دراسة حول حصانة معيار بيز
Other Title(s)
Study about the robustness of the Bayesian criterion
Author
Source
مجلة العلوم الاقتصادية و الإدارية
Issue
Vol. 24, Issue 106 (31 Oct. 2018), pp.420-445, 26 p.
Publisher
University of Baghdad College of Administration and Economics
Publication Date
2018-10-31
Country of Publication
Iraq
No. of Pages
26
Main Subjects
Topics
Abstract EN
In this research work an attempt has been made to investigate about the Robustness of the Bayesian Information criterion to estimate the order of the autoregressive process when the error of this model ،Submits to a specific distributions and different cases of the time series on various size of samples by using the simulation ،This criterion has been studied by depending on ten distributions, they are (Normal, log-Normal, continues uniform, Gamma، Exponential, Gamble, Cauchy, Poisson, Binomial, Discrete uniform) distributions, and then it has been reached to many collection and recommendations related to this object ، when the series residual variable is subject to each ( Poisson ، Binomial ، Exponential ، Discrete uniform ، continues uniform, log-Normal ) distributions ، then robust Bayesian criterion to estimate the order of the autoregressive process high if the Non- stationary Time ، began decreases as the sample size increases those subject to a random path and when the series residual variable is subject to each they are (Gamma, Gamble, Cauchy ) distributions then robust Bayesian criterion if the decreases as the sample size at Non- stationary Time Series and increases as the sample size increases, and the greater robust the size of the sample of those subject to a random path .
American Psychological Association (APA)
دريد حسين بدر. 2018. دراسة حول حصانة معيار بيز. مجلة العلوم الاقتصادية و الإدارية،مج. 24، ع. 106، ص ص. 420-445.
https://search.emarefa.net/detail/BIM-833385
Modern Language Association (MLA)
دريد حسين بدر. دراسة حول حصانة معيار بيز. مجلة العلوم الاقتصادية و الإدارية مج. 24، ع. 106 (2018)، ص ص. 420-445.
https://search.emarefa.net/detail/BIM-833385
American Medical Association (AMA)
دريد حسين بدر. دراسة حول حصانة معيار بيز. مجلة العلوم الاقتصادية و الإدارية. 2018. مج. 24، ع. 106، ص ص. 420-445.
https://search.emarefa.net/detail/BIM-833385
Data Type
Journal Articles
Language
Arabic
Notes
يتضمن مراجع ببليوجرافية : ص. 444
Record ID
BIM-833385