• Title/Summary/Keyword: asymptotic properties

Search Result 293, Processing Time 0.022 seconds

Asymptotics Properties of LAD Estimators in Censored Nonlinear Regression Model

  • Park, Seung-Hoe;Kim, Hae-Kyung
    • Journal of the Korean Statistical Society
    • /
    • v.27 no.1
    • /
    • pp.101-112
    • /
    • 1998
  • This paper is concerned with the asymptotic properties of the least absolute deviation estimators for the nonlinear regression model when dependent variables are subject to censoring time, and proposed the simple and practical sufficient conditions for the strong consistency and asymptotic normality of the least absolute deviation estimators in censored regression model. Some desirable asymptotic properties including the asymptotic relative efficiency of proposed model with respect to standard model are given.

  • PDF

Asymptotic Properties of Nonlinear Least Absolute Deviation Estimators

  • Kim, Hae-Kyung;Park, Seung-Hoe
    • Journal of the Korean Statistical Society
    • /
    • v.24 no.1
    • /
    • pp.127-139
    • /
    • 1995
  • This paper is concerned with the asymptotic properties of the least absolute deviation estimators for nonlinear regression models. The simple and practical sufficient conditions for the strong consistency and the asymptotic normality of the least absolute deviation estimators are given. It is confirmed that the extension of these properties to wide class of regression functions can be established by imposing some condition on the input values. A confidence region based on the least absolute deviation estimators is proposed and some desirable asymptotic properties including the asymptotic relative efficiency also discussed for various error distributions. Some examples are given to illustrate the application of main results.

  • PDF

An Asymptotic Solution and the Green's Function for the Transverse Vibration of Beams with Variable Properties

  • Kim, Yong-Chul
    • Journal of Ocean Engineering and Technology
    • /
    • v.24 no.1
    • /
    • pp.34-38
    • /
    • 2010
  • An analytical solution procedure for the dynamic response of beams with variable properties is developed by using an asymptotic solution and the Green's function. This asymptotic closed form solution is derived for the transverse vibration of beams under the assumption of slowly varying properties, such as mass, cross-section, tension etc., along the beam length. However, this solution is still found to be very accurate even in the case of large variation, such as step change in cross-section, mass, and tension. Therefore, this derived asymptotic closed form solution and the Green's function can be easily applied to find dynamic responses for various kind of beam vibration problems.

Asymptotic Properties of LAD Esimators of a Nonlinear Time Series Regression Model

  • Kim, Tae-Soo;Kim, Hae-Kyung;Park, Seung-Hoe
    • Journal of the Korean Statistical Society
    • /
    • v.29 no.2
    • /
    • pp.187-199
    • /
    • 2000
  • In this paper, we deal with the asymptotic properties of the least absolute deviation estimators in the nonlinear time series regression model. For the sinusodial model which frequently appears in a time series analysis, we study the strong consistency and asymptotic normality of least absolute deviation estimators. And using the derived limiting distributions we show that the least absolute deviation estimators is more efficient than the least squared estimators when the error distribution of the model has heavy tails.

  • PDF

Parameter Estimation for a Hilbert Space-valued Stochastic Differential Equation ?$\pm$

  • Kim, Yoon-Tae;Park, Hyun-Suk
    • Journal of the Korean Statistical Society
    • /
    • v.31 no.3
    • /
    • pp.329-342
    • /
    • 2002
  • We deal with asymptotic properties of Maximum Likelihood Estimator(MLE) for the parameters appearing in a Hilbert space-valued Stochastic Differential Equation(SDE) and a Stochastic Partial Differential Equation(SPDE). In paractice, the available data are only the finite dimensional projections to the solution of the equation. Using these data we obtain MLE and consider the asymptotic properties as the dimension of projections increases. In particular we explore a relationship between the conditions for the solution and asymptotic properties of MLE.

ASYMPTOTIC BEHAVIORS FOR LINEAR DIFFERENCE SYSTEMS

  • IM DONG MAN;GOO YOON HOE
    • The Pure and Applied Mathematics
    • /
    • v.12 no.2 s.28
    • /
    • pp.93-103
    • /
    • 2005
  • We study some stability properties and asymptotic behavior for linear difference systems by using the results in [W. F. Trench: Linear asymptotic equilibrium and uniform, exponential, and strict stability of linear difference systems. Comput. Math. Appl. 36 (1998), no. 10-12, pp. 261-267].

  • PDF

Asymptotic Properties of Outlier Tests in Nonlinear Regression

  • Kahng, Myung-Wook
    • Journal of the Korean Data and Information Science Society
    • /
    • v.17 no.1
    • /
    • pp.205-211
    • /
    • 2006
  • For a linear regression model, the necessary and sufficient condition for the asymptotic consistency of the outlier test statistic is known. An analogous condition for the nonlinear regression model is considered in this paper.

  • PDF

Asymptotic Properties of the Stopping Times in a Certain Sequential Procedure

  • Kim, Sung-Lai
    • Journal of the Korean Statistical Society
    • /
    • v.24 no.2
    • /
    • pp.337-347
    • /
    • 1995
  • In the problem of some sequential estimation, the stopping times may be written in the form $N(c) = inf{n \geq n_0; n \geq c^2 S^2_n/\delta^2 (\bar{X}_n)}$ where ${s^2_n}$ and ${\bar{X}_n}$ are the sequences of sample variance and sample mean of the independently and identically distributed (i.i.d.) random variables with distribution $F_{\theta}(x), \theta \in \Theta$, respectively, and $\delta$ is either constant or any given positive real valued function. We obtain some asymptotic normality and asymptotic expectation of the N(c) in various limiting situations. Specially, uniform asymptotic normality and uniform asymptotic expectation of the N(c) are given.

  • PDF

ASYMPTOTIC NUMBER OF GENERAL CUBIC GRAPHS WITH GIVEN CONNECTIVITY

  • CHAE GAB-BYUNG
    • Journal of the Korean Mathematical Society
    • /
    • v.42 no.6
    • /
    • pp.1187-1203
    • /
    • 2005
  • Let g(2n, l, d) be the number of general cubic graphs on 2n labeled vertices with l loops and d double edges. We use inclusion and exclusion with two types of properties to determine the asymptotic behavior of g(2n, l, d) and hence that of g(2n), the total number of general cubic graphs of order 2n. We show that almost all general cubic graphs are connected. Moreover, we determined the asymptotic numbers of general cubic graphs with given connectivity.