2 citations · 7 across the 9 of their papers we have counts for
5 papers · 2 filters
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…
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…
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…
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…
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…