Now showing items 1-8 of 8

    • Bootstrap and its application: theory and evidence 

      Tire, Mustafa Cenk (Bilkent University, 1995)
      This thesis mainly discusses the theory and applications of an estimation technique called Bootstrap. The first part of the thesis focuses on the accuracy of Bootstrap in density estimation by comparing Bootstrap with ...
    • Comparison of several estimators for the covariance of the coefficient matrix 

      Orhan, Mehmet (Bilkent University, 1995)
      The standard regression analysis assumes that the variances of the disturbance terms are constant, and the ordinary least squares (OLS) method employs this very crucial assumption to estimate the covariance of the ...
    • Detecting structural change when the change point is unknown 

      Başçı, Sıdıka (Bilkent University, 1995)
      There are various tests which are used to detect structural change when the change point is unknown. Among these widely used ones are Cumulated Sums (CUSUM) and CUSUM of Squares tests of Brown, Durbin and Evans (1975), ...
    • Evaluation of the Goldfeld-Quandt test and alternatives 

      Tomak, Kerem (Bilkent University, 1994)
      In this study, the widely used Coldfeld-C^uandt test for lieterosk('da.sticity in the linear regression model is evaluated. VV(' reduce the dimension of the data spa.ce that is needed lor tin' computaticui of tlu' t('sts. ...
    • Predictive Residual Sum of Squares compared with J and JA in nonnested hypothesis testing 

      Kandoğan, Yener (Bilkent University, 1996)
      In nonnested hypothesis testing, J test suggested by Davidson and MacKinnon (1981) and JA test suggested by Fisher and McAleer (1981) are two common tests used to evaluate hypotheses. In this thesis, we first give the ...
    • Quality measurement plan using Monte Carlo methods 

      Zouaoui, Faker (Bilkent University, 1997)
      This study considers the Quality Measurement Plan (QMP), a system implemented for reporting the quality assurance audit results to Bell system management. QMP is derived from a new Bayesian approach to the empirical Bayes ...
    • Robust regression and applications 

      Kıracı, Arzdar (Bilkent University, 1996)
      This study analyzes the effect of outliers in the regression analysis with the help of a written program in the programing language of GAUSS. The analysis relies on the subject of Robust Regression, which is explained ...
    • Robust regression, HCCM estimators, and an Empirical Bayes application 

      Orhan, Mehmet (Bilkent University, 1999)
      This Ph.D. thesis includes three topics of econometrics where the chapters of the whole study are devoted to robust regression analysis, research on the estimators for the covariance matrix of a heteroskedastic regression ...