Cem Kadilar

Personal Details

First Name:	Cem
Middle Name:
Last Name:	Kadilar
Suffix:
RePEc Short-ID:	pka458
	[This author has chosen not to make the email address public]

Affiliation

Hacettepe University, Department of Statistics

http://www.stat.hacettepe.edu.tr
Turkey, Ankara

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

1. Erol Egrioglu & Cagdas Hakan Aladag & Cem Kadilar, 2011. "The CSS and The Two-Staged Methods for Parameter Estimation in SARFIMA Models," Journal of Probability and Statistics, Hindawi, vol. 2011, pages 1-11, August.

   Cited by:

   1. Bastos, Guadalupe & García-Martos, Carolina, 2017. "BIAS correction for dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS 24029, Universidad Carlos III de Madrid. Departamento de Estadística.

2. Nursel Koyuncu & Cem Kadilar, 2010. "On improvement in estimating population mean in stratified random sampling," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(6), pages 999-1013.

   Cited by:

   1. Giancarlo Diana & Marco Giordan & Pier Perri, 2011. "An improved class of estimators for the population mean," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(2), pages 123-140, June.
   2. Lakshmi N. Upadhyaya & Rohini Yadav & Housila P. Singh & S. Chatterjee, 2011. "Improved separate ratio exponential estimator for population mean using auxiliary information," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 12(2), pages 401-412, October.
   3. Housila Singh & Ramkrishna Solanki, 2013. "A new procedure for variance estimation in simple random sampling using auxiliary information," Statistical Papers, Springer, vol. 54(2), pages 479-497, May.
   4. Shashi Bhushan & Anoop Kumar & Usman Shahzad & Amer Ibrahim Al-Omari & Ibrahim Mufrah Almanjahie, 2022. "On Some Improved Class of Estimators by Using Stratified Ranked Set Sampling," Mathematics, MDPI, vol. 10(18), pages 1-32, September.

3. Cem Kadilar & Yesim Unyazici & Hulya Cingi, 2009. "Ratio estimator for the population mean using ranked set sampling," Statistical Papers, Springer, vol. 50(2), pages 301-309, March.

   Cited by:

   1. Ehsan Zamanzade & Michael Vock, 2018. "Some nonparametric tests of perfect judgment ranking for judgment post stratification," Statistical Papers, Springer, vol. 59(3), pages 1085-1100, September.
   2. Shashi Bhushan & Anoop Kumar & Sana Shahab & Showkat Ahmad Lone & Salemah A. Almutlak, 2022. "Modified Class of Estimators Using Ranked Set Sampling," Mathematics, MDPI, vol. 10(21), pages 1-13, October.
   3. Shashi Bhushan & Anoop Kumar, 2022. "Novel Log Type Class Of Estimators Under Ranked Set Sampling," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(1), pages 421-447, May.
   4. Jingli Lu, 2013. "The Chain Ratio Estimator and Regression Estimator with Linear Combination of Two Auxiliary Variables," PLOS ONE, Public Library of Science, vol. 8(11), pages 1-4, November.
   5. V.L. Mandowara & Nitu Mehta (Ranka), 2012. "A better estimator of population mean with power transformation based on ranked set sampling," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 13(3), pages 551-558, December.
   6. M. Mahdizadeh & Ehsan Zamanzade, 2022. "New insights on goodness-of-fit tests for ranked set samples," Statistical Papers, Springer, vol. 63(6), pages 1777-1799, December.
   7. Jesse Frey & Timothy G. Feeman, 2017. "Efficiency comparisons for partially rank-ordered set sampling," Statistical Papers, Springer, vol. 58(4), pages 1149-1163, December.
   8. Mariano Ruiz Espejo & Miguel Delgado Pineda & Saralees Nadarajah, 2013. "Optimal unbiased estimation of some population central moments," METRON, Springer;Sapienza Università di Roma, vol. 71(1), pages 39-62, June.
   9. Ehsan Zamanzade, 2019. "EDF-based tests of exponentiality in pair ranked set sampling," Statistical Papers, Springer, vol. 60(6), pages 2141-2159, December.
   10. A. Hussein & H. Muttlak & E. Al-Sawi, 2013. "Group sequential methods based on ranked set samples," Statistical Papers, Springer, vol. 54(3), pages 547-562, August.
   11. Sanjay Kumar & Shivanshu Kumar & Evrim Oral, 2021. "Robust Ratio- and Product-Type Estimators Under Non-normality via Linear Transformation Using Certain Known Population Parameters," Annals of Data Science, Springer, vol. 8(4), pages 733-753, December.
   12. M. Mahdizadeh & Ehsan Zamanzade, 2020. "Estimation of a symmetric distribution function in multistage ranked set sampling," Statistical Papers, Springer, vol. 61(2), pages 851-867, April.
   13. Mohammad Jafari Jozani & Saeed Majidi & François Perron, 2012. "Unbiased and almost unbiased ratio estimators of the population mean in ranked set sampling," Statistical Papers, Springer, vol. 53(3), pages 719-737, August.

4. Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag, 2009. "Forecasting The Exchange Rate Series With Ann: The Case Of Turkey," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 9(1), pages 17-29, May.

   Cited by:

   1. Hatice Erkekoglu & Aweng Peter Majok Garang & Adire Simon Deng, 2020. "Comparative Evaluation of Forecast Accuracies for ARIMA, Exponential Smoothing and VAR," International Journal of Economics and Financial Issues, Econjournals, vol. 10(6), pages 206-216.
   2. Chen Jo-Hui & Diaz John Francis T., 2021. "Application of grey relational analysis and artificial neural networks on currency exchange-traded notes (ETNs)," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(2), pages 1-17, April.
   3. Yasemin Deniz Akarım, 2013. "A Comparison of Linear and Nonlinear Models in Forecasting Market Risk: The Evidence from Turkish Derivative Exchange," Journal of Economics and Behavioral Studies, AMH International, vol. 5(3), pages 164-172.
   4. Cagdas Hakan ALADAG & Miruna MAZURENCU MARINESCU, 2013. "Tl/Euro And Leu/Euro Exchange Rates Forecasting With Artificial Neural Network," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 2(2), pages 1-6, DECEMBER.
   5. CIOBANU Dumitru & BAR Mary Violeta, 2013. "On The Prediction Of Exchange Rate Dollar/Euro With An Svm Model," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 65(2), pages 91-109.
   6. Ganbold, Batzorig & Akram, Iqra & Fahrozi Lubis, Raisal, 2017. "Exchange rate volatility: A forecasting approach of using the ARCH family along with ARIMA SARIMA and semi-structural-SVAR in Turkey," MPRA Paper 84447, University Library of Munich, Germany, revised 2017.
   7. Cenk Ufuk Yıldıran & Abdurrahman Fettahoğlu, 2017. "Forecasting USDTRY rate by ARIMA method," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1335968-133, January.

5. Sertkaya Karasoy, Durdu & Kadilar, Cem, 2007. "A new Bayes estimate of the change point in the hazard function," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 2993-3001, March.

   Cited by:

   1. Bhupendra Singh & Shubhi Rathi & Gajraj Singh & Puneet Kumar Gupta, 2022. "A change-time hazard rate model and its goodness of fit," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 13(4), pages 1903-1912, August.
   2. Frobish, Daniel & Ebrahimi, Nader, 2009. "Parametric estimation of change-points for actual event data in recurrent events models," Computational Statistics & Data Analysis, Elsevier, vol. 53(3), pages 671-682, January.
   3. Gürler, Ülkü & Deniz Yenigün, C., 2011. "Full and conditional likelihood approaches for hazard change-point estimation with truncated and censored data," Computational Statistics & Data Analysis, Elsevier, vol. 55(10), pages 2856-2870, October.

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