Scopus İndeksli Yayınlar Koleksiyonu

Permanent URI for this collectionhttps://hdl.handle.net/20.500.12416/8651

Browse

Filters

20161

Settings

Author: search.filters.author.Bayrak, Ozlem TurkerSubject: search.filters.subject.Modified Likelihood

Search Results

Now showing 1 - 1 of 1
  • Article
    Citation - Scopus: 1
    Linear Contrasts in One-Way Classification Ar(1) Model With Gamma Innovations
    (Hacettepe Univ, Fac Sci, 2016) Senoglu, Birdal; Bayrak, Ozlem Turker
    In this study, the explicit estimators of the model parameters in oneway classification AR(1) model with gamma innovations are derived by using modified maximum likelihood (MML) methodology. We also propose a new test statistic for testing linear contrasts. Monte Carlo simulation results show that the MML estimators have higher efficiencies than the traditional least squares (LS) estimators and the proposed test has much better power and robustness properties than the normal theory test.