Optimal Berry-Esseen bound for parameter estimation of SPDE with small noiseJournal of the Korean Statistical Society - Tập 47 - Trang 364-378 - 2018
Yoon Tae Kim, Hyun Suk Park
We investigate a rate of convergence on asymptotic normality of the maximum likelihood estimator (MLE) for parameter θ appearing in parabolic SPDEs of the form $$d{u^\varepsilon }(t,x) = ({A_0} + \theta {A_1}){u^\varepsilon }(t,x)dt + \varepsilon dW(t,x),$$ where A0 and A1 are partial differential operators, W is a cylindrical Brownian motion (CBM) and ε ↓ 0. We find an optimal Berry-Esseen bound ...... hiện toàn bộ
Exponentially tilted empirical distribution function for ranked set samplesJournal of the Korean Statistical Society - Tập 45 - Trang 176-187 - 2015
Saeid Amiri, Mohammad Jafari Jozani, Reza Modarres
We study nonparametric estimation of the distribution function (DF) of a continuous random variable based on a ranked set sampling design using the exponentially tilted (ET) empirical likelihood method. We propose ET estimators of the DF and use them to construct new resampling algorithms for unbalanced ranked set samples. We explore the properties of the proposed algorithms. For a hypothesis test...... hiện toàn bộ
Analyses of the Markov modulated fluid flow with one-sided ph-type jumps using coupled queues and the completed graphsJournal of the Korean Statistical Society - Tập 43 - Trang 415-424 - 2014
Jung Woo Baek, Soohan Ahn
In this paper, we analyze Markov modulated fluid flow processes with one-sided ph-type jumps using the completed graph and also through the limits of coupled queueing processes to be constructed. For the models, we derive various results on time-dependent distributions and distributions of first passage times, and present the Riccati equations that transform matrices of the first return times to 0...... hiện toàn bộ
Quantile regression for robust inference on varying coefficient partially nonlinear modelsJournal of the Korean Statistical Society - Tập 47 - Trang 172-184 - 2017
Jing Yang, Fang Lu, Hu Yang
In this paper, we propose a robust statistical inference approach for the varying coefficient partially nonlinear models based on quantile regression. A three-stage estimation procedure is developed to estimate the parameter and coefficient functions involved in the model. Under some mild regularity conditions, the asymptotic properties of the resulted estimators are established. Some simulation s...... hiện toàn bộ