• Title/Summary/Keyword: asymptotic properties

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ASYMPTOTIC STUDY OF MIXED ROTATING MHD SYSTEM

  • Selmi, Ridha
    • Bulletin of the Korean Mathematical Society
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    • v.47 no.2
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    • pp.231-249
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    • 2010
  • Asymptotic behavior of three-dimensional mixed, periodic and rotating magnetohydrodynamic system is investigated as the Rossby number goes to zero. The system presents the difficulty to be singular and mixed, that is hyperbolic in the vertical direction and parabolic in the horizontal one. The divergence free condition and the spectral properties of the penalization operator are crucial in the proofs. The main tools are the energy method, the Schochet's method and products laws in anisotropic Sobolev spaces.

THE CENSORED REGRESSION QUANTILE ESTIMATORS FOR NONLINEAR REGRESSION MODEL

  • Park, Seung-Hoe
    • Journal of applied mathematics & informatics
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    • v.13 no.1_2
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    • pp.373-384
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    • 2003
  • In this paper, we consider the asymptotic properties of regression quantile estimators for the nonlinear regression model when dependent variables are subject to censoring time, and propose the sufficient conditions which ensure consistency and asymptotic normality for regression quantile estimators in censored nonlinear regression model. Also, we drive the asymptotic relative efficiency of the censored regression model with respect to the ordinary regression model.

Signed Linear Rank Statistics for Autoregressive Processes

  • Kim, Hae-Kyung;Kim, Il-Kyu
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.198-212
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    • 1995
  • This study provides a nonparametric procedure for the statistical inference of the parameters in stationary autoregressive processes. A confidence region and a hypothesis testing procedure based on a class of signed linear rank statistics are proposed and the asymptotic distributions of the test statistic both underthe null hypothesis and under a sequence of local alternatives are investigated. Some desirable asymptotic properties including the asymptotic relative efficiency are discussed for various score functions.

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Some Basic and Asymptotic Properies in INMA(q) Processes

  • Park, You-Sang;Kim, Myung-Jin
    • Journal of the Korean Statistical Society
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    • v.26 no.2
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    • pp.155-170
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    • 1997
  • We propose an integer-valued MA(q) process with Poisson disturbance. Its various properties are discussed such as the joint distribution, time reversibility and regression. We derive the asymptotic distribution of autocovariance function and estimators of the parameters in the suggested model. We also consider the relationship between INMA(q) and M/D/.infty. processes.

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Estimation for Autoregressive Models with GARCH(1,1) Error via Optimal Estimating Functions.

  • Kim, Sah-Myeong
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.207-214
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    • 1999
  • Optimal estimating functions for a class of autoregressive models with GARCH(1,1) error are discussed. The asymptotic properties of the estimator as the solution of the optimal estimating equation are investigated for the models. We have also some simulation results which suggest that the proposed optimal estimators have smaller sample variances than those of the Conditional least-squares estimators under the heavy-tailed error distributions.

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NONLINEAR ASYMMETRIC LEAST SQUARES ESTIMATORS

  • Park, Seung-Hoe;Kim, Hae-Kyung;Lee, Young
    • Journal of the Korean Statistical Society
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    • v.32 no.1
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    • pp.47-64
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    • 2003
  • In this paper, we consider the asymptotic properties of asymmetric least squares estimators for nonlinear regression models. This paper provides sufficient conditions for strong consistency and asymptotic normality of the proposed estimators and derives asymptotic relative efficiency of the pro-posed estimators to the regression quantile estimators. We give some examples and results of a Monte Carlo simulation to compare the asymmetric least squares estimators with the regression quantile estimators.

A JONCKHEERE TYPE TEST FOR THE PARALLELISM OF REGRESSION LINES

  • Jee, Eunsook
    • The Pure and Applied Mathematics
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    • v.20 no.2
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    • pp.109-116
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    • 2013
  • In this paper, we propose a Jonckheere type test statistic for testing the parallelism of k regression lines against ordered alternatives. The order restriction problems could arise in various settings such as location, scale, and regression problems. But most of theory about the statistical inferences under order restrictions has been developed to deal with location parameters. The proposed test is an application of Jonckheere's procedure to regression problem. Asymptotic normality and asymptotic distribution-free properties of the test statistic are obtained under some regularity conditions.

Natural Frequencies of Beams with Step Change in Cross-Section

  • Kim, Yong-Cheul;Nam, Alexander-V.
    • Journal of Ocean Engineering and Technology
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    • v.18 no.2
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    • pp.46-51
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    • 2004
  • Natural frequencies of the transverse vibration of beams with step change in cross-section are obtained by using the asymptotic closed form solution. This closed form solution is found by using WKB method under the assumption of slowly varying properties, such as mass, cross-section, tension etc., along the beam length. However, this solution is found to be still very accurate even in the case of large variation in cross-section and tension. Therefore, this result can be easily applied to many engineering problems.

HYBRID MEAN VALUE OF THE GENERALIZED KLOOSTERMAN SUMS AND DIRICHLET CHARACTER OF POLYNOMIALS

  • Jingzhe, Wang
    • Bulletin of the Korean Mathematical Society
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    • v.50 no.2
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    • pp.451-458
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    • 2013
  • The main purpose of this paper is using the analytic methods and the properties of Gauss sums to study the computational problem of one kind mean value of the generalized Kloosterman sums and Dirichlet character of polynomials, and give an interesting asymptotic formula for it.