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Yapay Zeka Hızlı Bakış & Çıkarımlar
AI Insight⚡ TL;DR(1 Cümlede Hızlı Çıkarım)
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 normaltheory test.
📌 3 Maddede Bu Makale
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Amaç & Hipotez: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.
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Temel Bulgular & Veri:We also propose a new test statistic for testing linear contrasts.
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Sonuç & Katkı: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 normaltheory test.
🔬Tür:Modelleme & Sayısal Simülasyon
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Autoregressive model · linear contrasts · nonnormality
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 normaltheory test.
Anahtar kelimeler
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Bu Makaleye Atıf Yap
ŞENOĞLU, B., BAYRAK, Ö. T. (2022). Linear contrasts in one-way classication AR(1) model with gamma innovations. Hacettepe Journal of Mathematics and Statistics, Cilt: 45 - Sayı: 6, 1743–1754. https://ajindex.com/articles/530180