حکیم شیر محمد شیر(۱۸۷۴۔۱۹۶۰) داغ دہلوی کے شاگرد اور لسان الاعجاز پنڈت میلا رام وفا کے استاد گرامی تھے۔ اقبال کی طرح آپ بھی خط و کتابت کے ذریعے مرزا خاں داغ دہلوی سے شاعری میں اصلاح لیتے تھے۔ داغ کی وفات کے بعد آپ نے سید احمد حسن میرٹھی کو اپنا کلام دکھانا شروع کر دیا۔ آپ کا کلام ہندوستان کے معروف رسائل میں چھپتا رہا۔ تین ضخیم دیوان لکھے مگر انہیں غربت کی وجہ سے شائع نہ کروا سکے۔ (۱۵۷) شیر نے غزلیں بہت کم لکھی ہیں۔ نظم‘ قصیدہ‘ مرثیہ‘ سلام اور صنف تاریخ کو تو وہ بچوں کا کھیل خیال کرتے تھے۔ بہت کوشش کے باوجود شیر کے مسودات دریافت نہیں ہو سکے۔ ’’سرزمینِ ظفر وال‘‘ کے تذکرے کے ذریعے راقم الحروف نے شیر کا کچھ کلام بازیاب کیا ہے۔ آپ نے اپنی ساری زندگی اپنے آبائی وطن ظفر وال(سیالکوٹ) میں گزاری۔ آپ کے کلام میں دیگر موضوعات کے ساتھ ساتھ مقامیت کے عناصر دیکھے جا سکتے ہیں۔ اس حوالے سے ان کی نظم ’’قصبہ ظفر وال‘‘ ملاحظہ کی جا سکتی ہے۔ اس نظم میں مقامیت کے ساتھ ساتھ ماضی و حال‘ تقسیمِ ہند اور ہندوستانی تہواروں کا ذکر بھی ملتا ہے۔ اس نظم کی زبان بہت سادہ اور سلیس ہے کچھ اشعار ملاحظہ ہوں:
اب ظفر وال ہے شکستہ حال آ گیا ہے اس آئینہ میں بال
رہ گیا ہے صرف عکس مو اس میں خوبیاں ہیں نہ خوبرو اس میں
چشمہ مہر میں وہ آب نہیں خم گردوں میں وہ شراب نہیں
وہ زمیں اب وہ آسمان نہ رہا ہم نے دیکھا تو جو سماں نہ رہا
حسنِ شہری سے یہ جا محروم اکثر اوقات بولتا ہے بوم
رہ گیا ماند قصبہ جاتی حسن ملگجا ہے کچھ دیہاتی حسن
نہیں سیپوں...
Arabic language is a family member of Semitic languages whereas Urdu is the member of Indo-European Languages. The Arabic language though is not from the same language family but amazingly it provides much of its share through alphabets, words with its meanings and pronunciation. These features of both languages have provoked to study it under the contrastive linguistics through semantic study of commonly used words. This research is a semantic study of commonly used words in both languages of different language family along with the applied linguistics in Language teaching. There are large numbers of Arabic words that are used in Urdu language and there are significant numbers of words that are used in different meanings, this change in meaning led to change in semantic field. This research paper also study the effect of semantic change of these words on Arabic Language teaching to the Pakistani students whose native language is Urdu. This study will also reveal the reasons of errors during language learning with the help of semantic study if commonly used words.
M-estimators are used as a robust replacement of the general classical estimators used in the field of statistics. Redescending M-estimators are those estimators which reject the extreme values completely. In the first project, a new redescending M-estimator “Uk’s redescending M-estimator” for robust regression and outlier detection has been presented which provide protection against outliers. Moreover, the y -function of the Uk’s estimator is closer to being linear in the central segment before it redescends. Simulation studies show that Uk’s Redescending M-estimator is more efficient than the other estimators. We also have applied the estimator to the real world data taken from the literature. The newly developed Uk’s Redescending M-estimator provides a general idea to interconnect all the Redescending M-estimators with that of the idea used in Andrews sine function. A couple of which has been solved and the rest are under study for the mathematical solution. Bootstrap distribution of the new redescending estimator has been derived for real data sets. The second project explains the application of the newly developed redescending M- estimator to time series forecasting in the presence of outliers. A comparison is made for the forecasted values using the robust estimation procedure and without using robust approach in the presence of outliers. In case when the response variable (dependent variable) is the function of its own lagged values as an explanatory variable (independent variable) or when the response variable is the function of its own lagged value in addition to other different explanatory variables, then such a model is called time series model. The third project is about exponential smooth transition autoregressive models in time series. Exponential Smooth Transition Autoregressive (ESTAR) models can capture non-linear correction 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 test of Kapetanios et al. (2003) that has a unit root as the null and a stationary nonlinear model as the alternative. However, this test statistics is based on the assumption of normally distributed errors in the DGP. Cook (2008) has analyzed the size of the nonlinear unit root of this test in the presence of heavy-tailed innovation process and obtained the critical values for both finite variance and infinite variance cases. However, the test statistics of Cook are oversized. Pavlidis et al. (2010) find that using conventional tests is dangerous though the best performance among these is a HCCME used by Mackinnon and white (1985). The over sizing for LM tests can be reduced by employing fixed design wild bootstrap remedies which provide a valuable alternative to the conventional tests. The size of the Kapetanios et al. test statistic employing hetroscedastic consistent covariance matrices has been derived and the results are reported for various sample sizes in which size distortion is reduced. The properties for estimates of ESTAR models have been investigated when errors are assumed non-normal. We compare the results obtained through the fitting of nonlinear least square with that of the quantile regression fitting in the presence of outliers and the error distribution was considered to be from t-distribution for various sample sizes.