12 citations · 14 across the 10 of their papers we have counts for
7 papers · 1 filter
Nonparametric Tests in Linear Model with Autoregressive Errors
Olcay Arslan, Yesim Güney, Jana Jureckova +1
In the linear regression model with possibly autoregressive errors, we propose a family of nonparametric tests for regression under a nuisance autoregression. The tests avoid the e…
Conditional Maximum Lq-Likelihood Estimation for Regression Model with Autoregressive Error Terms
Yesim Guney, Yetkin Tuac, Senay Ozdemir +1
In this article, we consider the parameter estimation of regression model with pth order autoregressive (AR(p)) error term. We use the Maximum Lq-likelihood (MLq) estimation method…
Joint Modelling of Location, Scale and Skewness Parameters of the Skew Laplace Normal Distribution
Fatma Zehra Doğru, Olcay Arslan
In this article, we propose joint location, scale and skewness models of the skew Laplace normal (SLN) distribution as an alternative model for joint modelling location, scale and…
On the Robustness and Asymptotic Properties for Maximum Likelihood Estimators of Parameters in Exponential Power and its Scale Mixture Form Distributions
Mehmet Niyazi Cankaya, Olcay Arslan
The normality assumption on data set is very restrictive approach for modelling. The generalized form of normal distribution, named as an exponential power (EP) distribution, and i…
Double Reweighted Estimators for the Parameters of the Multivariate t Distribution
Fatma Zehra Doğru, Y. Murat Bulut, Olcay Arslan
The t-distribution has many useful applications in robust statistical analysis. The parameter estimation of the t-distribution is carried out using ML estimation method, and the ML…
Finite Mixtures of Multivariate Skew Laplace Distributions
Fatma Zehra Doğru, Y. Murat Bulut, Olcay Arslan
In this paper, we propose finite mixtures of multivariate skew Laplace distributions to model both skewness and heavy-tailedness in the heterogeneous data sets. The maximum likelih…