Browsing Research Articles (Statistics) by UP Author "Arashi, Mohammad"

Browsing Research Articles (Statistics) by UP Author "Arashi, Mohammad"

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  • Advances in Wishart type modeling for channel capacity 
    Ferreira, Johannes Theodorus; Bekker, Andriette, 1958-; Arashi, Mohammad (National Statistical Institute of Portugal, 2020-07)
    This paper paves the way when the assumption of normality is challenged within the wireless communications systems arena. Innovative results pertaining to the distributions of quadratic forms and their associated eigenvalue ...
  • Beta regression in the presence of outliers – a wieldy Bayesian solution 
    Van Niekerk, Janet; Bekker, Andriette, 1958-; Arashi, Mohammad (Sage, 2019-12)
    Real phenomena often leads to challenges in data. One of these is outliers or influential values. Especially in a small sample, these values can have a major influence on the modeling process. In the beta regression ...
  • Bimatrix variate beta type IV distribution : relation to Wilks's statistic and bimatrix variate Kummer-beta type IV distribution 
    Bekker, Andriette, 1958-; Roux, Jacobus J.J.; Ehlers, Rene; Arashi, Mohammad (Routledge, 2011-11)
    In this article, the bimatrix variate beta Type IV distribution is derived from independent Wishart distributed matrix variables. We explore specific properties of this distribution which is then used to derive the exact ...
  • Bivariate noncentral distributions : an approach via the compounding method 
    Ferreira, Johannes Theodorus; Bekker, Andriette, 1958-; Arashi, Mohammad (South African Statistical Association, 2016)
    This paper enriches the existing literature of bivariate noncentral distributions by proposing bivariate noncentral generalised chi-square and F distributions via the employment of the compounding method with Poisson ...
  • Classification in high dimension using the Ledoit-Wolf shrinkage method 
    Lotfi, Rasoul; Shahsavani, Davood; Arashi, Mohammad (MDPI, 2022-11-01)
    Classification using linear discriminant analysis (LDA) is challenging when the number of variables is large relative to the number of observations. Algorithms such as LDA require the computation of the feature vector’s ...
  • Distribution of the product of determinants of noncentral bimatrix beta variates 
    Bekker, Andriette, 1958-; Roux, Jacobus J.J.; Ehlers, Rene; Arashi, Mohammad (Elsevier, 2012-03)
    The product moments of existing and new noncentral bimatrix variate beta distributions with bounded domain are derived. From these, exact expressions for the distributions of statistics are obtained by using the Mellin ...
  • Estimation under the matrix variate elliptical model 
    Van Niekerk, Janet; Bekker, Andriette, 1958-; Arashi, Mohammad; De Waal, Duan J.31cca2cb-0f0b-4ea7-a9c1-9711569804a7 (South African Statistical Association, 2016)
    The problem of estimation within the matrix variate elliptical model is addressed. In this paper a subjective Bayesian approach is followed to derive new estimators for the parameters of the matrix variate elliptical ...
  • Exact nonnull distribution of Wilks' statistic : the ratio and product of independent components 
    Bekker, Andriette, 1958-; Roux, Jacobus J.J.; Arashi, Mohammad (Elsevier, 2011-03)
    The study of the noncentral matrix variate beta type distributions has been sidelined because the final expressions for the densities depend on an integral that has not been resolved in an explicit way. We derive an exact ...
  • Feasible generalised least squares estimators in serially correlated error models from an asymmetry viewpoint 
    Nakale, S.; Coetsee, Judy; Arashi, Mohammad; Bekker, Andriette, 1958- (South African Statistical Association, 2013-11)
    In this paper we investigate the finite sample risk performance of feasible generalised least squares estimators applied in models with serially correlated error terms. The risk functions of the ordinary least squares, ...
  • High-dimensional precision matrix estimation through GSOS with application in the foreign exchange market 
    Kheyri, Azam; Bekker, Andriette, 1958-; Arashi, Mohammad (MDPI, 2022-11-12)
    This article studies the estimation of the precision matrix of a high-dimensional Gaussian network. We investigate the graphical selector operator with shrinkage, GSOS for short, to maximize a penalized likelihood function ...
  • Integral representation of quaternion elliptical density and its applications 
    Arashi, Mohammad; Bekker, Andriette, 1958-; Loots, Mattheus Theodor; Roux, Jacobus J.J. (Routledge, 2015-04)
    In this paper, an integral representation for the density of a matrix variate quaternion elliptical distribution is proposed. To this end, a weight func- tion is used, based on the inverse Laplace transform of a function ...
  • Joint probabilistic modeling of wind speed and wind direction for wind energy analysis : a case study in Humansdorp and Noupoort 
    Arashi, Mohammad; Nagar, Priyanka; Bekker, Andriette, 1958- (MDPI Publishing, 2020-05-26)
    South Africa has great potential for considering wind energy as an alternative resource. The climatology allows for significant wind energy production. An accurate joint description of the wind speed (linear) and wind ...
  • New bivariate gamma types with MIMO application 
    Bekker, Andriette, 1958-; Arashi, Mohammad; Ferreira, Johannes Theodorus (Taylor and Francis, 2019)
    In this paper a bivariate gamma type distribution emanating from the diagonal elements of an inverse Wishart type distribution is developed; which in turn originates from the complex matrix variate elliptical class. From ...
  • A new definition of form-invariance matrix variate distributions 
    Arashi, Mohammad; Bekker, Andriette, 1958-; Ratnaparkhi, M. (South African Statistical Association, 2014-09)
    Form-invariance is the most practical and desired property of weighted distributions. Weighted distributions commonly arise as univariate probability models in many fields of applications, for example, survival data analysis ...
  • New results from a beta-pareto class 
    Makgai, Seitebaleng Littah; Bekker, Andriette, 1958-; Ferreira, Johannes Theodorus; Arashi, Mohammad (South African Statistical Association, 2017)
    In this paper, we propose new results on a beta-Pareto class. This extension evolved by using newly proposed class of beta distributions as generator distributions (F (x)) within the generator-parent approach: H (x) = F ...
  • Objective Bayesian estimators for the right censored Rayleigh distribution : evaluating the Al-Bayyati loss function 
    Ferreira, Johannes Theodorus; Bekker, Andriette, 1958-; Arashi, Mohammad (National Statistical Institute of Portugal, 2016-10)
    The Rayleigh distribution, serving as a special case of the Weibull distribution, is known to have wide applications in survival analysis, reliability theory and commu- nication engineering. In this paper, Bayesian ...
  • On the real representation of quaternion random variables 
    Loots, Mattheus Theodor; Bekker, Andriette, 1958-; Arashi, Mohammad; Roux, Jacobus J.J. (Taylor & Francis, 2013)
    For the first time, the matrix-variate quaternion normal and quaternion Wishart distributions are derived from first principles, i.e. from their real counterparts, exposing the relations between their respective densities and ...
  • The performance of serial correlation preliminary test estimators under asymmetry loss functions 
    Nakale, S.; Kleyn, Judy; Arashi, Mohammad; Bekker, Andriette, 1958- (South African Statistical Association, 2015-03)
    The risk performances, under the symmetric squared error loss function, of the estimators of the regression coefficients after a preliminary test for serial correlation have been widely investigated in the literature. ...
  • Preliminary testing of the Cobb–Douglas production function and related inferential issues 
    Kleyn, Judy; Arashi, Mohammad; Bekker, Andriette, 1958-; Millard, Sollie M. (Routledge, 2017-01)
    In this article, we consider the multiple regression model in the presence of multicollinearity and study the performance of the preliminary test estimator (PTE) both analytically and computationally, when it is a priori ...
  • Subjective Bayesian analysis of the elliptical model 
    Van Niekerk, Janet; Bekker, Andriette, 1958-; Arashi, Mohammad; Roux, Jacobus J.J. (Taylor and Francis, 2015-09)
    For the multivariate elliptical model subjective Bayesian estimators of the location vector and some functions of the characteristic matrix with the normal-inverse Wishart and the normal-Wishart as prior, respectively, are ...