Linear contrasts in one-way classification AR(1) model with gamma innovations
| dc.authorid | , Ozlem/0000-0003-0821-150X | |
| dc.authorscopusid | 6506973358 | |
| dc.authorscopusid | 34970726800 | |
| dc.authorwosid | Senoglu, Birdal/Aag-9300-2020 | |
| dc.authorwosid | Turker Bayrak, Ozlem/Abc-1373-2020 | |
| dc.contributor.author | Senoglu, Birdal | |
| dc.contributor.author | Bayrak, Ozlem Turker | |
| dc.contributor.authorID | 56416 | tr_TR |
| dc.date.accessioned | 2020-04-20T10:27:17Z | |
| dc.date.available | 2020-04-20T10:27:17Z | |
| dc.date.issued | 2016 | |
| dc.department | Çankaya University | en_US |
| dc.department-temp | [Senoglu, Birdal] Ankara Univ, Dept Stat, Fac Sci, Do Gol Caddesi, TR-06100 Ankara, Turkey; [Bayrak, Ozlem Turker] Cankaya Univ, Stat Unit, Ankara, Turkey | en_US |
| dc.description | Ozlem/0000-0003-0821-150X | en_US |
| dc.description.abstract | 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. | en_US |
| dc.description.publishedMonth | 12 | |
| dc.description.woscitationindex | Science Citation Index Expanded | |
| dc.identifier.citation | Senoglu, Birdal; Bayrak, Ozlem Turker, "Linear contrasts in one-way classification AR(1) model with gamma innovations", Hacettepe Journal of Mathematics and Statistics, Vol. 45, No. 6, pp. 17-43-1754, (2016). | en_US |
| dc.identifier.doi | 10.15672/HJMS.20164515996 | |
| dc.identifier.endpage | 1754 | en_US |
| dc.identifier.issn | 2651-477X | |
| dc.identifier.issue | 6 | en_US |
| dc.identifier.scopus | 2-s2.0-85006250756 | |
| dc.identifier.scopusquality | Q3 | |
| dc.identifier.startpage | 1743 | en_US |
| dc.identifier.trdizinid | 486666 | |
| dc.identifier.uri | https://doi.org/10.15672/HJMS.20164515996 | |
| dc.identifier.volume | 45 | en_US |
| dc.identifier.wos | WOS:000392742200009 | |
| dc.identifier.wosquality | Q3 | |
| dc.language.iso | en | en_US |
| dc.publisher | Hacettepe Univ, Fac Sci | en_US |
| dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.scopus.citedbyCount | 1 | |
| dc.subject | Autoregressive Model | en_US |
| dc.subject | Linear Contrasts | en_US |
| dc.subject | Nonnormality | en_US |
| dc.subject | Robustness | en_US |
| dc.subject | Modified Likelihood | en_US |
| dc.subject | Gamma Distribution | en_US |
| dc.title | Linear contrasts in one-way classification AR(1) model with gamma innovations | tr_TR |
| dc.title | Linear Contrasts in One-Way Classification Ar(1) Model With Gamma Innovations | en_US |
| dc.type | Article | en_US |
| dc.wos.citedbyCount | 0 | |
| dspace.entity.type | Publication |
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