• Title/Summary/Keyword: Semi-parametric non-linear model

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Finite-Sample, Small-Dispersion Asymptotic Optimality of the Non-Linear Least Squares Estimator

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.303-312
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    • 1995
  • We consider the following type of general semi-parametric non-linear regression model : $y_i = f_i(\theta) + \epsilon_i, i=1, \cdots, n$ where ${f_i(\cdot)}$ represents the set of non-linear functions of the unknown parameter vector $\theta' = (\theta_1, \cdots, \theta_p)$ and ${\epsilon_i}$ represents the set of measurement errors with unknown distribution. Under suitable finite-sample, small-dispersion asymptotic framework, we derive a general lower bound for the asymptotic mean squared error (AMSE) matrix of the Gauss-consistent estimator of $\theta$. We then prove the fundamental result that the general non-linear least squares estimator (NLSE) is an optimal estimator within the class of all regular Gauss-consistent estimators irrespective of the type of the distribution of the measurement errors.

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Efficient Prediction in the Semi-parametric Non-linear Mixed effect Model

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • v.28 no.2
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    • pp.225-234
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    • 1999
  • We consider the following semi-parametric non-linear mixed effect regression model : y\ulcorner=f($\chi$\ulcorner;$\beta$)+$\sigma$$\mu$($\chi$\ulcorner)+$\sigma$$\varepsilon$\ulcorner,i=1,…,n,y*=f($\chi$;$\beta$)+$\sigma$$\mu$($\chi$) where y'=(y\ulcorner,…,y\ulcorner) is a vector of n observations, y* is an unobserved new random variable of interest, f($\chi$;$\beta$) represents fixed effect of known functional form containing unknown parameter vector $\beta$\ulcorner=($\beta$$_1$,…,$\beta$\ulcorner), $\mu$($\chi$) is a random function of mean zero and the known covariance function r(.,.), $\varepsilon$'=($\varepsilon$$_1$,…,$\varepsilon$\ulcorner) is the set of uncorrelated measurement errors with zero mean and unit variance and $\sigma$ is an unknown dispersion(scale) parameter. On the basis of finite-sample, small-dispersion asymptotic framework, we derive an absolute lower bound for the asymptotic mean squared errors of prediction(AMSEP) of the regular-consistent non-linear predictors of the new random variable of interest y*. Then we construct an optimal predictor of y* which attains the lower bound irrespective of types of distributions of random effect $\mu$(.) and measurement errors $\varepsilon$.

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Internal modals interactions analysis in terms of AFG nanorods based on Rayleigh model of nonlinear nonlocal axial behaviour

  • Somaye Jamali Shakhlavi;Shahrokh Hosseini Hashemi;Reza Nazemnezhad
    • Steel and Composite Structures
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    • v.52 no.5
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    • pp.557-569
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    • 2024
  • Nonlinear internal modals interactions analysis of axially functionally graded nanorods is evaluated on the basis of nonlocal elasticity theory and Rayleigh beam model for the first time. Functionally graded materials can be determined as nonhomogeneous composites which are obtained by combining of two various materials in order to get a new ideal material. In this research, material properties of nanorods are supposed to be calmly varied along the axial direction. Hamilton's principle is used to derive the equations with consideration of Von-Kármán's geometrically nonlinearity. Harmonic Differential Quadrature (HDQ) and Multiple Scale (MS) solution techniques are used to derive an approximate-analytic solution to the linear and nonlinear free axial vibration problem of non-classical nanorods for clamped-clamped and clamped-free boundary conditions. A parametric study is carried out to indicate the effects of index of AFG, aspect ratio, mode number, internal resonances and nonlinear amplitude on nonlinear nonlocal frequencies of axially functionally graded nanorods. Also, the effects of nonlocal and nonlinear coefficients and AFG index on relationships of internal resonances have been investigated. The presented theatrical-semi analytical model has the ability to predict very suitable results for extracting the internal modal interactions in the AFG nanorod.

Modeling of unreinforced brick walls under in-plane shear & compression loading

  • Kalali, Arsalan;Kabir, Mohammad Zaman
    • Structural Engineering and Mechanics
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    • v.36 no.3
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    • pp.247-278
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    • 2010
  • The study of the seismic vulnerability of masonry buildings requires structural properties of walls such as stiffness, ultimate load capacity, etc. In this article, a method is suggested for modeling the masonry walls under in-plane loading. At the outset, a set of analytical equations was established for determining the elastic properties of an equivalent homogeneous material of masonry. The results for homogenized unreinforced brick walls through detailed modeling were compared in different manners such as solid and perforated walls, in-plane and out-of-plane loading, etc, and it was found that this method provides suitable accuracy in estimation of the wall linear properties. Furthermore, comparison of the results of proposed modeling with experimental out coming indicated that this model considers the non linear properties of the wall such as failure pattern, performance curve and ultimate strength, and would be appropriate to establish a parametric study on those prone factors. The proposed model is complicated; therefore, efforts need to be made in order to overcome the convergency problems which will be included in this study. The nonlinear model is basically semi-macro but through a series of actions, it can be simplified to a macro model.