2 citations · 3 across the 2 of their papers we have counts for
2 papers
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★ 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…