model

Bahadır Yüzbaşı, Yasin Asar, M. Şamil Şık +1

In this study, we consider preliminary test and shrinkage estimation strategies for quantile regression models. In classical Least Squares Estimation (LSE) method, the relationship…

stat.ME2016★ 1 cited

Liu-type Negative Binomial Regression: A Comparison of Recent Estimators and Applications

Yasin Asar

This paper introduces a new biased estimator for the negative binomial regression model that is a generalization of Liu-type estimator proposed for the linear model in [12]. Since…

stat.ME2015

On Some New Modifications of Ridge Estimators

Yasin Asar, Aşır Genç

Ridge estimator is an alternative to ordinary least square estimator when there is multicollinearity problem. There are many proposed estimators in literature. In this paper, we pr…

math.FA2014

Stancu type generalization of the q-Favard-Szasz operators

Ali Karaisa, Durhasan Turgut Tollu, Yasin Asar

In this paper, we introduce a Stancu type generalization of the q-Favard-Szasz operators, estimate the rates of statistical convergence and study the local approximation properties…