• Title/Summary/Keyword: Bounded influence

Search Result 43, Processing Time 0.024 seconds

The Weight Function in BIRQ Estimator for the AR(1) Model with Additive Outliers

  • Jung Byoung Cheol;Han Sang Moon
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2004.11a
    • /
    • pp.129-134
    • /
    • 2004
  • In this study, we investigate the effects of the weight function in the bounded influence regression quantile (BIRQ) estimator for the AR(1) model with additive outliers. In order to down-weight the outliers of X-axis, the Mallows' (1973) weight function has been commonly used in the BIRQ estimator. However, in our Monte Carlo study, the BIRQ estimator using the Tukey's bisquare weight function shows less MSE and bias than that of using the Mallows' weight function or Huber's weight function.

  • PDF

Self-tuning Robust Regression Estimation

  • Park, You-Sung;Lee, Dong-Hee
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2003.10a
    • /
    • pp.257-262
    • /
    • 2003
  • We introduce a new robust regression estimator, self-tuning regression estimator. Various robust estimators have been developed with discovery for theories and applications since Huber introduced M-estimator at 1960's. We start by announcing various robust estimators and their properties, including their advantages and disadvantages, and furthermore, new estimator overcomes drawbacks of other robust regression estimators, such as ineffective computation on preserving robustness properties.

  • PDF

Nonlinear Phenomena In Resonant Excitation of Flexural-Gravity Waves

  • Marchenko, Aleksey
    • Journal of Ship and Ocean Technology
    • /
    • v.7 no.3
    • /
    • pp.1-12
    • /
    • 2003
  • The influence of nonlinear phenomena on the behavior of stationary forced flexural-gravity waves on the surface of deep water is investigated, when the perturbation of external pressure moves with near-resonant velocity. It is shown that there are three branches of bounded stationary solutions turning into asymptotic solutions of the linear problem with zero initial conditions. For the first time ice sheet destruction by turbulent fluctuations of atmosphere pressure in ice adjacent layer in wind conditions is studied.

Development of MKDE-ebd for Estimation of Multivariate Probabilistic Distribution Functions (다변량 확률분포함수의 추정을 위한 MKDE-ebd 개발)

  • Kang, Young-Jin;Noh, Yoojeong;Lim, O-Kaung
    • Journal of the Computational Structural Engineering Institute of Korea
    • /
    • v.32 no.1
    • /
    • pp.55-63
    • /
    • 2019
  • In engineering problems, many random variables have correlation, and the correlation of input random variables has a great influence on reliability analysis results of the mechanical systems. However, correlated variables are often treated as independent variables or modeled by specific parametric joint distributions due to difficulty in modeling joint distributions. Especially, when there are insufficient correlated data, it becomes more difficult to correctly model the joint distribution. In this study, multivariate kernel density estimation with bounded data is proposed to estimate various types of joint distributions with highly nonlinearity. Since it combines given data with bounded data, which are generated from confidence intervals of uniform distribution parameters for given data, it is less sensitive to data quality and number of data. Thus, it yields conservative statistical modeling and reliability analysis results, and its performance is verified through statistical simulation and engineering examples.

Comparative study of torsional wave profiles through stratified media with fluted boundaries

  • Maity, Manisha;Kundu, Santimoy;Kumari, Alka;Gupta, Shishir
    • Structural Engineering and Mechanics
    • /
    • v.74 no.1
    • /
    • pp.91-104
    • /
    • 2020
  • A mathematical analysis has been carried out for understanding the traversal attributes of torsional waves in a Voigt-type viscoelastic porous layer bounded with corrugated surfaces resting over a heterogeneous transversely isotropic gravitating semi-infinite medium. Both the media are assumed to be under the effect of initial stresses acting along horizontal directions. In the presumed geometry, continuous and periodic type of corrugation has been considered. The condensed form of dispersion relation has been obtained analytically with the aid of the Whittaker's function and suitable boundary conditions. The influence of viscoelasticity, porosity, initial stresses, heterogeneity, gravity, undulation and position parameters on the phase and damped velocities has been illustrated graphically. In addition, relative examination investigating the impact of corrugated and planar bounded surfaces on the dispersion and damping characteristics is one of the important highlights of this study.

A High Breakdown and Efficient GM-Estimator in Linear Models

  • Song, Moon-Sup;Park, Changsoon;Nam, Ho-Soo
    • Journal of the Korean Statistical Society
    • /
    • v.25 no.4
    • /
    • pp.471-487
    • /
    • 1996
  • In this paper we propose an efficient scoring type one-step GM-estimator, which has a bounded influence function and a high break-down point. The main point of the estimator is in the weighting scheme of the GM-estimator. The weight function we used depends on both leverage points and residuals So we construct an estimator which does not downweight good leverage points Unider some regularity conditions, we compute the finite-sample breakdown point and prove asymptotic normality Some simulation results are also presented.

  • PDF

An Efficient Mallows-Type One-Step GM-Estimator in linear Models

  • Song, Moon-Sup;Park, Changsoon;Nam, Ho-Soo
    • Journal of the Korean Statistical Society
    • /
    • v.27 no.3
    • /
    • pp.369-383
    • /
    • 1998
  • This paper deals with a robust regression estimator. We propose an efficient one-step GM-estimator, which has a bounded influence function and a high breakdown point. The main idea of this paper is to use the Mallows-type weights which depend on both the predictor variables and the residuals from a high breakdown initial estimator. The proposed weighting scheme severely downweights the bad leverage points and slightly downweights the good leverage points. Under some regularity conditions, we compute the finite-sample breakdown point and prove the asymptotic normality. Some simulation results and a numerical example are also presented.

  • PDF

Influence of variable thermal conductivity on waves propagating through thermo-elastic medium

  • Abo-Dahab, Sayed M.;Jahangir, Adnan;Dar, Adiya
    • Structural Engineering and Mechanics
    • /
    • v.82 no.4
    • /
    • pp.459-467
    • /
    • 2022
  • We investigated the influence of variable thermal conductivity on waves propagating through the elastic medium. Infinitesimal deformation results in generation of thermal signal, and is analyzed by using dual phase lag heat (DPL) conduction model. The medium considered is homogenous, isotropic and bounded by thermal shock. The elastic waves propagating through the medium are considered to be harmonic in nature, and expressions for the physical variables are obtained accordingly. Analytically, we obtained the expressions for displacement components, temperature, micro-temperature component and stresses. The theoretical results obtained are computed graphically for the particular medium by using MATLAB.

Competitive Adsorption of CO2 and H2O Molecules on the BaO (100) Surface: A First-Principle Study

  • Kwon, Soon-Chul;Lee, Wang-Ro;Lee, Han-Na;Kim, J-Hoon;Lee, Han-Lim
    • Bulletin of the Korean Chemical Society
    • /
    • v.32 no.3
    • /
    • pp.988-992
    • /
    • 2011
  • $CO_2$ adsorption on mineral sorbents has a potential to sequester $CO_2$. This study used a density functional theory (DFT) study of $CO_2$ adsorption on barium oxide (BaO) in the presence of $H_2O$ to determine the role of $H_2O$ on the $CO_2$ adsorption properties on the ($2{\times}2$; $11.05\;{\AA}{\times}11.05\;{\AA}$) BaO (100) surface because BaO shows a high reactivity for $CO_2$ adsorption and the gas mixture of power plants generally contains $CO_2$ and $H_2O$. We investigated the adsorption properties (e.g., adsorption energies and geometries) of a single $CO_2$ molecule, a single $H_2O$ molecule on the surface to achieve molecular structures and molecular reaction mechanisms. In order to evaluate the coordinative effect of $H_2O$ molecules, this study also carried out the adsorption of a pair of $H_2O$ molecules, which was strongly bounded to neighboring (-1.91 eV) oxygen sites and distant sites (-1.86 eV), and two molecules ($CO_2$ and $H_2O$), which were also firmly bounded to neighboring sites (-2.32 eV) and distant sites (-2.23 eV). The quantum mechanical calculations show that $H_2O$ molecule does not influence on the chemisorption of $CO_2$ on the BaO surface, producing a stable carbonate due to the strong interaction between the $CO_2$ molecule and the BaO surface, resulting from the high charge transfer (-0.76 e).