• 제목/요약/키워드: Simultaneous Approximation

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Balanced Simultaneous Confidence Intervals in Logistic Regression Models

  • Lee, Kee-Won
    • Journal of the Korean Statistical Society
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    • 제21권2호
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    • pp.139-151
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    • 1992
  • Simultaneous confidence intervals for the parameters in the logistic regression models with random regressors are considered. A method based on the bootstrap and its stochastic approximation will be developed. A key idea in using the bootstrap method to construct simultaneous confidence intervals is the concept of prepivoting which uses the transformation of a root by its estimated cumulative distribution function. Repeated use of prepivoting makes the overall coverage probability asymptotically correct and the coverage probabilities of the individual confidence statement asymptotically equal. This method is compared with ordinary asymptotic methods based on Scheffe's and Bonferroni's through Monte Carlo simulation.

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Penalized rank regression estimator with the smoothly clipped absolute deviation function

  • Park, Jong-Tae;Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • 제24권6호
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    • pp.673-683
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    • 2017
  • The least absolute shrinkage and selection operator (LASSO) has been a popular regression estimator with simultaneous variable selection. However, LASSO does not have the oracle property and its robust version is needed in the case of heavy-tailed errors or serious outliers. We propose a robust penalized regression estimator which provide a simultaneous variable selection and estimator. It is based on the rank regression and the non-convex penalty function, the smoothly clipped absolute deviation (SCAD) function which has the oracle property. The proposed method combines the robustness of the rank regression and the oracle property of the SCAD penalty. We develop an efficient algorithm to compute the proposed estimator that includes a SCAD estimate based on the local linear approximation and the tuning parameter of the penalty function. Our estimate can be obtained by the least absolute deviation method. We used an optimal tuning parameter based on the Bayesian information criterion and the cross validation method. Numerical simulation shows that the proposed estimator is robust and effective to analyze contaminated data.

Best simultaneous approximations from a convex subset

  • Park, Sung-Ho;Rhee, Hyang-Joo
    • 대한수학회보
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    • 제33권2호
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    • pp.193-204
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    • 1996
  • Let U and V be nonempty compact subsets of two Hausdorff topological vector spaces. Suppose that a function $J : U \times V \to R$ is such that for each $\upsilon \in V, J(\cdot, \upsilon)$ is lower semi-continuous and convex on U, and for each $ u \in U, J(u, \cdot)$ is upper semi-continuous and concave on V.

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AN APPLICATION OF THE STRING AVERAGING METHOD TO ONE-SIDED BEST SIMULTANEOUS APPROXIMATION

  • Rhee, Hyang-Joo
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제10권1호
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    • pp.49-56
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    • 2003
  • For (equation omitted) be an ordered $\ell$(t)-tuple of numbers in{1,2, …,$\ell$}and let Tt be chosen from a finite composition of orthogonal projections (equation omitted) acting on the normed linear space $C_1$(X) to closed convex subset $S(fi_{j}\;^{t})$ respectively. In this paper, we study the convergence of the sequence (equation omitted) where (equation omitted).

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THE OPERATORS 𝜋G OF BEST APPROXIMATIONS AND CONTINUOUS METRIC PROJECTIONS

  • RHEE, HYANG JOO
    • Journal of applied mathematics & informatics
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    • 제40권3_4호
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    • pp.669-674
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    • 2022
  • In this paper, we shall consider some properties of the metric projection as a set valued mapping. For a set G in a metric space E, the mapping 𝜋G; x → 𝜋G(x) of E into 2G is called set valued metric projection of E onto G. We investigated the properties related to the projection PS(·)(·) and 𝜋S(·)(·) as one-sided best simultaneous approximations.

Coordinated Simultaneous Attitude Pointing for Multiple Satellites Under Formation Flying

  • Choi, Yoon-Hyuk;Lee, Henzeh;Bang, Hyo-Choong
    • International Journal of Aeronautical and Space Sciences
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    • 제8권1호
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    • pp.129-139
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    • 2007
  • In this paper, attitude control laws for simultaneous pointing of multiple spacecrafts are considered under a formation flying scenario. The basic approach lies in adaptive feedback gains using relative attitude information or maneuver time approximation for coordinated attitude control. Each control law is targeted to balancing mean motion or to correcting system response to the slowest satellite. The control gain adaptation is constructed by two approaches. The first one is using variable damping gain to manipulate speed of a fast system response, and the second one uses alternate natural frequency of the system under control. The validity and stability of the proposed approaches are examined analytically and tested through numerical simulations.

CMOS 그라운드 연결망에서의 최대 동시 스위칭 잡음의 해석 모형 (An Analytical Model of Maximum Simultaneous Switching Noise for Ground Interconnection Networks in CMOS Systems)

  • 김정학;백종흠;김석윤
    • 대한전기학회논문지:전기물성ㆍ응용부문C
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    • 제50권3호
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    • pp.115-119
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    • 2001
  • This paper presents an efficient and simple method for analyzine maximum simultaneous switching noise (SSN) on ground interconnection networks in CMOS systems. For the derivation of maximum SSN expression, we use ${\alpha}$-power law MOS model and Taylor's series approximation. The accuracy of the proposed method is verified by comparing the results with those of previous researches and HSPICE simulations under the contemporary process parameters and environmental conditions. The proposed method predicts the maximum SSN values more accurately when compared to existing approaches even in most practical cases such that exist some output drivers not in transition.

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OPTIMAL CONSUMPTION/INVESTMENT AND LIFE INSURANCE WITH REGIME-SWITCHING FINANCIAL MARKET PARAMETERS

  • LEE, SANG IL;SHIM, GYOOCHEOL
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제19권4호
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    • pp.429-441
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    • 2015
  • We study optimal consumption/investment and life insurance purchase rules for a wage earner with mortality risk under regime-switching financial market conditions, in a continuous time-horizon. We apply the Markov chain approximation method and suggest an efficient algorithm using parallel computing to solve the simultaneous Hamilton-Jaccobi-Bellman equations arising from the optimization problem. We provide numerical results under the utility functions of the constant relative risk aversion type, with which we illustrate the effects of regime switching on the optimal policies by comparing them with those in the absence of regime switching.

CONTINUITY OF ONE-SIDED BEST SIMULTANEOUS APPROXIMATIONS

  • Lee, Mun-Bae;Park, Sung-Ho;Rhee, Hyang-Joo
    • 대한수학회보
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    • 제37권4호
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    • pp.743-753
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    • 2000
  • In the space $C_1(X)$ of real-valued continuous functions with $L_1-norm$, every bounded set has a relative Chebyshev center in a finite-dimensional subspace S. Moreover, the set function $F\rightarrowZ_S(F)$ corresponding to F the set of its relative Chebyshev centers, in continuous on the space B[$C_1(X)$(X)] of nonempty bounded subsets of $C_1(X)$ (X) with the Hausdorff metric. In particular, every bounded set has a relative Chebyshev center in the closed convex set S(F) of S and the set function $F\rightarrowZ_S(F)$(F) is continuous on B[$C_1(X)$ (X)] with a condition that the sets S(.) are equal.

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