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Your search keyword '"El-Bassiouni, M. Y."' showing total 9 results
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9 results on '"El-Bassiouni, M. Y."'

6. INTERVAL ESTIMATION OF THE MEAN IN A TWO-STAGE NESTED MODEL.

Author

El-Bassiouni, M. Y. and Abdelhafez, M. E. M.

Subjects
*CONFIDENCE intervals, *ANALYSIS of variance
Abstract

Explores the problem of constructing confidence intervals to estimate the mean in a two-stage nested model. Approximate intervals based on linear and nonlinear estimators; Use of the bootstrap method to correct the bias in the usual variance of nonlinear estimators; Failure of nonlinear estimator-based intervals to achieve a nominal confidence coefficients; Performance in terms of coverage and length.

Published
2000
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7. TESTS OF REGRESSION COEFFICIENTS UNDER RIDGE REGRESSION MODELS.

Author

HALAWA, A. M. and El Bassiouni, M. Y.

Subjects
*RIDGE regression (Statistics), *REGRESSION analysis
Abstract

Investigates two 'non-exact' t-type tests of the individual coefficients of a linear regression model, based on two ordinary ridge estimators. Theoretical motivation of the ridge-based t-type tests; Description of the simulation study.

Published
2000
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9. A Mixed Model for Loss Ratio Analysis

Author

El-Bassiouni, M. Y.

Abstract

AbstractThe model introduced may be treated as a mixed two-way analysis of variance with fixed company effects and random time effects. Further, the risk volumes are integrated into the model in such a way that the unexplained variance is inversely proportional to the risk volume of each company. The proposed model is used to analyze loss ratio data from the general insurance market in Kuwait. The maximum likelihood estimates of the structural parameters are obtained. These estimates are then used to compute the loss ratios and solvency margins for the four domestic insurance companies.

Published
1991
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