Nonnegative Minimum Biased Quadratic Estimation in the Linear Regression Models

Robust Estimation in Linear Regression with Molticollinearity and Sparse Models

‎One of the factors affecting the statistical analysis of the data is the presence of outliers‎. ‎The methods which are not affected by the outliers are called robust methods‎. ‎Robust regression methods are robust estimation methods of regression model parameters in the presence of outliers‎. ‎Besides outliers‎, ‎the linear dependency of regressor variables‎, ‎which is called multicollinearity...

On the Linear Quadratic Minimum-fuel Problem

E.I.Verriest and F.L.Lewis have presented in [1] a new method to approach the minimum-time control of linear continous-time systems avoiding the Bang-Bang control. Their method relied on the optimization of a cost including time energy and precisions terms. Then, N.Elalami and N.Znaidi [2], extended these results to the discrete-time linear systems. The objective of this work is to propose an a...

Minimum Message Length Ridge Regression for Generalized Linear Models

This paper introduces an information theoretic model selection and ridge parameter estimation criterion for generalized linear models based on the minimum message length principle. The criterion is highly general in nature, and handles a range of target distributions, including the normal, binomial, Poisson, geometric and gamma distributions. Estimation of the regression parameters, the ridge h...

Minimum Distance Estimation of Randomly Censored Regression Models with Endogeneity

This paper proposes minimum distance estimation procedures for the slope coefficients and location parameter in randomly censored regression models that are used in duration and competing risk models. The proposed procedure generalizes existing work in terms of weakening the restrictions imposed on the distribution of the error term and the censoring variable. Examples of such generalizations i...

Comparing The ANN And Linear Regression In Estimation Of The Growth Model (The Case Of MENA)