• Title/Summary/Keyword: Asymptotically efficient

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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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    • v.8 no.2
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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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EFFICIENT REPLICATION VARIANCE ESTIMATION FOR TWO-PHASE SAMPLING

  • Kim, Jae-Kwang;Sitter, Randy
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.11a
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    • pp.327-332
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    • 2002
  • Variance estimation for the regression estimator for a two-phase sample is investigated. A replication variance estimator with number of replicates equal to or slightly larger than the size of the second-phase sample is developed. In these cases, the proposed method is asymptotically equivalent to the full jackknife, but uses smaller number of replications.

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New Dispersion Function in the Rank Regression

  • Choi, Young-Hun
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.101-113
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    • 2002
  • In this paper we introduce a new score generating (unction for the rank regression in the linear regression model. The score function compares the $\gamma$'th and s\`th power of the tail probabilities of the underlying probability distribution. We show that the rank estimate asymptotically converges to a multivariate normal. further we derive the asymptotic Pitman relative efficiencies and the most efficient values of $\gamma$ and s under the symmetric distribution such as uniform, normal, cauchy and double exponential distributions and the asymmetric distribution such as exponential and lognormal distributions respectively.

Penalized Likelihood Regression: Fast Computation and Direct Cross-Validation

  • Kim, Young-Ju;Gu, Chong
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.05a
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    • pp.215-219
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    • 2005
  • We consider penalized likelihood regression with exponential family responses. Parallel to recent development in Gaussian regression, the fast computation through asymptotically efficient low-dimensional approximations is explored, yielding algorithm that scales much better than the O($n^3$) algorithm for the exact solution. Also customizations of the direct cross-validation strategy for smoothing parameter selection in various distribution families are explored and evaluated.

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Application of Saint-Venant's Principle to Anisotropic Beams (이방성 보 구조물 응력해석에서의 생브낭 원리)

  • Kim, Jun-Sik
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.36 no.4
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    • pp.451-455
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    • 2012
  • Asymptotic analysis is a powerful tool for the mathematically rigorous design and analysis of anisotropic beam structures. However, it has a limitation in that the asymptotic approach requires asymptotically correct boundary conditions for higher-order solutions, which are often needed for beams weak in shear. A method utilizing Saint-Venant's principle was proposed in a previous work to improve the stress state of isotropic beams and plates. In this paper, such a method is generalized for anisotropic beams, so that one does not need to consider the asymptotically correct boundary conditions for higher-order solutions. Consequently, solving the recursive system equations is not necessary, which makes the method very efficient in terms of accuracy and computational effort.

Efficient Transformations Between Binary Images and Quadtrees on a Linear Array with Reconfigurable Optical Buses (LAROB상에서 이진영상과 사진트리 사이의 효율적인 변환)

  • Kim, Myung
    • The Transactions of the Korea Information Processing Society
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    • v.6 no.6
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    • pp.1511-1519
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    • 1999
  • We present efficient algorithms for transforming between binary images and quadtrees on the LABOR. For a binary image of size n ${\times}$ n, both algorithms run in $\theta$(1) time using n2 processors. These algorithms are optimal in the sense that the product of time and number of processors is asymptotically the same as the optimal sequential time which is $\theta$(n2).

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Simplified Near Optimal Downlink Beamforming Schemes in Multi-Cell Environment (다중 셀 환경에서 적은 복잡도를 갖는 준 최적 하향 빔형성)

  • Yang, Jang-Hoon;Kim, Dong-Ku
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.36 no.12C
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    • pp.764-773
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    • 2011
  • Despite enormous performance gain with multi-antenna transmission in the single cell environment, its gain diminishes out in the multi-cell environment due to interference. It is also very hard to solve the efficient downlink beamforming with low complexity in multi-cell environment. First, this paper shows that the asymptotically sum rate optimal downlink beamformings at low and high SNR are maximum ratio transmit (MRT) and zero forcing (ZF) beamforming in the multi-cell system, respectively. Secondly, exploiting the asymptotically optimal downlink beamforming, we develop simple two types of near optimal downlink beamforming schemes having the form of minimum mean squared error (MMSE) beamforming obtained from the dual uplink problem. For each type, three different subclasses are also considered depending on the computational complexity. The simulation results show that the proposed near optimum algorithms provide the trade-off between the complexity and the performance.

Efficient Computation of Eta Pairing over Binary Field with Vandermonde Matrix

  • Shirase, Masaaki;Takagi, Tsuyoshi;Choi, Doo-Ho;Han, Dong-Guk;Kim, Ho-Won
    • ETRI Journal
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    • v.31 no.2
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    • pp.129-139
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    • 2009
  • This paper provides an efficient algorithm for computing the ${\eta}_T$ pairing on supersingular elliptic curves over fields of characteristic two. In the proposed algorithm, we deploy a modified multiplication in $F_{2^{4n}}$ using the Vandermonde matrix. For F, G ${\in}$ $F_{2^{4n}}$ the proposed multiplication method computes ${\beta}{\cdot}F{\cdot}G$ instead of $F{\cdot}G$ with some ${\beta}$ ${\in}$ $F^*_{2n}$ because ${\beta}$ is eliminated by the final exponentiation of the ${\eta}_T$ pairing computation. The proposed multiplication method asymptotically requires only 7 multiplications in $F_{2^n}$ as n ${\rightarrow}$ ${\infty}$, while the cost of the previously fastest Karatsuba method is 9 multiplications in $F_{2^n}$. Consequently, the cost of the ${\eta}_T$ pairing computation is reduced by 14.3%.

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Estimating the Region of Attraction via collocation for autonomous nonlinear systems

  • Rezaiee-Pajand, M.;Moghaddasie, B.
    • Structural Engineering and Mechanics
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    • v.41 no.2
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    • pp.263-284
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    • 2012
  • This paper aims to propose a computational technique for estimating the region of attraction (RoA) for autonomous nonlinear systems. To achieve this, the collocation method is applied to approximate the Lyapunov function by satisfying the modified Zubov's partial differential equation around asymptotically stable equilibrium points. This method is formulated for n-scalar differential equations with two classes of basis functions. In order to show the efficiency of the suggested approach, some numerical examples are solved. Moreover, the estimated regions of attraction are compared with two similar methods. In most cases, the proposed scheme can estimate the region of attraction more efficient than the other techniques.

Computation of the Slow Viscous Flow about a Normal Plate (수직평판 주위를 흐르는 느린 점성류의 수치해석)

  • 인기문;최도형;김문언
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.17 no.9
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    • pp.2329-2338
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    • 1993
  • An accurate analysis procedure to solve the flow about a flat plate at various incidences has been developed. The Navier-Stokes equations of stream function and vorticity form are solved in a sufficiently large computational domain, in which the grid lines are mutually orthogonal. The details of the flow near the singularity at the tip of the plate is well captured by the analytic solution which is asymptotically matched to the numerically generated outer solution. The solution for each region is obtained iteratively : the solution of one (inner or outer) region uses that of the other as the boundary condition after each cycle. The resulting procedure is accurate everywhere and also computationally efficient as the singularity has been removed. It is applied to the flat plate for a wide range of Re : the results agree very well with the existing computation and experiment.