• 제목/요약/키워드: asymptotic center

검색결과 71건 처리시간 0.022초

An Analysis of Panel Count Data from Multiple random processes

  • 박유성;김희영
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 추계 학술발표회 논문집
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    • pp.265-272
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    • 2002
  • An Integer-valued autoregressive integrated (INARI) model is introduced to eliminate stochastic trend and seasonality from time series of count data. This INARI extends the previous integer-valued ARMA model. We show that it is stationary and ergodic to establish asymptotic normality for conditional least squares estimator. Optimal estimating equations are used to reflect categorical and serial correlations arising from panel count data and variations arising from three random processes for obtaining observation into estimation. Under regularity conditions for martingale sequence, we show asymptotic normality for estimators from the estimating equations. Using cancer mortality data provided by the U.S. National Center for Health Statistics (NCHS), we apply our results to estimate the probability of cells classified by 4 causes of death and 6 age groups and to forecast death count of each cell. We also investigate impact of three random processes on estimation.

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ESTIMATION OF THE DISTRIBUTION FUNCTION FOR STATIONARY RANDOM FIELDS OF ASSOCIATED PROCESSES

  • Kim, Tae-Sung;Ko, Mi-Hwa;Yoo, Yeon-Sun
    • 대한수학회논문집
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    • 제19권1호
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    • pp.169-177
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    • 2004
  • For a stationary field $\{X_{\b{j}},\b{j}{\;}\in{\;}{\mathbb{Z}}^d_{+}\}$ of associated random variables with distribution function $F(x)\;=\;P(X_{\b{1}}\;{\leq}\;x)$ we study strong consistency and asymptotic normality of the empirical distribution function, which is proposed as an estimator for F(x). We also consider strong consistency and asymptotic normality of the empirical survival function by applying these results.

THE ULTIMATE RUIN PROBABILITY OF A DEPENDENT DELAYED-CLAIM RISK MODEL PERTURBED BY DIFFUSION WITH CONSTANT FORCE OF INTEREST

  • Gao, Qingwu;Zhang, Erli;Jin, Na
    • 대한수학회보
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    • 제52권3호
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    • pp.895-906
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    • 2015
  • Recently, Li [12] gave an asymptotic formula for the ultimate ruin probability in a delayed-claim risk model with constant force of interest and pairwise quasi-asymptotically independent and extended-regularly-varying-tailed claims. This paper extends Li's result to the case in which the risk model is perturbed by diffusion, the claims are consistently-varying-tailed and the main-claim interarrival times are widely lower orthant dependent.

쌍적분 방정식을 이용한 완전도체쐐기의 점근해 유도, II : H-분극된 평면파 입사시 (Derivation of an Asymptotic solution for a Perfect Conducting Wedge by Using the Dual Integral Equation, Part II : H-Polarized Plane Wave Incidence)

  • 하헌태;나정웅
    • 전자공학회논문지D
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    • 제36D권1호
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    • pp.22-28
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    • 1999
  • H-분극된 평면파가 입사되는 완전도체쇄기에 대해 급수형태의 정확한 경계면 전자파를 파수영억역에서의 쌍적분 방정식에 대힙하여 해석적으로 적분함으로써 검근해를 유도하였다. 가상공간에서 적분 결과가 0이 되는 것을 보임으로써 적분 과정의 타당성을 보였다. 완전도체쇄기의 점근해 유도과정에 쌍적분 방정식을 이동함으로써 얻은 잇점에 대해 살펴보았다.

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THE ASYMPTOTIC STABILITY OF SOME INTEGRODIFFERENTIAL EQUATIONS

  • Chern, Jann-Long;Huang, Shu-Zhu
    • 대한수학회보
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    • 제37권2호
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    • pp.273-283
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    • 2000
  • In this paper we consider two delay equations with in-finite delay. We will give two sufficient conditions for the positive and zero equilibriums of these equations to be a global attractor respectively.

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ASYMPTOTIC PROPERTIES OF THE CONDITIONAL HAZARD FUNCTION ESTIMATE BY THE LOCAL LINEAR METHOD FOR FUNCTIONAL ERGODIC DATA

  • MOHAMMED BASSOUDI;ABDERRAHMANE BELGUERNA;HAMZA DAOUDI;ZEYNEB LAALA
    • Journal of applied mathematics & informatics
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    • 제41권6호
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    • pp.1341-1364
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    • 2023
  • This article introduces a method for estimating the conditional hazard function of a real-valued response variable based on a functional variable. The method uses local linear estimation of the conditional density and cumulative distribution function and is applied to a functional stationary ergodic process where the explanatory variable is in a semi-metric space and the response is a scalar value. We also examine the uniform almost complete convergence of this estimation technique.

수압파쇄균열의 점근적 해석과 경계병치법의 적용성 (Asymptotic Analysis for Hydraulic Fractures and Applicability of Boundary Collocation Method)

  • 심영종;김홍택
    • 한국지반공학회논문집
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    • 제21권6호
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    • pp.93-100
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    • 2005
  • 수압파쇄시 다중으로 분할된 균열의 생성은 자주 발생되는 현상이며 이러한 균열군은 단균열과는 달리 상당히 다른 거동을 나타낸다. 그러나 대부분의 수치기법으로는 이러한 균열군 거동의 모사는 계산량의 증가로 결코 쉽지 않다. 따라서 본 논문에서는 수압파쇄시 생성되는 다수의 균열 변위를 경계병치법을 사용하여 효과적으로 계산하기 위한 방법을 제시하였다. 우선 평행하면서 아주 가깝게 위치한 다중 분할 균열의 점근적 해를 구하고 경계병치법의 균열에 사용된 병치점의 수를 변화시켜 점근적 해와 비교하였다. 그 결과 기존의 기준에 비해 병치점의 수를 10배정도 줄이더라도 얻어지는 결과에는 별 차이가 없음을 밝혀냈다. 따라서 이보다 더욱 복잡한 균열이 존재하는 실제의 경우 병치점의 수를 줄여 적용하여도 경계병치법에 의한 계산은 유효하다는 결론을 얻었다.

관성 센서를 이용한 투로터 시스템 제어에 관한 연구 (A Study on Control for the Two-Rotor System Using Inertial Sensors)

  • 장재훈;정은태;권성하
    • 제어로봇시스템학회논문지
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    • 제19권3호
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    • pp.190-194
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    • 2013
  • This paper presents experimental results of the attitude control for a two-rotor system with 3-DOF(degree-of-freedom). Two DC motors are equipped at the two ends of a rectangular beam to generate lift force and the relation between motor voltage and lift force is found experimentally. And inertial sensors are mounted at the center of the beam to measure the roll angle and a complementary filter is designed to get the angle during DC motors driving. A controller with nonlinear compensation, integrator and state feedback to achieve asymptotic tracking for a step input and reject input disturbance is designed and experimented.