Dost Muhammad Khan

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A mutant tomato cultivar (HT10-3-2) with indeterminate growth habit was obtained from a cultivar (T10-3-2) with determinate growth habit. The character of indeterminate growth habit in HT10-3-2 could be inherited stably. Unlike other normal growth habit cultivars, which are controlled by the SELF PRUNING gene, it was shown here that HT10-3-2 has no mutation(More)
This study was carried out in Muzaffarabad (Pakistan) to identify the significant risk factors that predispose to myocardial infarction (MI). Risk factors were MI, age, blood pressure, cholesterol level, smoking, blood sugar, obesity, family history and deaths in young in family (DYF). Bivariate analysis and Logistic regression was applied along with(More)
This paper is concerned with the construction of bootstrap prediction intervals for autoregressive fractionally integrated movingaverage processes which is a special class of long memory time series. For linear short-range dependent time series, the bootstrap based prediction interval is a good nonparametric alternative to those constructed under parameter(More)
Flood damage assessment is a key component in the development of city flood risk management strategies. A flood damage assessment model is being developed by combining flood hazard information (depth, extent, velocity, duration, etc.) with geographic information (land use/cover, buildings, infrastructure, etc.), social-economic data and population(More)
Gene-mapping studies, regularly, rely on examination for Mendelian transmission of marker alleles in a pedigree as a way of screening for genotyping errors and mutations. For analysis of family data sets, it is, usually, necessary to resolve or remove the genotyping errors prior to consideration. At the Center of Inherited Disease Research (CIDR), to deal(More)
High dimensional data are commonly encountered in various scientific fields and pose great challenges to modern statistical analysis. To address this issue different penalized regression procedures have been introduced in the litrature, but these methods cannot cope with the problem of outliers and leverage points in the heavy tailed high dimensional data.(More)
Exponential Smooth Transition Autoregressive (ESTAR) models can capture non-linear adjustment of the deviations from equilibrium conditions which may explain the economic behavior of many variables that appear non stationary from a linear viewpoint. Many researchers employ the Kapetanios test which has a unit root as the null and a stationary nonlinear(More)
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