• Proceedings of the Korean Statistical Society Conference
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• 2004.11a
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• pp.1-8
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• 2004

We address the problem of parameter estimation in multivariate distributions under ignorable non-monotone missing data. The factoring likelihood method for monotone missing data, termed by Robin (1974), is extended to a more general case of non-monotone missing data. The proposed method is algebraically equivalent to the Newton-Raphson method for the observed likelihood, but avoids the burden of computing the first and the second partial derivatives of the observed likelihood Instead, the maximum likelihood estimates and their information matrices for each partition of the data set are computed separately and combined naturally using the generalized least squares method. A numerical example is also presented to illustrate the method.

• Proceedings of the Korea Society for Simulation Conference
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• 2001.10a
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• pp.373-379
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• 2001

There is a big issue to generate 3D hexahedral finite element (FE) model, since a process to divide the whole domain into several simple-shaped sub-domains is required before generating a continuous mesh with mapped mesh generators. In general, it is nearly impossible to set up proper division numbers interactively to keep mesh connectivity between sub-domains on a complicated arbitrary-shaped domain. If mesh continuity between sub-domains is not required in an analysis, this complicated process can be omitted. Element-free Galerkin method (EFGM) can accept discontinuous meshes, which only requires nodal information. However it is difficult to choose a reasonable influenced domain in moving least squares scheme with non-uniformly distributed nodes in discontinuous FE models. A new FE scheme fur discontinuous mesh is proposed in this paper by applying improved EFGM with some modification to derive FE approximated function in discontinuous parts. Its validity is evaluated on linear elastic problems.

• Journal of the Korean Data and Information Science Society
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• v.20 no.5
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• pp.925-931
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• 2009

In this paper we propose a variance function estimation method for replicated data based on averages of squared residuals obtained from estimated mean function by the least squares support vector machine. Newton-Raphson method is used to obtain associated parameter vector for the variance function estimation. Furthermore, the cross validation functions are introduced to select the hyper-parameters which affect the performance of the proposed estimation method. Experimental results are then presented which illustrate the performance of the proposed procedure.

• Journal of the Korean earth science society
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• v.38 no.5
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• pp.333-344
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• 2017

We present the environmental dependence of the luminosity-size relation of galaxies in the local universe (z < 0.01) along with their dependence on galaxy morphology represented by five broad types (E, dEs, S0, Sp, and Irr). The environmental parameters we consider are the local background density and the group/cluster membership together with the clustercenteric distance for the Virgo cluster galaxies. We derive the regression coefficient (${\beta}$), i.e., the slope of the line representing the least-squares fitting to the data and the Pearson correlation coefficient (c.c.) representing the goodness of the least-squares fit along with the confidence interval from bootstrap resampling. We find no significant dependence of the luminosity-size relation on galaxy morphology. However, there is a weak dependence of the luminosity-size relations on the environment of galaxies, in the sense that galaxies in the low density environment have shallower slopes than galaxies in the high density regions except for elliptical galaxies that show an opposite trend.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.6 no.4
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• pp.353-363
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• 1994

In order to give a useful guide for engineering applications on numerical models based on nonlinear stream function wave theory. collocation method and least squares method are directly compared input parameters of the revised Dean's Table (Chaplin, 1980). Two models ive both accurate and almost same results for all the cases except very long or nearly breaking waves. Overall comparison seems to favor the least squares method for general use.

• Journal of the Korean Data and Information Science Society
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• v.14 no.2
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• pp.153-165
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• 2003

This paper considers the likelihood ratio test statistic based on nonlinear regression quantiles estimators in order to test of hypothesis about the regression parameter $\theta_o$ and derives asymptotic distribution of proposed test statistic under the null hypothesis and a sequence of local alternative hypothesis. The paper also investigates asymptotic relative efficiency of the proposed test to the test based on the least squares estimators or the least absolute deviation estimators and gives some examples to illustrate the application of the main result.

• Journal of the Korean Statistical Society
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• v.30 no.4
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• pp.551-561
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• 2001

This paper deals with the asymptotic properties for statistical inferences of the parameters in nonlinear regression models. As an optimal criterion for robust estimators of the regression parameters, the regression quantile method is proposed. This paper defines the regression quintile estimators in the nonlinear models and provides simple and practical sufficient conditions for the asymptotic normality of the proposed estimators when the parameter space is compact. The efficiency of the proposed estimator is especially well compared with least squares estimator, least absolute deviation estimator under asymmetric error distribution.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.11
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• pp.647-656
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• 2020

This study empirically examines the effect of ownership structure on bank diversification and risk-taking behavior. The population of this study is based on all commercial banks listed in Bangladesh. Thirty-two conventional commercial banks were randomly selected from thirty-three conventional banks for this study. Data was collected from the annual reports of the concerned banks from 2000 to 2017. To analyze the data, we had applied the two-stage least squares (2SLS) estimator. The results of the analysis show that ownership structure i.e. managerial ownership, institutional ownership, general public ownership, and ownership concentration have a significant negative impact on bank diversification. On the other hand, institutional ownership, managerial ownership, and general public ownership have a significant positive impact on Z-score, and ownership concentration has an insignificant but positive impact on the Z-score of banks in Bangladesh. Therefore, the study opposes the benefits of diversification and promotes ownership structure which is capable of ensuring better financial stability by reducing the probability of risk. The policy-makers especially, Bangladesh banks should evaluate the fact of this study to issue guidelines on corporate governance, bank diversification, and risk-taking behavior of commercial banks.

• Smart Structures and Systems
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• v.16 no.1
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• pp.163-181
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• 2015

This research investigates the structural health monitoring of nonlinear structures after a major seismic event. It considers the identification of flag-shaped or pinched hysteresis behavior in response to structures as a more general case of a normal hysteresis curve without pinching. The method is based on the overall least squares methods and the log likelihood ratio test. In particular, the structural response is divided into different loading and unloading sub-half cycles. The overall least squares analysis is first implemented to obtain the minimum residual mean square estimates of structural parameters for each sub-half cycle with the number of segments assumed. The log likelihood ratio test is used to assess the likelihood of these nonlinear segments being true representations in the presence of noise and model error. The resulting regression coefficients for identified segmented regression models are finally used to obtain stiffness, yielding deformation and energy dissipation parameters. The performance of the method is illustrated using a single degree of freedom system and a suite of 20 earthquake records. RMS noise of 5%, 10%, 15% and 20% is added to the response data to assess the robustness of the identification routine. The proposed method is computationally efficient and accurate in identifying the damage parameters within 10% average of the known values even with 20% added noise. The method requires no user input and could thus be automated and performed in real-time for each sub-half cycle, with results available effectively immediately after an event as well as during an event, if required.

• Proceedings of the Korean Society of Surveying, Geodesy, Photogrammetry, and Cartography Conference
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• 2010.04a
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• pp.349-353
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• 2010

The existing calculation methods of the cadastral traverse survey was established in 1910s and are mostly outdated. The quality of these methods are not adequate to satisfy today's surveyor's needs that use a simple calculation method to distribute the error values. Thus, the main objective of this research is to find a methodology for appropriate calculation methods of the cadastral traverse survey that uses the general least square adjustment method with weight. Consequently, least square adjustment method has a better result than the previous one.