Mohammad Arashi

[ 1 ] - ON SELBERG-TYPE SQUARE MATRICES INTEGRALS

In this paper we consider Selberg-type square matrices integrals with focus on Kummer-beta types I & II integrals. For generality of the results for real normed division algebras, the generalized matrix variate Kummer-beta types I & II are defined under the abstract algebra. Then Selberg-type integrals are calculated underorthogonal transformations.

[ 2 ] - Mixed two-stage derivative estimator for sensitivity analysis

In mathematical modeling, determining most influential parameters on outputs is of major importance. Thus, sensitivity analysis of parameters plays an important role in model validation. We give detailed procedure of constructing a new derivative estimator for general performance measure in Gaussian systems. We will take advantage of using score function and measure-value derivative estimators in…

[ 3 ] - انتخاب متغیر و تشخیص ساختار در بعد بالا برای مدل‌های جمعی خطی-جزیی

In this paper, we introduce a two-step procedure, in the context of high dimensional additive models, to identify nonzero linear and nonlinear components. We first develop a sure independence screening procedure based on the distance correlation between predictors and marginal distribution function of the response variable to reduce the dimensionality of the feature space to a moderate scale. The…

[ 4 ] - برآوردگر جدیدی از نوع لیو اصلاح شده

One way of dealing with the problem of collinearity in linear models, is to make use of the Liu estimator. In this paper, a new estimator by generalizing the modified Liu estimator of Li and Yang (2012) has been proposed. This estimator is constructed based on a prior information of vector parameters in linear regression and the generalized estimator of Akdeniz and Kachiranlar (1995). Using the m…

[ 5 ] - مطالعه رفتار حدی برآوردگرهای انقباضی در مدل رگرسیون تاوانیده با نرم مستطیلی

Penalized estimators for estimating regression parameters have been considered by many authors for many decades. Penalized regression with rectangular norm is one of the mainly used since it does variable selection and estimating parameters, simultaneously. In this paper, we propose some new estimators by employing uncertain prior information on parameters. Superiority of the proposed shrinkage e…

[ 6 ] - برآوردگر انقباضی در توزیع نرمال چند متغیره تحت فضای پارامتر محدود

In this paper we consider of location parameter estimation in the multivariate normal distribution with unknown covariance. Two restrictions on the mean vector parameter are imposed. First we assume that all elements of mean vector are nonnegative, at the second hand assumed only a subset of elements are nonnegative. We propose a class of shrinkage estimators which dominate the minimax estimator …

[ 7 ] - On the Preliminary Test Generalized Liu Estimator with Series of Stochastic Restrictions

[ 8 ] - برآورد انقباضی در مدل‌های رگرسیونی بیضوی مقید

In the restricted elliptical linear model, an approximation for the risk of a general shrinkage estimator of the regression vector-parameter is given. Superiority condition of the shrinkage estimator over the restricted estimator is investigated under the elliptical assumption. It is evident from numerical results that the shrinkage estimator performs better than the unrestricted one i…

[ 9 ] - Generalized Ridge Regression Estimator in Semiparametric Regression Models

In the context of ridge regression, the estimation of ridge (shrinkage) parameter plays an important role in analyzing data. Many efforts have been put to develop skills and methods of computing shrinkage estimators for different full-parametric ridge regression approaches, using eigenvalues. However, the estimation of shrinkage parameter is neglected for semiparametric regression models. The mai…

[ 10 ] - Differenced-Based Double Shrinking in Partial Linear Models

Partial linear model is very flexible when the relation between the covariates and responses, either parametric and nonparametric. However, estimation of the regression coefficients is challenging since one must also estimate the nonparametric component simultaneously. As a remedy, the differencing approach, to eliminate the nonparametric component and estimate the regression coefficients, can be…

[ 11 ] - مطالعه رفتار برآوردگر انقباضی تحت یک قید خطی در مدل رگرسیون تاوانیده

Often, in high dimensional problems, where the number of variables is large the number of observations, penalized estimators based on shrinkage methods have better efficiency than the OLS estimator from the prediction error viewpoint. In these estimators, the tuning or shrinkage parameter plays a deterministic role in variable selection. The bridge estimator is an estimator which simplifies to ri…

[ 12 ] - افزایش مقیاس پارامترهای ژئومکانیکی مخزن با استفاده از روش تابع هسته با پهنای باند تطبیقی و مقایسه آن با نتایج تبدیل موجک

در این مقاله از دو روش تبدیل موجک و روش هسته با پهنای باند تطبیقی به‌عنوان دو رویکرد متفاوت در فرایند افزایش مقیاس پارامترهای ژئومکانیکی مخزن استفاده شده است. ژئومکانیک در زمینه نفتی به بررسی پارامترهای مقاومت فشاری تک‌محوری، مدول یانگ، مدول بالک و مدول برشی برای تعیین کیفیت سنگ مخزن و سنگ پوش و همچنین تاثیر مقاومت سنگ و تنش بر رفتار سازندها در نتیجه فعالیت‌های نفتی می‌پردازد. با استفاده از نگاره…

[ 13 ] - Determination of optimal bandwidth in upscaling process of reservoir data using kernel function bandwidth

Upscaling based on the bandwidth of the kernel function is a flexible approach to upscale the data because the cells will be coarse-based on variability. The intensity of the coarsening of cells in this method can be controlled with bandwidth. In a smooth variability region, a large number of cells will be merged, and vice versa, they will remain fine with severe variability. Bandwidth variation …

[ 14 ] - Shrinkage Estimators of the Probability Density Function Under Association

[ 15 ] - برآوردگرهای جریمه‌شده در مدل رگرسیون کاکس

در تجزیه و تحلیل داده‌های بقای سانسورشده، مدل‌های رگرسیونی کاکس از اهمیت ویژه‌ای برخوردار هستند. با افزایش متغیرها در یک مدل، به منظور دست‌یابی به مدل‌های کاراتر، می‌توان از روش‌های تاوانیده استفاده کرد. در این مقاله، به مروری بر مدل رگرسیون کاکس تاوانیده برای برخی از توابع تاوان معروف پرداخته شده است. هم‌چنین، مجموعه داده‌های پزشکی mgus2 بررسی شده و نشان داده شده که مدل‌های تاوانیده بهتر از رگرس…