• Communications for Statistical Applications and Methods
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• 제24권5호
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• pp.421-441
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• 2017

In this survey, estimation methods for structural vector autoregressive models are presented in a systematic way. Both frequentist and Bayesian methods are considered. Depending on the model setup and type of restrictions, least squares estimation, instrumental variables estimation, method-of-moments estimation and generalized method-of-moments are considered. The methods are presented in a unified framework that enables a practitioner to find the most suitable estimation method for a given model setup and set of restrictions. It is emphasized that specifying the identifying restrictions such that they are linear restrictions on the structural parameters is helpful. Examples are provided to illustrate alternative model setups, types of restrictions and the most suitable corresponding estimation methods.

• Tribology and Lubricants
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• 제26권5호
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• pp.283-290
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• 2010

In this study, the stiffness and damping coefficients of herringbone grooved air journal bearings are studied. A generalized coordinate transformation method to handle the complex geometry of incompressible fluid bearing is modified for compressible fluid. The modified equations are discretized by the base of finite difference method. A new computer program using Visual C++ language is developed. The load carrying capacity and stiffness and damping coefficients are calculated according to the design parameters like groove depth or the number of grooves and compared to that of plain air journal bearings.

• 응용통계연구
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• 제24권2호
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• pp.227-237
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• 2011

This paper considers a generalized method of moments(GMM) estimation for seasonal cointegration as the extension of Kleibergen (1999). We propose two iterative methods for the estimation according to whether parameters in the model are simultaneously estimated or not. It is shown that the GMM estimator coincides in form to a maximum likelihood estimator or a feasible two-step estimator. In addition, we derive its asymptotic distribution that takes the same form as that in Ahn and Reinsel (1994).

• 에너지공학
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• 제2권3호
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• pp.315-322
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• 1993

극성 할로겐 탄화수소 화합물의 정확한 물성예측을 얻고자 BWRS 상태 방정식의 일반화된 23개 상수를 각 물질에 대하여 최적화 하였다. Multiproperty analysis방법이 최적의 23개 상수를 구하는데 사용되었다. 각 물질의 최적 23개 상수값과 acentric factor 혹은 orientation parameter를 사용하여 물성 예측을 한 결과 O.A.A.D.는 밀도가 0.4%, 엔탈피가 0.33kcal/kg 그리고 증기압은 0.39%로 고찰하였다. 이 결과는 일반화된 23개 상수를 사용하여 얻은 물성예측 보다 월등히 향상된 결과를 보여준다.

• 대한수학회지
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• 제47권2호
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• pp.385-407
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• 2010

To study the relationship between the levels of chemical pollutants and the number of daily total hospital admissions for respiratory diseases and to find the effect of temperature/relative humidity on the admission number, Wong et al. [17] introduced the varying-coefficient single-index model (VCSIM). As pointed out, it is a popular multivariate nonparametric fitting technique. However, the tests of the model have not been very well developed. In this paper, based on the estimators obtained by the local linear technique, the average method and the one-step back-fitting technique in the VCSIM, the generalized likelihood ratio (GLR) tests for varying-coefficient parts on the VCSIM are established. Under the null hypotheses the new proposed GLR tests follow the $\chi^2$-distribution asymptotically with scale constant and degree of freedom independent of the nuisance parameters, known as Wilks phenomenon. Simulations are conducted to evaluate the test procedure empirically. A real example is used to illustrate the performance of the testing approach.

• Journal of Information Processing Systems
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• 제7권2호
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• pp.341-354
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• 2011

Analyzing the relationships among the parameters for quantifying the quality of research published in journals is a challenging task. In this paper, we analyze the relationships between the impact factor, h-index, and g-index of a journal. To keep our analysis simple and easy to understand, we consider a generalized version of the impact factor where there is no time window. In the absence of the time window, the impact factor converges to the number of citations received per paper. This is not only justified for the impact factor, it also simplifies the analysis of the h-index and g-index as well because addition of a time window in the form of years complicates the computation of indices too. We derive the expressions for the relationships among impact factor, h index, and g-index and validate them using a given set of publication-citation data.

• Journal of the Korean Data and Information Science Society
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• 제22권5호
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• pp.951-959
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• 2011

The proposed method is based on a penalized censored regression model with L1-penalty. We use the iteratively reweighted least squares procedure to solve L1 penalized log likelihood function of censored regression model. It provide the efficient computation of regression parameters including variable selection and leads to the generalized cross validation function for the model selection. Numerical results are then presented to indicate the performance of the proposed method.

• Journal of the Korean Data and Information Science Society
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• 제20권1호
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• pp.203-209
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• 2009

Frailty models are useful for the analysis of correlated and/or heterogeneous survival data. However, the inferences of fixed parameters, rather than random effects, have been mainly studied. The prediction (or estimation) of random effects is also practically useful to investigate the heterogeneity of the hospital or patient effects. In this paper we propose how to extend the prediction method for random effects in HGLMs (hierarchical generalized linear models) to log-normal semiparametric frailty models with nonparametric baseline hazard. The proposed method is demonstrated by a simulation study.

• Journal of the Korean Data and Information Science Society
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• 제28권1호
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• pp.227-235
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• 2017

When the spatial information of each location is given specifically as coordinates it is popular to use the geographically weighted regression to incorporate the spatial information by assuming that the regression parameters vary spatially across locations. In this paper, we relax the linearity assumption of geographically weighted regression and propose a geographically weighted least squares-support vector machine for estimating geographically weighted mean by using the basic concept of kernel machines. Generalized cross validation function is induced for the model selection. Numerical studies with real datasets have been conducted to compare the performance of proposed method with other methods for predicting geographically weighted mean.

• 한국소음진동공학회논문집
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• 제13권10호
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• pp.813-820
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• 2003

Conventional modal analysis techniques are known to be inappropriate for asymmetrical rotor systems, when the equations of motion are written in the stationary coordinates, due to the presence of time varying parameters. This paper presents a generalized modal analysis method for asymmetrical rotor systems in the stationary coordinates, employing the modulated coordinates and the lambda matrix formulation. A numerical example with a flexible asymmetric rotor model is provided to demonstrate the effectiveness of the proposed modal analysis method. As an application of the proposed method, modal analysis is also performed with an open cracked rotor system.