• Bulletin of the Korean Mathematical Society
• /
• v.47 no.5
• /
• pp.889-905
• /
• 2010

In this paper, a distribution free approach to the parameter estimation of a simple bilinear model with periodic coefficients is presented. The proposed method relies on minimum distance estimator based on the autocovariances of the squared process. Consistency and asymptotic normality of the estimator, as well as hypotheses testing, are derived. Numerical experiments on simulated data sets are presented to highlight the theoretical results.

• Journal of the Korean Statistical Society
• /
• v.30 no.4
• /
• pp.551-561
• /
• 2001

This paper deals with the asymptotic properties for statistical inferences of the parameters in nonlinear regression models. As an optimal criterion for robust estimators of the regression parameters, the regression quantile method is proposed. This paper defines the regression quintile estimators in the nonlinear models and provides simple and practical sufficient conditions for the asymptotic normality of the proposed estimators when the parameter space is compact. The efficiency of the proposed estimator is especially well compared with least squares estimator, least absolute deviation estimator under asymmetric error distribution.

• International Journal of Reliability and Applications
• /
• v.9 no.1
• /
• pp.71-78
• /
• 2008

Based on the goodness of fit approach, a new test is presented for testing exponentiality versus exponential better (worse) than used (EBU (EWU)) class of life distributions. The new test is much simpler to compute, asymptotically normal, enjoys good power and performs better than previous tests in terms of power and Pitman asymptotic efficiencies for several alternatives.

• Journal of the Korean Society for Industrial and Applied Mathematics
• /
• v.21 no.4
• /
• pp.203-214
• /
• 2017

In this paper we propose and analyze two a posteriori error estimators for the stabilized $P_1/P_1$ finite element discretization of the Stokes equations. These error estimators are computed by solving local Poisson or Stokes problems on elements of the underlying triangulation. We establish their asymptotic exactness with respect to the velocity error under certain conditions on the triangulation and the regularity of the exact solution.

• Journal of Mechanical Science and Technology
• /
• v.15 no.10
• /
• pp.1356-1368
• /
• 2001

In this paper, the model reference adaptive control (MRAC) of a flexible structure is investigated. Any mechanically flexible structure is inherently distributed parameter in nature, so that its dynamics are described by a partial, rather than ordinary, differential equation. The MRAC problem is formulated as an initial value problem of coupled partial and ordinary differential equations in weak form. The well-posedness of the initial value problem is proved. The control law is derived by using the Lyapunov redesign method on an infinite dimensional filbert space. Uniform asymptotic stability of the closed loop system is established, and asymptotic tracking, i. e., convergence of the state-error to zero, is obtained. With an additional persistence of excitation condition for the reference model, parameter-error convergence to zero is also shown. Numerical simulations are provided.

• Transactions of the Korean Society for Noise and Vibration Engineering
• /
• v.27 no.1
• /
• pp.51-56
• /
• 2017

This paper presents an approach of predicting the radiated noise due to the structural vibration by internal harmonic forces using the doubly asymptotic approximation (DAA). Acoustic transfer vector is derived from the Helmholtz integral equation and the fluid-structure interaction relation of DAA. Numerical results and analytical results of radiated noise for a cylindrical shell were compared and showed that they were consistent in most of frequencies and radiation directions, but showed errors in some radiated directions in the mid-frequency region. Despite these errors, the prediction method will be suitable for practical radiated noise prediction.

• Journal of Ship and Ocean Technology
• /
• v.1 no.2
• /
• pp.11-18
• /
• 1997

The leading edge of a low-drag super-cavitating foil has been made to be thick enough by using a point drag which is supposed to be a linear model of the Kirchhoff lamina. In the present paper, the relation between the point drag and the Kirchhoff lamina is made clear by analyzing the cavity drag of both models and the leading edge radius of the point drag model and the lamina thickness of Kirchhoff\`s profile K. The matched asymptotic expansion is effectively made use of in designing a practical super-cavitating fool which is not only of low drag but also structurally sound. Also it has a distinct leading edge cavity separation point. The cavity foil shapes of trans-cavitating propeller blade sections designed by present method are shown.

• 한국데이터정보과학회:학술대회논문집
• /
• 2002.06a
• /
• pp.51-73
• /
• 2002

Empirical likelihood ratio method is a new technique in nonparametric inference developed by A. Owen (1988, 2001). Sometimes empirical likelihood has difficulties to define itself. As such a case in point, we discuss the way to define a modified empirical likelihood for the location of symmetry using well-known points of symmetry as a side conditions. The side condition of symmetry is defined through a finite subset of the infinite set of constraints. The modified empirical likelihood under symmetry studied in this paper is to construct a constrained parameter space $\theta+$ of distributions imposing known symmetry as side information. We show that the usual asymptotic theory (Wilks theorem) still hold for the empirical likelihood ratio on the constrained parameter space and the asymptotic distribution of the empirical NPMLE of difference of two symmetric points is obtained.

• Journal of Biomedical Engineering Research
• /
• v.5 no.1
• /
• pp.9-14
• /
• 1984

The asymptotic solution using the Tailor series has been given explicit form for the solute concentration and overall solute removal in hemodiafilter using one dimensional model. The numerical solutions have been calculated within 0.001% error by the Romberg integration method. Compared with the numerical solutions, the oneterm asymptotic solutions were found to be within 3% error for the condition > 3.0 and three-terms asymtotic solutions were required for the condition >0.7 where denotes measure of convection over diffusional transport and a the ratio of blood flow rate over dialysate flow rate.

• Journal of the Korean Statistical Society
• /
• v.36 no.1
• /
• pp.57-76
• /
• 2007

Kriging is a nonparametric regression method used in geostatistics for estimating curves and surfaces for spatial data. It may come as a surprise that the Kriging estimator, normally derived as the best linear unbiased estimator, is also the solution of a particular variational problem. Thus, Kriging estimators can also be interpreted as generalized smoothing splines where the roughness penalty is determined by the covariance function of a spatial process. We build off the early work by Silverman (1982, 1984) and the analysis by Cox (1983, 1984), Messer (1991), Messer and Goldstein (1993) and others and develop an equivalent kernel interpretation of geostatistical estimators. Given this connection we show how a given covariance function influences the bias and variance of the Kriging estimate as well as the mean squared prediction error. Some specific asymptotic results are given in one dimension for Matern covariances that have as their limit cubic smoothing splines.