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Showing 4 results for Bevrani
Narges Najafi, Hossein Bevrani, Volume 4, Issue 1 (9-2010)
Abstract
This paper is devoted to compute the sample size for estimation of Normal distribution mean with Bayesian approach. The Quadratic loss function is considered and three criterions are applied to obtain p- tolerance regions with the lowest posterior loss. These criterions are: average length, average coverage and worst outcome. The proposed methodology is examined, and its effectiveness is shown.
Meysam Mohammadpour, Hossein Bevrani, Reza Arabi Belaghi, Volume 15, Issue 1 (9-2021)
Abstract
Wind speed probabilistic distributions are one of the main wind characteristics for the evaluation of wind energy potential in a specific region. In this paper, 3-parameter Log-Logistic distribution is introduced and it compared with six used statistical models for the modeling the actual wind speed data reported of Tabriz and Orumiyeh stations in Iran. The maximum likelihood estimators method via Nelder–Mead algorithm is utilized for estimating the model parameters. The flexibility of proposed distributions is measured according to the coefficient of determination, Chi-square test, Kolmogorov-Smirnov test, and root mean square error criterion. Results of the analysis show that 3-parameter Log-Logistic distribution provides the best fit to model the annual and seasonal wind speed data in Orumiyeh station and except summer season for Tabriz station. Also, wind power density error is estimated for the proposed different distributions.
Zahra Zandi, Hossein Bevrani, Volume 16, Issue 2 (3-2023)
Abstract
This paper suggests Liu-type shrinkage estimators in linear regression model in the presence of multicollinearity under subspace information. The performance of the proposed estimators is compared to Liu-type estimator in terms of their relative efficiency via a Monte Carlo simulation study and a real data set. The results reveal that the proposed estimators outperform better than the Liu-type estimator.
Nasrin Noori, Hossein Bevrani, Volume 17, Issue 2 (2-2024)
Abstract
The prevalence of high-dimensional datasets has driven increased utilization of the penalized likelihood methods. However, when the number of observations is relatively few compared to the number of covariates, each observation can tremendously influence model selection and inference. Therefore, identifying and assessing influential observations is vital in penalized methods. This article reviews measures of influence for detecting influential observations in high-dimensional lasso regression and has recently been introduced. Then, these measures under the elastic net method, which combines removing from lasso and reducing the ridge coefficients to improve the model predictions, are investigated. Through simulation and real datasets, illustrate that introduced influence measures effectively identify influential observations and can help reveal otherwise hidden relationships in the data.
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