• Title/Summary/Keyword: estimating function

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Influence of an Observation on the t-statistic

  • Kim, Hong-Gie;Kim, Kyung-Hee
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.453-462
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    • 2005
  • We derive the influence function on t statistic and find its feature; the influence function on t statistic has two forms depending on the value of ${\mu}_0$. Sample influence functions are used to verify the validity of the derived influence function. We use random samples from normal distribution to show the validity of the function. The simulation study proves that the obtained influence function is very accurate to in estimating changes in t statistic when an observation is added or deleted.

A Method of Choosing a Value of the Bending Constant in Huber's M-Estimation Function

  • Park, Ro-Jin
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.2
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    • pp.181-188
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    • 2000
  • The shape of an M-estimation function is generally determined in the sense of either/both maximizing efficiency of an M-estimator at the model or/and bounding the influence function of an M-estimator. We propose an empirical method of choosing a value of the bending constant in Huber's ${\psi}-function$, which is the most widely used M-estimation function when estimating the location parameter.

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An Approximate Cost Estimating Model for Eco-River Facility Construction Project at Planning Stage (자연형 하천공사 개략공사비 산정모델의 개발)

  • Choi, In-Wook;Lee, Si-Wook;Woo, Sung-kwon
    • Korean Journal of Construction Engineering and Management
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    • v.10 no.5
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    • pp.104-112
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    • 2009
  • After the middle of 90's, the eco rivers maintenance enterprise was propelled about city rivers. The environmental function is more emphasized because of revising the rivers law enforced at 2008.4. Also, the field of application is being magnified. It is difficult to apply that the conceptual public work expense estimating model of the rivers which adjusts a focus at open channel rivers excepts the small-scale rivers maintenance public work. The research presents a eco rivers public work conceptual public work expense estimating model frame work. It suits the change of the rivers environmental renewal construction paradigm. It develops the conceptual public work expense estimating plan of the rivers at the planning phase using the collection and analysis of the data. As a result, riffle, spur dyke, stepping stones, fish way and etc are added. Consequently, it brings the hydrophilic function is considered seriously conceptual public work expense estimating model of the eco rivers.

Quasi-Likelihood Estimation for ARCH Models

  • Kim, Sah-Myeong
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.3
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    • pp.651-656
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    • 2005
  • In this paper the quasi-likelihood function was proposed and the estimators which are the solutions of the estimating equations for estimation of a class of nonlinear time series models. We compare the performances of the proposed estimators with those of the ML estimators under the heavy-railed distributions by simulation.

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On an Extension of Hardy-Hilbert's Inequality

  • Yang, Bicheng
    • Kyungpook Mathematical Journal
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    • v.46 no.3
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    • pp.425-431
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    • 2006
  • In this paper, by introducing three parameters A, B and ${\lambda}$, and estimating the weight coefficient, we give a new extension of Hardy-Hilbert's inequality with a best constant factor, involving the Beta function. As applications, we consider its equivalent inequality.

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LIL FOR KERNEL ESTIMATOR OF ERROR DISTRIBUTION IN REGRESSION MODEL

  • Niu, Si-Li
    • Journal of the Korean Mathematical Society
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    • v.44 no.4
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    • pp.835-844
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    • 2007
  • This paper considers the problem of estimating the error distribution function in nonparametric regression models. Sufficient conditions are given under which the kernel estimator of the error distribution function based on nonparametric residuals satisfies the law of iterated logarithm.

Estimation of Survival Function and Median Survival Time in Interval-Censored Data (구간중도절단자료에서 생존함수와 중간생존시간에 대한 추정)

  • Yun, Eun-Young;Kim, Choong-Rak
    • The Korean Journal of Applied Statistics
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    • v.23 no.3
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    • pp.521-531
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    • 2010
  • Interval-censored observations are common in medical and epidemiologic studies; however, limited studies exist due to the complexity and special structure of interval-censoring. This paper introduces the imputation method and the self consistency method in the interval-censored data. We propose a new method of generating random numbers under an interval-censoring set-up. Through simulation studies we compare two methods under various simulation schemes in the sense of the mean squared error for estimating the median survival time and the mean integrated squared error for estimating the survival function. Under a moderate censoring percentage, the mean imputation method showed a better performance than the self-consistency method in estimating the median survival time and the survival function.

A Study on the analysis of ship motion using system identification method (시스템 식별법을 이용한 선체운동 해석에 관한 연구)

  • Song, Jaeyoung;Yim, Jeong-Bin
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2019.11a
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    • pp.271-271
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    • 2019
  • Estimating ship motion is difficult because it take place in complex environments.. Estimating ship motion is an important factor in ensuring the safety of ship, so accurate estimates are needed. Existing motion-related studies compare the apparent motion of the model acquired and the reference model by experimenting with the ship motion on a particular alignment, making it difficult to intuitively estimate the hull motion. This study introduces the concept of estimating the characteristics of ship motion as a transfer function through pole-zero interpretation and frequency response analysis by applying the method of transfer function of Linear-Time Invariant system. Ship motion analysis model using Linear-Time Invariant system is consist with 1) wave as input signal 2) ship motion as output signal 3) hull defined as black box. This model can be defined by numericalizing the ship motion as a transfer function and is expected to facilitate the characterization of the ship motion through pole-zero analysis and frequency response analysis.

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Design Flood Estimation using Historical Rainfall Events and Storage Function Model in Large River Basins (과거강우사상과 저류함수모형을 이용한 대유역 계획홍수량 추정)

  • Youn, Jong-Woo;Lee, Dong-Ryul;Ahn, Won-Sik;Rim, Hae-Wook
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.3B
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    • pp.269-279
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    • 2009
  • The design flood estimation in a large river basin has a lot of uncertainties in areal reduction factors, time-spatial rainfall distribution, and parameters of rainfall-runoff model. The use of historical concurrent rainfall events for estimating design flood would reduce the uncertainties. This study presents a procedure for estimating design floods using historical rainfall events and storage function model. The design rainfall and time-spatial distribution were determined through analyzing concurrent rainfall events, and the design floods were estimated using storage function model with a non-linear hydrology response. To evaluate the applicability of the procedure of this study, the estimated floods were compared to results of frequency analysis of flood data. Both floods gave very similar results. It shows the applicability of the procedure presented in this study for estimating design floods in practices.