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Neutrosophic and Information Fusion

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Neutrosophic and Information Fusion
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Volume 4Issue 2PP: 09-17 • 2024

A Novel Comparison between the Ordinary Estimators and Robust Estimators for the Parameters of Some Binary Mixed Models

Ahmad Khaldi 1*
1Mutah University, Faculty of Science, Jordan
* Corresponding Author.
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© 2024 The Author(s). Published by ASPG. This article is licensed under the Creative Commons Attribution 4.0 International License (CC BY 4.0).

Received: January 10, 2024 Accepted: July 04, 2024

Abstract

A condensed study will be done to compare the ordinary estimators. In particular, the maximum likelihood estimator and the robust estimator, to estimate the parameters of the mixed model of order one, namely BARMA (1, 1). Simulation experiments will be applied for varieties of BARMA (1, 1) based on using small, moderate, and large sample sizes, where some new results were obtained. MAPE was used as a statistical criterion for comparison.

Keywords

Binary system Mathematical model Estimator Numerical comparison

References

[1]    Safawi, Safa Yunus. (2005). "Comparison of normal and robust estimators of mixed binary time series models of lower ranks", PhD thesis, Faculty of Computer Science and Mathematics, University of Mosul.

[2]    Abdul-Ahad, Menahel Daniel (2004). "Hippocampal estimation in a First-Order self-regression model". Unpublished master's thesis, Faculty of Computer Science and Mathematics, University of Mosul.

[3]    Martin ,R.D. , (1980) , “ Robust Estimation of Autoregressive Models “ , Indirection in Time Series, eds, D.R. Brillinger & G.C.Tiao , Hayward , C.A. : Institute of Mathmatical Statistics.

[4]    Fox, A.J., (1973)," Outliers in Time Series”, J.R. Statistics Soc. B. 34, 350-363.

[5]    5- Stochinger, N. & Duter, R., (1987)," Robust Time Series Analysis A survey ", Supplement to The J. Kybernetika.

[6]    Zch, J.E., (1979)," Efficiency Robustness Of Generalized M-Estimates For Auto regression & Their Use In Determining Outlier", Ph.D. Dissertation Univ. Washington, seatle, U.S.A.

 

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Khaldi, Ahmad. "A Novel Comparison between the Ordinary Estimators and Robust Estimators for the Parameters of Some Binary Mixed Models." Neutrosophic and Information Fusion, vol. Volume 4, no. Issue 2, 2024, pp. 09-17. DOI: https://doi.org/10.54216/NIF.040202
Khaldi, A. (2024). A Novel Comparison between the Ordinary Estimators and Robust Estimators for the Parameters of Some Binary Mixed Models. Neutrosophic and Information Fusion, Volume 4(Issue 2), 09-17. DOI: https://doi.org/10.54216/NIF.040202
Khaldi, Ahmad. "A Novel Comparison between the Ordinary Estimators and Robust Estimators for the Parameters of Some Binary Mixed Models." Neutrosophic and Information Fusion Volume 4, no. Issue 2 (2024): 09-17. DOI: https://doi.org/10.54216/NIF.040202
Khaldi, A. (2024) 'A Novel Comparison between the Ordinary Estimators and Robust Estimators for the Parameters of Some Binary Mixed Models', Neutrosophic and Information Fusion, Volume 4(Issue 2), pp. 09-17. DOI: https://doi.org/10.54216/NIF.040202
Khaldi A. A Novel Comparison between the Ordinary Estimators and Robust Estimators for the Parameters of Some Binary Mixed Models. Neutrosophic and Information Fusion. 2024;Volume 4(Issue 2):09-17. DOI: https://doi.org/10.54216/NIF.040202
A. Khaldi, "A Novel Comparison between the Ordinary Estimators and Robust Estimators for the Parameters of Some Binary Mixed Models," Neutrosophic and Information Fusion, vol. Volume 4, no. Issue 2, pp. 09-17, 2024. DOI: https://doi.org/10.54216/NIF.040202
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