The Kumaraswamy Lindley Regression Model with Application on the Egyptian Stock Exchange
Keyword(s):
We introduce and study the Kumaraswamy Lindely Distribution (KLD) model, which has increasing, decreasing, upside-down bathtub and bathtub shaped hazard functions.. We perform a Monte Carlo simulation study to assess the finite sample behavior of the maximum likelihood estimates of the parameters. We define a new regression model based on the new distribution. The new regression was applied to data from the Egyptian stock exchange in the period of (2015-2019). Finally, we study some properties of regression Residual analysis The martingale residual, Deviance component residual.
Keyword(s):
2021 ◽
Vol 04
(09)
◽
2020 ◽
Vol 1
(3)
◽
pp. 455-468
Keyword(s):
2019 ◽
Vol 8
(2)
◽
pp. 57-69
2021 ◽
Vol ahead-of-print
(ahead-of-print)
◽
2017 ◽
Vol 6
(3)
◽
pp. 75