The aim of this study was to model the variances and covariances of body weight in Zandi sheep from 60 to 365 days of age using random regression models (RRM). Legendre polynomials of different orders were used to model the direct and maternal covariances. Mean trends were also modeled through a quadratic regression on orthogonal polynomials of age. Homogeneity and heterogeneity of the residual...

the main objective of this article is to present a comparative study of capital assets pricing models (capm) with extrapolating capital assets pricing models (x-capm) of companies admitted in tehran exchange market which is accomplished for the first time by investigators of this research in iran. accordingly, the statistical population under study of this research includes all companies admitt...

The cold climate is a favorable parameter for the development of tension cracks and decrease of rock brittleness. Therefore, this paper attempts to investigate the Hamekasi porous limestone in order to predict the brittleness indices during freeze-thaw cycles. The freeze–thaw test was executed for one cycle including 16 h of freezing, and 8 h of thawing. The geo mechanical properties and brittl...

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 m...

where Y = (y1, · · · , yp) and ỹi = √ σyi,w̃i = wi/σ . These properties are used for the proof of the main results. Note: throughout the supplementary material, when evaluation is taken place at σ = σ̄, sometimes we omit the argument σ in the notation for simplicity. Also we use Y = (y1, · · · , yp) to denote a generic sample and use Y to denote the p× n data matrix consisting of n i.i.d. such sa...

Abstract: A new regression method based on convex correcting procedures over sets of predictors is developed. In contrast to previously developed approach based on minimization of generalized error, the proposed one utilies correcting procedures of maximal correlation with the target value. In the proposed approach a concept of a set of predictors irreducible against target functional is used w...

In this paper, we propose a computationally efficient approach -space(Sparse PArtial Correlation Estimation)- for selecting non-zero partial correlations under the high-dimension-low-sample-size setting. This method assumes the overall sparsity of the partial correlation matrix and employs sparse regression techniques for model fitting. We illustrate the performance of space by extensive simula...