• 제목/요약/키워드: Asymptotic Behavior

검색결과 266건 처리시간 0.02초

Convergence of Score process in the Cox Proportional Hazards Model

  • Hwang, Jin-Soo
    • Journal of the Korean Statistical Society
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    • 제26권1호
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    • pp.117-130
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    • 1997
  • We study the asymptotic behavior of the maximum partial likelihood estimator in the Cox proportional hazards model in the presence of nuisance parameters when the entry of patients is staggered. When entry of patients is simultaneous and there is only one regression parameter in the Cox model, the efficient score process of the partial likelihood is martingale and converges weakly to a time-chnaged Brownian motion. Our problem is to get a similar result in the presence of nuisance parameters when entry of patient is staggered.

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GLOBAL EXISTENCE AND STABILITY FOR EULER-BERNOULLI BEAM EQUATION WITH MEMORY CONDITION AT THE BOUNDARY

  • Park, Jong-Yeoul;Kim, Joung-Ae
    • 대한수학회지
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    • 제42권6호
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    • pp.1137-1152
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    • 2005
  • In this article we prove the existence of the solution to the mixed problem for Euler-Bernoulli beam equation with memory condition at the boundary and we study the asymptotic behavior of the corresponding solutions. We proved that the energy decay with the same rate of decay of the relaxation function, that is, the energy decays exponentially when the relaxation function decay exponentially and polynomially when the relaxation function decay polynomially.

Local Bandwidth Selection for Nonparametric Regression

  • Lee, Seong-Woo;Cha, Kyung-Joon
    • Communications for Statistical Applications and Methods
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    • 제4권2호
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    • pp.453-463
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    • 1997
  • Nonparametric kernel regression has recently gained widespread acceptance as an attractive method for the nonparametric estimation of the mean function from noisy regression data. Also, the practical implementation of kernel method is enhanced by the availability of reliable rule for automatic selection of the bandwidth. In this article, we propose a method for automatic selection of the bandwidth that minimizes the asymptotic mean square error. Then, the estimated bandwidth by the proposed method is compared with the theoretical optimal bandwidth and a bandwidth by plug-in method. Simulation study is performed and shows satisfactory behavior of the proposed method.

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The Limit Distribution of a Modified W-Test Statistic for Exponentiality

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.473-481
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    • 2001
  • Shapiro and Wilk (1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test statistic is inconsistent. Kim(2001) proposed a modified Shapiro-Wilk's test statistic based on the ratio of tow asymptotically efficient estimates of scale. In this paper, we study the asymptotic behavior of the statistic using the approximation of the quantile process by a sequence of Brownian bridges and represent the limit null distribution as an integral of a Brownian bridge.

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ON PERIODICIZING FUNCTIONS

  • Naito Toshiki;Shin Jong-Son
    • 대한수학회보
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    • 제43권2호
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    • pp.253-263
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    • 2006
  • In this paper we introduce a new concept, a 'periodicizing' function for the linear differential equation with the periodic forcing function. Moreover, we construct this function, which is closely related with the solution of a difference equation and an indefinite sum. Using this function, we can obtain a representation of solutions from which we see immediately the asymptotic behavior of the solutions.

BOUNDARY VALUE PROBLEMS FOR THE STATIONARY NORDSTRÖM-VLASOV SYSTEM

  • Bostan, Mihai
    • 대한수학회지
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    • 제47권4호
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    • pp.743-766
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    • 2010
  • We study the existence of weak solution for the stationary Nordstr$\ddot{o}$m-Vlasov equations in a bounded domain. The proof follows by fixed point method. The asymptotic behavior for large light speed is analyzed as well. We justify the convergence towards the stationary Vlasov-Poisson model for stellar dynamics.

POLYNOMIAL GROWTH HARMONIC MAPS ON COMPLETE RIEMANNIAN MANIFOLDS

  • Lee, Yong-Hah
    • 대한수학회보
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    • 제41권3호
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    • pp.521-540
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    • 2004
  • In this paper, we give a sharp estimate on the cardinality of the set generating the convex hull containing the image of harmonic maps with polynomial growth rate on a certain class of manifolds into a Cartan-Hadamard manifold with sectional curvature bounded by two negative constants. We also describe the asymptotic behavior of harmonic maps on a complete Riemannian manifold into a regular ball in terms of massive subsets, in the case when the space of bounded harmonic functions on the manifold is finite dimensional.

PHRAGMEN-LINDELOF AND CONTINUOUS DEPENDENCE TYPE RESULTS IN GENERALIZED DISSIPATIVE HEAT CONDUCTION

  • Song, Jong-Chul;Yoon, Dall-Sun
    • 대한수학회지
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    • 제35권4호
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    • pp.945-960
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    • 1998
  • This paper is concerned with investigating the asymptotic behavior of end effects for a generalized heat conduction problem with an added dissipation term defined on a three-dimensional semi-infinite cylinder. With homogeneous Dirichlet conditions on the lateral surface of the cylinder it is shown that solutions either grow exponentially or decay exponentially in the distance from the finite end of the cylinder. In particular, to render decay estimate explicit, we pattern after the analysis of Payne and Song [13, 15]. The continuous dependence effect of perturbing the equations parameters is also investigated.

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ASYMPTOTICS FOR SOLUTIONS OF THE GINZBURG-LANDAU EQUATIONS WITH DIRICHLET BOUNDARY CONDITIONS

  • Han, Jong-Min
    • 대한수학회지
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    • 제35권4호
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    • pp.1019-1043
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    • 1998
  • In this paper we study some asymptotics for solutions of the Ginzburg-Landau equations with Dirichlet boundary conditions. We consider the solutions ( $u_{\in}$, $A_{\in}$) which minimize the Ginzburg-Landau energy functional $E_{\in}$(u, A). We show that the solutions ( $u_{\in$}$ , $A_{\in}$) converge to some ( $u_{*}$, $A_{*}$) in various norms as the coupling parameter $\in$longrightarrow0.ow0.

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