Islam, M.Qamarul

Islam, M.Qamarul

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https://hdl.handle.net/20.500.12416/8997

Name Variants

Islam, M. Qamarul
Islam, MQ

Job Title

Prof. Dr.

Main Affiliation

İktisadi ve İdari Birimler Fakültesi

Status

Former Staff

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Sustainable Development Goals

13

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0

Research Products

8

DECENT WORK AND ECONOMIC GROWTH

3

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3

GOOD HEALTH AND WELL-BEING

0

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15

LIFE ON LAND

0

Research Products

17

PARTNERSHIPS FOR THE GOALS

0

Research Products

14

LIFE BELOW WATER

0

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4

QUALITY EDUCATION

0

Research Products

11

SUSTAINABLE CITIES AND COMMUNITIES

0

Research Products

6

CLEAN WATER AND SANITATION

0

Research Products

10

REDUCED INEQUALITIES

3

Research Products

9

INDUSTRY, INNOVATION AND INFRASTRUCTURE

3

Research Products

12

RESPONSIBLE CONSUMPTION AND PRODUCTION

0

Research Products

2

ZERO HUNGER

1

Research Products

1

NO POVERTY

0

Research Products

7

AFFORDABLE AND CLEAN ENERGY

0

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5

GENDER EQUALITY

0

Research Products

16

PEACE, JUSTICE AND STRONG INSTITUTIONS

0

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This researcher does not have a Scopus ID.

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Scholarly Output

19

Articles

19

Views / Downloads

1305/267

Supervised MSc Theses

0

Supervised PhD Theses

0

WoS Citation Count

208

Scopus Citation Count

225

WoS h-index

7

Scopus h-index

7

Patents

0

Projects

0

WoS Citations per Publication

10.95

Scopus Citations per Publication

11.84

Open Access Source

5

Supervised Theses

0

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Journal	Count
Communications in Statistics - Theory and Methods	4
Journal of Applied Statistics	2
Economic Research-Ekonomska Istraživanja	2
International Statistical Review	1
Journal of Business Economics and Finance	1

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Scholarly Output Search Results

Now showing 1 - 10 of 19

Nonnormal Regression.I. Skew Distributions
(2001) Islam, M. Qamarul; L. Tiku, Moti; Yildirim, F.
In a linear regression model of the typey¼ Xþe, it is oftenassumed that the random erroreis normally distributed. Innumerous situations, e.g., whenymeasures life times or reac-tion times,etypically has a skew distribution. We considertwo important families of skew distributions, (a) Weibull withsupport IR:ð0,1Þon the real line, and (b) generalised logisticwit hsupport IR:ð 1,1Þ. Since the maximum likelihoodestimators are intractable in these situations, we derivemodified likelihood estimators which have explicit algebraicforms and are, therefore, easy to compute. We show that theseestimators are remarkably efficient, and robust. We develophypothesis testing procedures and give a real life example
Citation - WoS: 18
Citation - Scopus: 18
Estimation in Bivariate Nonnormal Distributions With Stochastic Variance Functions
(Elsevier Science Bv, 2008) Tiku, Moti L.; Islam, M. Qamarul; Sazak, Hakan S.
Data sets in numerous areas of application can be modelled by symmetric bivariate nonnormal distributions. Estimation of parameters in such situations is considered when the mean and variance of one variable is a linear and a positive function of the other variable. This is typically true of bivariate t distribution. The resulting estimators are found to be remarkably efficient. Hypothesis testing procedures are developed and shown to be robust and powerful. Real life examples are given. (C) 2007 Elsevier B.V. All rights reserved.
Citation - WoS: 4
Citation - Scopus: 6
Mahalanobis Distance Under Non-Normality
(Taylor & Francis Ltd, 2010) Tiku, Moti L.; Islam, M. Qamarul; Qumsiyeh, Sahar B.
We give a novel estimator of Mahalanobis distance D2 between two non-normal populations. We show that it is enormously more efficient and robust than the traditional estimator based on least squares estimators. We give a test statistic for testing that D2=0 and study its power and robustness properties.
Citation - WoS: 1
Citation - Scopus: 2
Sample Design and Allocation for Random Digit Dialling
(Springer, 2005) Ayhan, HO; Islam, MQ
Sample design and sample allocation methods are developed for random digit dialling in household telephone surveys. The proposed method is based on a two-way stratification of telephone numbers. A weighted probability proportional to size sample allocation technique is used, with auxiliary variables about the telephone coverage rates, within local telephone exchanges of each substrata. This makes the sampling design nearly "self-weighting" in residential numbers when the prior information is well assigned. A computer program generates random numbers for the local areas within the existing phone capacities. A simulation study has shown greater sample allocation gain by the weighted probabilities proportional to size measures over other sample allocation methods. The amount of dialling required to obtain the sample is less than for proportional allocation. A decrease is also observed on the gain in sample allocation for some methods through the increasing sample sizes.
Citation - WoS: 27
Citation - Scopus: 29
Nonnormal Regression. I. Skew Distributions
(Taylor & Francis inc, 2001) Islam, MQ; Tiku, ML; Yildirim, F
In a linear regression model of the type y = thetaX + e, it is often assumed that the random error e is normally distributed. In numerous situations, e.g., when y measures life times or reaction times, e typically has a skew distribution. We consider two important families of skew distributions, (a) Weibull with support IR: (0, infinity) on the real line, and (b) generalised logistic with support IR: (-infinity, infinity). Since the maximum likelihood estimators are intractable in these situations, we derive modified likelihood estimators which have explicit algebraic forms and are, therefore, easy to compute. We show that these estimators are remarkably efficient, and robust. We develop hypothesis testing procedures and give a real life example.
Citation - WoS: 4
Citation - Scopus: 4
Estimation in Multivariate Nonnormal Distributions With Stochastic Variance Function
(Elsevier Science Bv, 2014) Islam, M. Qamarul
In this paper the problem of estimation of location and scatter of multivariate nonnormal distributions is considered. Estimators are derived under a maximum likelihood setup by expressing the non-linear likelihood equations in the linear form. The resulting estimators are analytical expressions in terms of sample values and, hence, are easily computable and can also be manipulated analytically. These estimators are found to be remarkably more efficient and robust as compared to the least square estimators. They also provide more powerful tests in testing various relevant statistical hypotheses. (C) 2013 Elsevier B.V. All rights reserved.
Citation - WoS: 2
Citation - Scopus: 1
Impact of Exchange Rate and Customs Union on Trade Balance at Commodity Level of Turkey With Eu (15)
(Routledge Journals, Taylor & Francis Ltd, 2011) Islam, M. Qamarul; Yazici, Mehmet
This paper investigates the short-run and long-run impact of exchange rate and customs union on the trade balance at commodity-group level of Turkey with EU (15). Bounds testing approach is employed where a new strategy in the model selection phase is odopted ensuring that optimal model is selected from those models satisfying both diagnostics and cointegration. Results indicate that in the short-run exchange rate matters in determination of trade balance of 13 commodity groups out of 21 and customs union in 8 cases. Pattern of response of trade balance to exchange rate does not suggest a J-curve effect in any of cases. As for the long-run effect, neither exchange rate nor customs union has a statistically significant effect on trade balance of any of commodity groups, suggesting that those significant short-run effects don't last into long-run.
Exchange Rate And Bilateral Trade Balance Of Turkey With EU (15) Countries
(2014) Yazıcı, Mehmet; Islam, M. Qamarul
This paper investigates the short-run and long-run impact of real exchange rate on the bilateral trade balance of Turkey with EU (15) countries. We’ve employed the bounds testing approach to the cointegration and the error correction modeling. Following Yazici and Islam (2011a, 2011b, 2012) and Yazici (2012), we select the optimal model from the set of those models that satisfy both diagnostic tests and cointegration. Thus, unlike the other studies, it is ensured that a statistically reliable and cointegrated model is picked up for estimation. Based on the quarterly data for 1982-I to 2001-IV period, estimation results indicate no evidence of J-curve in the short run in any of Turkey’s bilateral trade with EU(15) countries. In the long run, however, real depreciation of Turkish Lira improves the trade balance of Turkey with Austria, Denmark, France, Ireland, Italy, Sweden and UK.
Citation - WoS: 20
Citation - Scopus: 22
Regression Analysis With a Dtochastic Design Variable
(Wiley, 2006) Sazak, HS; Tiku, ML; Islam, MQ
In regression models, the design variable has primarily been treated as a nonstochastic variable. In numerous situations, however, the design variable is stochastic. The estimation and hypothesis testing problems in such situations are considered. Real life examples are given.
Citation - WoS: 1
Citation - Scopus: 1
Model Selection Uncertainties and Model Averaging in Autoregressive Time Series Models
(Isoss Publ, 2012) Islam, M. Qamarul; Yazıcı, Mehmet; Yazici, Mehmet; Islam, M.Qamarul; İktisat
Selecting the correct lag order is necessary in order to avoid model specification errors in autoregressive (AR) time series models. Here we explore the problem of lag order selection in such models. This study provides an in-depth but easy understanding of the model selection mechanism to the practitioners in various fields of applied research. Several interesting findings are reported and through these the pitfalls of the model selection procedures are exposed. In particular, we show that the whole exercise of model selection and subsequent statistical inference invariably depends upon unknown entities, namely the true values of parameters in the model. The model averaging technique is proposed as an alternative to the common practice of model selection and it is shown that, as a result, the properties of post-model-selection estimates substantially improve.

Islam, M.Qamarul

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Sustainable Development Goals

13

CLIMATE ACTION

0

Research Products

8

DECENT WORK AND ECONOMIC GROWTH

3

Research Products

3

GOOD HEALTH AND WELL-BEING

0

Research Products

15

LIFE ON LAND

0

Research Products

17

PARTNERSHIPS FOR THE GOALS

0

Research Products

14

LIFE BELOW WATER

0

Research Products

4

QUALITY EDUCATION

0

Research Products

11

SUSTAINABLE CITIES AND COMMUNITIES

0

Research Products

6

CLEAN WATER AND SANITATION

0

Research Products

10

REDUCED INEQUALITIES

3

Research Products

9

INDUSTRY, INNOVATION AND INFRASTRUCTURE

3

Research Products

12

RESPONSIBLE CONSUMPTION AND PRODUCTION

0

Research Products

2

ZERO HUNGER

1

Research Products

1

NO POVERTY

0

Research Products

7

AFFORDABLE AND CLEAN ENERGY

0

Research Products

5

GENDER EQUALITY

0

Research Products

16

PEACE, JUSTICE AND STRONG INSTITUTIONS