Search
7 articles for “Quantile estimation”
-
Parametric Quantile Regression using Quantile-based Asymmetric Family of the Distributions
Abstract: Quantile regression is used for finding the effects of covariates on different quantiles of the response variable. The contribution of this article is to develop a theory of quantile regression using the Quantile-based asymmetric (QBA) family (similar to GAMLSS for mean regression) and then apply the proposed approach for analyzing COVID-19 data. More precisely, we estimate regression quantiles and investigate the asymptotic estimators under a generalized linear modeling framework, but …
Published in Research & Reviews : Journal of Statistics · Vol. 11, Issue 3, 2022 · pp. 54–66 Read article
-
Scaled Box-Cox Quantile Regression Using the Geometric Mean as The Scaling Factor
Abstract: Box-Cox transformation since its proposal has been modified by many authors. It was extended to quantile regression as Box-Cox quantile regression. An option of Box-Cox transformation that doesn’t appear to have been explored much in literature is the scaled Box-Cox transformation. This study extends the Box-Cox quantile regression to accommodate scaling of the response variable using the geometric mean as the scaling factor. A simulation study demonstrates that the scaled …
Published in Research & Reviews : Journal of Statistics · Vol. 10, Issue 3, 2021 · pp. 29–33 Read article
-
Comparison between Generalized Least Square Method and Quantile Regression in Dealing with Heteroscedastic Data
Abstract: Heteroscedastic data arise from a population whose sub-populations have different variabilities from one another. In presence of heteroscedasticity, the OLS estimators no longer remain the BLUEs, giving rise to wider acceptance regions and confidence intervals for the model parameters. The generalized least square technique, specifically weighted least square method is the conventional way of eliminating heteroscedasticity. However, quantile regression can also be used in dealing with this kind of data. …
Published in Research & Reviews : Journal of Statistics · Vol. 7, Issue 3, 2018 · pp. 12–16 Read article
-
Heteroscedasticity in Survey Data and Model Selection based on Weighted Schwarz-Bayesian Information Criterion
Abstract: AbstractThis paper proposed Weighted Schwarz Bayesian Information criterion for the purpose of selecting a best model from various competing models, when heteroscedasticity is present in the survey data. The authors found that the information loss between the true model and fitted models are equally weighted, instead of giving unequal weights. The computation of weights purely depends on the differential entropy of each sample observation and traditional Schwarz Bayesian information criterion …
Published in Research & Reviews : Journal of Statistics · Vol. 2, Issue 3, 2013 · pp. 8–23 Read article
-
Proportion Tests Applied in Assessors’ Selection Under Assumption Break: The Cases of Sensory Fatigue and Learning Process
Abstract: Triangle trials are commonly employed in panelist selection, describing a Binomial distribution. However, assessors can fatigue or develop sensitivity after many trials, which violate constant proportion assumption. This violation could affect some tests obtained from normal distribution interval estimators (TN1, TN2 and TN3), F distribution (TF), Sequential Test (TS) and Poisson approximation with quantile (TP). To evaluate this tests performance, Monte Carlo simulations were performed for 1000 assessors through 5, …
Published in Research & Reviews : Journal of Food Science & Technology · Vol. 10, Issue 1, 2021 · pp. 15–26 Read article
-
On a Generalization of Gumbel-Uniform Distribution
Abstract: In this paper, we introduce a generalization of Gumbel-Uniform distribution namely Marshall-Olkin Gumbel Uniform distribution and its properties are studied in detail. The expressions for survival function, quantile function, hazard function, etc. are derived and the shape properties are explored. The parameters are estimated using maximum likelihood estimation method. The new model is applied to a real data set on breaking stress of carbon fibres and it is established that …
Published in Research & Reviews : Journal of Statistics · Vol. 7, Issue 2, 2018 · pp. 21–26 Read article
-
Marshall-Olkin Exponential Power Distribution and Applications
Abstract: We introduce a new distribution namely Marshall-Olkin Exponential Power Distribution and its properties were studied. The problem of estimation of parameters was considered and validated with respect to a real data on failure times. The stress-strength reliability analysis was also carried out. Average mean square error, Average confidence length, Coverage probability etc. were computed using simulated data. Using the proposed model we developed autoregressive processes with minification structure. Keywords: Marshall-Olkin …
Published in Research & Reviews : Journal of Statistics · Vol. 6, Issue 3, 2017 · pp. 22–33 Read article