• Title/Summary/Keyword: integral estimate

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Restricted maximum likelihood estimation of a censored random effects panel regression model

  • Lee, Minah;Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • 제26권4호
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    • pp.371-383
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    • 2019
  • Panel data sets have been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Maximum likelihood (ML) may be the most common statistical method for analyzing panel data models; however, the inference based on the ML estimate will have an inflated Type I error because the ML method tends to give a downwardly biased estimate of variance components when the sample size is small. The under estimation could be severe when data is incomplete. This paper proposes the restricted maximum likelihood (REML) method for a random effects panel data model with a censored dependent variable. Note that the likelihood function of the model is complex in that it includes a multidimensional integral. Many authors proposed to use integral approximation methods for the computation of likelihood function; however, it is well known that integral approximation methods are inadequate for high dimensional integrals in practice. This paper introduces to use the moments of truncated multivariate normal random vector for the calculation of multidimensional integral. In addition, a proper asymptotic standard error of REML estimate is given.

NUMERICAL METHOD FOR A SYSTEM OF SINGULARLY PERTURBED CONVECTION DIFFUSION EQUATIONS WITH INTEGRAL BOUNDARY CONDITIONS

  • Raja, Velusamy;Tamilselvan, Ayyadurai
    • 대한수학회논문집
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    • 제34권3호
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    • pp.1015-1027
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    • 2019
  • A class of systems of singularly perturbed convection diffusion type equations with integral boundary conditions is considered. A numerical method based on a finite difference scheme on a Shishkin mesh is presented. The suggested method is of almost first order convergence. An error estimate is derived in the discrete maximum norm. Numerical examples are presented to validate the theoretical estimates.

일반 크리프 거동을 고려한 균열 구조물 C*-적분 예측 (Estimation of C*-Integral for Defective Components with General Creep-Deformation Behaviors)

  • 김영진;김진수;김윤재
    • 대한기계학회논문집A
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    • 제26권5호
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    • pp.795-802
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    • 2002
  • For assessing significance of a defect in a component operating at high (creeping) temperatures, accurate estimation of fracture mechanics parameter, $C^{*}$-integral, is essential. Although the J estimation equation in the GE/EPRl handbook can be used to estimate the $C^{*}$-integral when the creep -deformation behavior can be characterized by the power law creep, such power law creep behavior is a very poor approximation for typical creep behaviors of most materials. Accordingly there can be a significant error in the $C^{*}$-integral. To overcome problems associated with GE/EPRl approach, the reference stress approach has been proposed, but the results can be sometimes unduly conservative. In this paper, a new method to estimate the $C^{*}$-integral for deflective components is proposed. This method improves the accuracy of the reference stress approach significantly. The proposed calculations are then validated against elastic -creep finite element (FE) analyses for four different cracked geometries following various creep -deformation constitutive laws. Comparison of the FE $C^{*}$-integral values with those calculated from the proposed method shows good agreements.greements.

FREDHOLM-VOLTERRA INTEGRAL EQUATION WITH SINGULAR KERNEL

  • Darwish, M.A.
    • Journal of applied mathematics & informatics
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    • 제6권1호
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    • pp.163-174
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    • 1999
  • The purpose of this paper is to obtain the solution of Fredholm-Volterra integral equation with singular kernel in the space $L_2(-1, 1)\times C(0,T), 0 \leq t \leq T< \infty$, under certain conditions,. The numerical method is used to solve the Fredholm integral equation of the second kind with weak singular kernel using the Toeplitz matrices. Also the error estimate is computed and some numerical examples are computed using the MathCad package.

Rate of Convergence of the Integral Type Lupas-Bézier Operators

  • ZENG, XIAO-MING;TAO, WANG
    • Kyungpook Mathematical Journal
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    • 제43권4호
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    • pp.593-604
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    • 2003
  • In this paper we introduce the integral type Lupas-$B{\acute{e}}zier$ operator $\tilde{B}_{n,{\alpha}}$, which is a new approximation operator of probabilistic type. We study the rate of pointwise convergence of the operators $\tilde{B}_{n,{\alpha}}$ for local bounded functions and get an asymptotically estimate by means of some methods and techniques of probability theory.

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NUMERICAL METHOD FOR A SYSTEM OF CAPUTO FRACTIONAL DIFFERENTIAL EQUATIONS WITH NON-LOCAL BOUNDARY CONDITIONS

  • S. Joe Christin Mary;Ayyadurai Tamilselvan
    • 대한수학회논문집
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    • 제38권1호
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    • pp.281-298
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    • 2023
  • A class of systems of Caputo fractional differential equations with integral boundary conditions is considered. A numerical method based on a finite difference scheme on a uniform mesh is proposed. Supremum norm is used to derive an error estimate which is of order κ − 1, 1 < κ < 2. Numerical examples are given which validate our theoretical results.

QUANTITATIVE WEIGHTED BOUNDS FOR THE VECTOR-VALUED SINGULAR INTEGRAL OPERATORS WITH NONSMOOTH KERNELS

  • Hu, Guoen
    • 대한수학회보
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    • 제55권6호
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    • pp.1791-1809
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    • 2018
  • Let T be the singular integral operator with nonsmooth kernel which was introduced by Duong and McIntosh, and $T_q(q{\in}(1,{\infty}))$ be the vector-valued operator defined by $T_qf(x)=({\sum}_{k=1}^{\infty}{\mid}T\;f_k(x){\mid}^q)^{1/q}$. In this paper, by proving certain weak type endpoint estimate of L log L type for the grand maximal operator of T, the author establishes some quantitative weighted bounds for $T_q$ and the corresponding vector-valued maximal singular integral operator.