• Communications for Statistical Applications and Methods
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• v.27 no.5
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• pp.523-533
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• 2020

This paper suggests three available methods for finding nonnegative estimates of variance components of the random effects in mixed models. The three proposed methods based on the concepts of projections are called projection method I, II, and III. Each method derives sums of squares uniquely based on its own method of projections. All the sums of squares in quadratic forms are calculated as the squared lengths of projections of an observation vector; therefore, there is discussion on the decomposition of the observation vector into the sum of orthogonal projections for establishing a projection model. The projection model in matrix form is constructed by ascertaining the orthogonal projections defined on vector subspaces. Nonnegative estimates are then obtained by the projection model where all the coefficient matrices of the effects in the model are orthogonal to each other. Each method provides its own system of linear equations in a different way for the estimation of variance components; however, the estimates are given as the same regardless of the methods, whichever is used. Hartley's synthesis is used as a method for finding the coefficients of variance components.

• Communications for Statistical Applications and Methods
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• v.25 no.3
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• pp.275-282
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• 2018

This paper discusses the use of projections for the sums of squares in the analyses of variance for two-way nested design data. The model for this data is assumed to only have random effects. Two different sizes of experimental units are required for a given experimental situation, since nesting is assumed to occur both in the treatment structure and in the design structure. So, variance components are coming from the sources of random effects of treatment factors and error terms in different sizes of experimental units. The model for this type of experimental situation is a random effects model with more than one error terms and therefore estimation of variance components are concerned. A projection method is used for the calculation of sums of squares due to random components. Squared distances of projections instead of using the usual reductions in sums of squares that show how to use projections to estimate the variance components associated with the random components in the assumed model. Expectations of quadratic forms are obtained by the Hartley's synthesis as a means of calculation.

• 전기의세계
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• v.49 no.9
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• pp.9-16
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• 2000

A receding horizon $H_{\infty}$ predictive control method is derived by solving a min-max problem in non-recursive forms. The min-max cost index is converted to a quadratic form which for systems with input saturation can be minimized using QP. Through the use of closed-loop prediction the prediction of states the use of closed-loop prediction the prediction of states in the presence of disturbances are made non-conservative and it become possible to get a tighter $H_{\infty}$ norm bound. Stability conditions and $H_{\infty}$ norm bounds on disturbance rejection are obtained in infinite horizon sence. Polyhedral types of feasible sets for sets and disturbances are adopted to deal with the input constraints. The weight selection procedures are given in terms of LMIs and the algorithm is formulated so that it can be solved via QP. This work is a modified version of an earlier work which was based on ellipsoidal type feasible sets[15].

• Communications of the Korean Mathematical Society
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• v.16 no.4
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• pp.585-594
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• 2001

Let η be the complex upper half plane, let h($\tau$) be a cusp form, and let $\tau$ be an imaginary quadratic in η. If h($\tau$)$\in$$\Omega$( $g_{2}$($\tau$)$^{m}$ $g_{3}$ ($\tau$)$^{ι}$with $\Omega$the field of algebraic numbers and m. l positive integers, then we show that h($\tau$) is integral over the ring Q[h/$\tau$/n/)…h($\tau$+n-1/n)] (No Abstract.see full/text)

• East Asian mathematical journal
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• v.37 no.1
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• pp.87-95
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• 2021

Let K be an imaginary quadratic field with ��K its ring of integers. For a positive integer N, let K(N) be the ray class field of K modulo N��K, and let ��N be the field of meromorphic modular functions of level N whose Fourier coefficients lie in the Nth cyclotomic field. For each h ∈ ��N, we construct a ray class invariant as its special value in terms of the extended form class group, and show that the invariant satisfies the natural transformation formula via the Artin map in the sense of Siegel and Stark. Finally, we establish an isomorphism between the extended form class group and Gal(K(N)/K) without any restriction on K.

• Journal of the Society of Naval Architects of Korea
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• v.28 no.2
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• pp.28-39
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• 1991

A study on the optimization problems to find forebode shapes with minimum wavemaking and frictional resistance was performed. The afterbody was fixed as a given hull and only forebode offsets were treated as design variables. Design variables were divided into the offsets of given hull and small variation from them. For the wavemaking resistance calculation, Neumann-Kelvin theory was applied to the given hull and thin ship theory was applied to the small variation. ITTC 1957 model-ship correlation line was used for the calculation of frictional resistance. Hull surface was represented mathmatically using shape function. As object function, such as wavemaking and frictional rersistance, was quadratic form of offsets and constraints linear, quadratic programing problem could be constructed. The complementary pivot method was used to find the soulution of the quadratic programing problem. Calculations were perfomed for the Series 60 $C_{B}$=0.6. at Fn=0.289. A realistic hull form could be obtained by using proper constraints. From the results of calculation for the Series 60 $C_{B}$=0.6, it was concluded that present method gave optimal shape of bulbous bow showing a slight improvement in the wave resistance performance at design speed Fn=0.289 compared with the results from the ship theory only.

• Journal of the Korean Data and Information Science Society
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• v.7 no.1
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• pp.87-92
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• 1996

A regression model with nested erroe structure is considered. The regression model includes two error terms that are independent and normally distributed with zero means and constant variances. This error structure of the model gives correlated response variables. The distributions of variance components in the regression model with nested error structure are dervied by using theorems for quadratic forms.

• Communications for Statistical Applications and Methods
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• v.8 no.2
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• pp.311-317
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• 2001

It is necessary to check the linearity of selected covariates in regression diagnostics. There are various graphical methods using residual plots such as partial residual plots, augmented partial residual plots and combining conditional expectation and residual plots. In this paper, we propose the modified pseudolikelihood ratio test statistics based on these residual plots to test linearity of selected covariate. These test statistics which measure the distance between the nonparametric and parametric models are derived as a ratio of quadratic forms. The approximate distribution of these statistics is calculated numerically by using three moments. The power comparison of these statistics is given.

• Journal of the Korean Mathematical Society
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• v.33 no.2
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• pp.319-332
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• 1996

Many authors have studied multiple stochastic integrals in pursuit of the existence of product processes in terms of multiple integrals. But there has not been much research into the structure of the product processes themselves. In this direction, a study which gives emphasis on sample path continuity and boundedness properties was initiated in Pyke[9]. For details of problem set-ups and necessary notations, see [9]. Recently the weak limits of U-processes are shown to be chaos processes, which is product of the same Brownian measures, see [2] and [7].

• Journal of the Korean Statistical Society
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• v.30 no.4
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• pp.637-644
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• 2001

We investigated two kinds of mean square error (MSE) estimator of homogeneous linear estimator (HLE) for the population total under stratified multi-stage sampling. One is studied when the second stage variance component is estimable and the other is found in cafe it is not estimable. The proposed estimators are necessary forms of non-negative unbiased MSE estimators of HLE.