• Title/Summary/Keyword: time-varying transformation models

Search Result 5, Processing Time 0.019 seconds

Estimation of the joint conditional distribution for repeatedly measured bivariate cholesterol data using nonparametric copula (비모수적 코플라를 이용한 반복측정 이변량 자료의 조건부 결합 분포 추정)

  • Kwak, Minjung
    • Journal of the Korean Data and Information Science Society
    • /
    • v.27 no.3
    • /
    • pp.689-700
    • /
    • 2016
  • We study estimation and inference of the joint conditional distributions of bivariate longitudinal outcomes using regression models and copulas. For the estimation of marginal models we consider a class of time-varying transformation models and combine the two marginal models using nonparametric empirical copulas. Regression parameters in the transformation model can be obtained as the solution of estimating equations and our models and estimation method can be applied in many situations where the conditional mean-based models are not good enough. Nonparametric copulas combined with time-varying transformation models may allow quite flexible modeling for the joint conditional distributions for bivariate longitudinal data. We apply our method to an epidemiological study of repeatedly measured bivariate cholesterol data.

Estimation of the joint conditional distribution for repeatedly measured bivariate cholesterol data using Gaussian copula (가우시안 코플라를 이용한 반복측정 이변량 자료의 조건부 결합 분포 추정)

  • Kwak, Minjung
    • The Korean Journal of Applied Statistics
    • /
    • v.30 no.2
    • /
    • pp.203-213
    • /
    • 2017
  • We study estimation and inference of joint conditional distributions of bivariate longitudinal outcomes using regression models and copulas. We consider a class of time-varying transformation models and combine the two marginal models using Gaussian copulas to estimate the joint models. Our models and estimation method can be applied in many situations where the conditional mean-based models are inadequate. Gaussian copulas combined with time-varying transformation models may allow convenient and easy-to-interpret modeling for the joint conditional distributions for bivariate longitudinal data. We apply our method to an epidemiological study of repeatedly measured bivariate cholesterol data.

QUASI-LIKELIHOOD REGRESSION FOR VARYING COEFFICIENT MODELS WITH LONGITUDINAL DATA

  • Kim, Choong-Rak;Jeong, Mee-Seon;Kim, Woo-Chul;Park, Byeong-U.
    • Journal of the Korean Statistical Society
    • /
    • v.33 no.4
    • /
    • pp.367-379
    • /
    • 2004
  • This article deals with the nonparametric analysis of longitudinal data when there exist possible correlations among repeated measurements for a given subject. We consider a quasi-likelihood regression model where a transformation of the regression function through a link function is linear in time-varying coefficients. We investigate the local polynomial approach to estimate the time-varying coefficients, and derive the asymptotic distribution of the estimators in this quasi-likelihood context. A real data set is analyzed as an illustrative example.

EVP Models for Wave Transformation in Regions of Slowly Varying Depth (EVP방법(方法)을 이용한 완경사(緩傾斜) 영역(領域)에서의 파랑변형(波浪變形) 수치모형(數値模型))

  • Oh, Seong Taek;Lee, Kil Seong;Lee, Chul Eung
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.12 no.3
    • /
    • pp.231-238
    • /
    • 1992
  • Error vector propagation method is applied to the elliptic mild slope equation in order to reduce the computation time. Results from the elliptic, parabolic, and hyperbolic models are compared with experimental data for an elliptic shoal. Also, results of the elliptic and hyperbolic models are compared with experimental data for a detached breakwater. As a result of applying this model. it is concluded that the present model satisfactorily reduces the computation time compared with other numerical models. In the accuracy of solutions, there are some oscillations but the trend compares well with other models.

  • PDF

Dynamic Instability and Instantaneous Frequency of a Shallow Arch With Asymmetric Initial Conditions (비대칭 초기 조건을 갖는 얕은 아치의 동적 불안정과 순시 주파수 변화)

  • Shon, Sudeok;Ha, Junhong
    • Journal of Korean Association for Spatial Structures
    • /
    • v.20 no.2
    • /
    • pp.77-85
    • /
    • 2020
  • This paper examined the dynamic instability of a shallow arch according to the response characteristics when nearing critical loads. The frequency changing feathers of the time-domain increasing the loads are analyzed using Fast Fourier Transformation (FFT), while the response signal around the critical loads are analyzed using Hilbert-Huang Transformation (HHT). This study reveals that the models with an arch shape of h = 3 or higher exhibit buckling, which is very sensitive to the asymmetric initial conditions. Also, the critical buckling load increases as the shape increases, with its feather varying depending on the asymmetric initial conditions. Decomposition results show the decrease in predominant frequency before the threshold as the load increases, and the predominant period doubles at the critical level. In the vicinity of the critical level, sections rapidly manifest the displacement increase, with the changes in Instantaneous Frequency (IF) and Instant Energy (IE) becoming apparent.