تقدير ندرايا واتسن المرجح لدالة متوسط الانحدار

In this paper, the estimation of the regression mean using the Reweighted Nadaraya-Watson (RNW) estimator has been considered. The RNW is a modification of the Nadaraya-Watson (NW) estimator in order to obtain some more refinement estimator. We have considered some conditions under which the asymptotic normality of the proposed estimator has been derived. Then we generalized this result to the multivariate case by considering the estimation of the regression mean at distinct points.تقدير ندرايا واتسن المرجح لدالة متوسط الانحدا

تقدير دالة معدل المخاطرة باستخدام ويبل كرنال

In this paper, we define the Weibull kernel and use it to nonparametric estimation of the probability density function (pdf) and the hazard rate function for independent and identically distributed (iid) data. The bias, variance and the optimal bandwidth of the proposed estimator are investigated. Moreover, the asymptotic normality of the proposed estimator is investigated. The performance of the proposed estimator is tested using simulation study and real data.تقدير دالة معدل المخاطرة باستخدام ويبل كرنا

تحديد نماذج المتسلسلات الزمنية الدورية ذاتية الانحدار متوسطات المتحركة باستخدام R

Periodic autoregressive moving average PARMA process extend the classical autoregressive moving average ARMA process by allowing the parameters to vary with seasons. Model identification is the identification of a possible model based on an available realization, i.e., determining the type of the model with appropriate orders. The Periodic Autocorrelation Function (PeACF) and the Periodic Partial Autocorrelation Function (PePACF) serve as useful indicators of the correlation or of the dependence between the values of the series so that they play an important role in model identification. The identification is based on the cut-off property of the Periodic Autocorrelation Function (PeACF). We derive an explicit expression for the asymptotic variance of the sample PeACF to be used in establishing its bands. Therefore, we will get in this study a new structure of the periodic autocorrelation function which depends directly to the variance that will derived to be used in establishing its bands for the PMA process over the cut-off region and we have studied the theoretical side and we will apply some simulated examples with R which agrees well with the theoretical results.تحديد نماذج المتسلسلات الزمنية الدورية ذاتية الانحدار متوسطات المتحركة باستخدام

تقدير النواة المحسن لدالة المئينات الشرطية

In this paper, we define the adaptive kernel estimation of the conditional distribution function (cdf) for independent and identically distributed (iid) data using varying bandwidth. The bias, variance and the mean squared error of the proposed estimator are investigated. Moreover, the asymptotic normality of the proposed estimator is investigated. The results of the simulation study show that the adaptive kernel estimation of the conditional quantiles with varying bandwidth have better performance than the kernel estimations with fixed bandwidth.تقدير النواة المحسن لدالة المئينات الشرطي

مقدر ندارايا واتسن الموزون المعدل لدالة المئينات الشرطية باستخدام نوافذ متغيرة

In this paper, we define the adaptive Weighted Nadaraya-Watson estimation (AWNW) of the conditional distribution function (cdf) for independent and identically distributed (iid) data using varying bandwidth. The asymptotic normality of the proposed estimator is investigated. The results of the simulation studies show that the proposed estimation have better performance than the Weighted Nadaraya-Watson estimation with fixed bandwidthمقدر ندارايا واتسن الموزون المعدل لدالة المئينات الشرطية باستخدام نوافذ متغير