7 citations · 15 across the 14 of their papers we have counts for
9 papers · 1 filter
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…
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…
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…
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…
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…
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…
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…