scholarly journals Robust Liu-Type Estimator for SUR Model

2021 ◽  
Vol 9 (3) ◽  
pp. 607-617
Author(s):  
Tarek Omara
Keyword(s):  
Simulation Study ◽  
The Other ◽  
Robust Estimators

The Liu-type estimator is one of the shrink estimators that is used to remedy for a problem of multicollinearityin SUR model, but it is sensitive to the outlier. In this paper, we introduce the S Liu-type (SLiu-type) and MM Liu-type estimator (MMLiu-type) for SUR model. These estimators merge Liu-type estimator with S-estimator and with MM-estimator which makes it have high robustness at the different level of efficiency and at the same time prevents the bad effects of multicollinearity. Moreover, to get more robust features, we have modified the Liu-type estimator by making it depend on MM estimator instead of GLS estimator. The asymptotical properties for the suggested estimator were discussed and we used the fast and robust bootstrap (FRB) to obtain the suggested robust estimators. Furthermore, we run the simulation study to show the extent of excellence for the suggested robust estimators relative to the other estimators by many factors.

New Characteristic Relations in Type-II and III Intermittency

1997 ◽  
Vol 07 (04) ◽  
pp. 831-836 ◽  
Author(s):  
M. O. Kim ◽  
Hoyun Lee ◽  
Chil-Min Kim ◽  
Hyun-Soo Pang ◽  
Eok-Kyun Lee ◽  
...  
Keyword(s):  
Numerical Simulation ◽  
Lower Bound ◽  
Probability Distribution ◽  
Critical Exponent ◽  
Simulation Study ◽  
Critical Exponents ◽  
Control Parameter ◽  
The Other ◽  
Square Root ◽  
Type Ii

We obtained new characteristic relations in Type-II and III intermittencies according to the reinjection probability distribution. When the reinjection probability distribution is fixed at the lower bound of reinjection, the critical exponents are -1, as is well known. However when the reinjection probability distribution is uniform, the critical exponent is -1/2, and when it is of form [Formula: see text], -3/4. On the other hand, if the square root of Δ, which represents the lower bound of reinjection, is much smaller than the control parameter ∊, i.e. ∊ ≫ Δ1/2, critical exponent is always -1, independent of the reinjection probability distribution. Those critical exponents are confirmed by numerical simulation study.

scholarly journals A comparative study of optimization methods and conventional methods for sampling design in fishery-independent surveys

2009 ◽  
Vol 66 (9) ◽  
pp. 1873-1882 ◽  
Author(s):  
Yong Liu ◽  
Yong Chen ◽  
Jiahua Cheng
Keyword(s):  
Comparative Study ◽  
Sample Size ◽  
Simulation Study ◽  
Sampling Design ◽  
Optimization Methods ◽  
The Other ◽  
Optimal Sampling ◽  
Optimal Sampling Design ◽  
Conventional Methods ◽  
Better Than

Abstract Liu, Y., Chen, Y., and Cheng, J. 2009. A comparative study of optimization methods and conventional methods for sampling design in fishery-independent surveys. – ICES Journal of Marine Science, 66: 1873–1882. We have introduced and evaluated a procedure, the constrained spatial simulated annealing method, for developing an optimal sampling design for fishery-independent surveys. We used two criterion functions, minimization of the mean of the shortest distance (MMSD) and uniform distribution of point pairs for variogram estimation (WM), and three arrangements of the two criteria, all WM, all MMSD, and a combination of MMSD (2/3 of samples) and WM (1/3), to construct three optimized sampling designs (denoted as Designs I, II, and III, respectively). These three designs were compared in a simulation study with systematic sampling (Design IV) and stratified random sampling designs (Design V), commonly used in fishery-independent surveys. Three levels of sample size (small, medium, and large) were considered in the simulation study developed using a geostatistical approach. The results showed that for parameter estimation of the spatial covariance function, Design III was better than the other designs at relatively small sample size and Design II performed better than the other designs at relatively large sample size. For estimating fish stock abundance, the performance of the designs considered in this study can be ranked as follows: Design II > Design IV > Design III > Design V > Design I. It is clearly important to evaluate and improve sampling design based on historical survey data. Such a study allows us to identify an optimal sampling design to balance the quality of the data collected and the costs of the sampling programme, leading to the development and optimization of a sustainable and fishery-independent monitoring programme.

TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE

2008 ◽  
Vol 24 (4) ◽  
pp. 1044-1062 ◽  
Author(s):  
Edna Schechtman ◽  
Amit Shelef ◽  
Shlomo Yitzhaki ◽  
Ričardas Zitikis
Keyword(s):  
Simulation Study ◽  
Stochastic Dominance ◽  
Statistical Tests ◽  
Distribution Functions ◽  
The Other ◽  
Absolute Concentration ◽  
Testing Hypotheses ◽  
Theoretical Considerations ◽  
Concentration Curves ◽  
Economic Studies

We consider statistical tests concerning various relationships between two absolute concentration curves (ACCs). In particular, we consider tests for determining if the two ACCs coincide, if one is above another in a specified order, or if they do not intersect without specifying which one is above/below the other one. These problems are of interest in the context of marginal conditional stochastic dominance (MCSD). Constructing statistical tests for the MCSD relies on ideas and also on their modifications developed by Linton, Maasoumi, and Whang (2005, Review of Economic Studies 72, 735–765) in the context of stochastic dominance for distribution functions. Our theoretical considerations are supplemented with a simulation study.

scholarly journals Longevity Risk-Sharing Annuities: Partial Indexation in Mortality Experience

2017 ◽  
Vol 11 (1) ◽  
Author(s):  
Saisai Zhang ◽  
Johnny Siu-Hang Li
Keyword(s):  
Simulation Study ◽  
Risk Sharing ◽  
Idiosyncratic Risk ◽  
The Other ◽  
Longevity Risk ◽  
Partial Mortality ◽  
Mortality Experience ◽  
Other Hand

AbstractIn a conventional fixed annuity, idiosyncratic risk is diversified away while systematic longevity risk is borne entirely by the provider. The mortality-indexed annuity on the other hand, transfers systematic longevity risk completely back to the annuitants by fully adjusting benefits to mortality experience. In this paper, we propose the partial mortality-indexed annuity (PMIA), which aims to seek a balance between the two ends of the risk-sharing spectrum. Through a simulation study, we show that the PMIA achieves risk sharing and benefits both the provider and the annuitant.

Simulation study of the traffic circle system with adaptive traffic lights

2021 ◽  
pp. 2150268
Author(s):  
A. Ez-Zahar ◽  
H. Ez-Zahraouy ◽  
K. Bentaleb ◽  
A. Khallouk ◽  
N. Lakouari
Keyword(s):  
Cellular Automaton ◽  
Traffic Flow ◽  
Simulation Study ◽  
Flow Characteristics ◽  
The Other ◽  
Traffic Lights ◽  
Satisfaction Rate ◽  
Maximum Current ◽  
Traffic Flow Characteristics ◽  
Rate Criterion

In this paper, we propose a cellular automaton model to investigate the traffic flow characteristics in the traffic circle system with adaptive traffic lights control. The traffic flow in the circulating lane was evaluated and depending on it the traffic lights lit red in the entry lanes to reduce the coming traffic. The density and the satisfaction rate were used as feedback to control the traffic flow in the circulating lane. It is found that both parameters (i.e. the density and the satisfaction rate in the circulating lane), if they are used as a criterion to control the coming traffic from entry lanes, promote the throughput in the traffic circle system. Traffic flow for the traffic circle system without using the traffic lights was investigated. In this case, we find that the traffic flow in the system is characterized by three phases, namely, gridlock, congestion, and free flow. The gridlock phase is predominant over the other phases. Furthermore, with the use of the adaptive traffic lights, the gridlock phase has vanished and the maximum current, jammed, and congestion phases take place. The density criterion shows good performance as compared with the satisfaction rate criterion in terms of the lengths of the red cycle. The capacity is also investigated. The space-time configurations were given to understand the microscopic interaction between vehicles.

scholarly journals Comparison of Various Methods for Estimating Finite Population Total in Survey Sampling When Study Variable and Auxiliary Variable are Inversely Related

2019 ◽  
Vol 11 (1) ◽  
pp. 15-22
Author(s):  
S. Kumar ◽  
B. V. S. Sisodia
Keyword(s):  
Simulation Study ◽  
Finite Population ◽  
Auxiliary Variable ◽  
Survey Sampling ◽  
The Other ◽  
Regression Estimator ◽  
Study Variable ◽  
Population Total ◽  
Model Based ◽  
Proposed Model

In the present paper, a model based calibration estimator of population total has been developed when study variable y and auxiliary variable x are inversely related. The relative performance of the proposed model based calibration estimator in comparison to model based estimator, the usual regression estimator and calibration based regression estimator have been examined by conducting a limited simulation study. In view of the results of the simulation study, it has been found that model based calibration estimator has outperformed the other estimators. However, calibration based regression estimator was found to be close to the model based calibration estimator.  

scholarly journals Simulation study of monolithic MoSe2/CIGS tandem solar cells

2021 ◽  
Vol 1 (1) ◽  
Author(s):  
B. Zaidi ◽  
C. Shekhar ◽  
B. Hadjoudja ◽  
S. Gagui ◽  
S. Zahra ◽  
...  
Keyword(s):  
Solar Cells ◽  
Solar Cell ◽  
Simulation Study ◽  
Power Output ◽  
Energy Production ◽  
Ant Colony Algorithm ◽  
The Other ◽  
Tandem Solar Cell ◽  
Tandem Solar Cells ◽  
Daily Energy

AbstractThis article aims to study MoSe2/CIGS tandem solar cells employing SCAPS-1D computational package based on ant colony algorithm. The simulation of Monolithic MoSe2/CIGS tandem solar cells has been implemented successfully by employing the Matlab/Simulink. The power output of the Monolithic MoSe2/CIGS tandem modules increases by the solar irradiations during the first few days of operation. The J–V characteristic and average daily energy production throughout the year has been calculated. The results show 80.71% FF and 19.29% efficiency of the solar cell. The other parameter for the MoSe2/CIGS tandem solar cell are Voc = 0.62 V; Jsc = 38.69 mA/cm2.

scholarly journals Robust Lag Weighted Lasso for Time Series Model

2021 ◽  
Vol 19 (1) ◽  
pp. 2-15
Author(s):  
Tahir R. Dikheel ◽  
Alaa Q. Yaseen
Keyword(s):  
Time Series ◽  
Simulation Study ◽  
Real Data ◽  
Time Series Model ◽  
The Other ◽  
The Real ◽  
Lag Effects ◽  
True Model

The lag-weighted lasso was introduced to deal with lag effects when identifying the true model in time series. This method depends on weights to reflect both the coefficient size and the lag effects. However, the lag weighted lasso is not robust. To overcome this problem, we propose robust lag weighted lasso methods. Both the simulation study and the real data example show that the proposed methods outperform the other existing methods.

scholarly journals Angular Position Control of 3-Cars Crane System Using Proposed Fuzzy-PID Controller

2021 ◽  
Vol 7 (1.) ◽  
Author(s):  
Şahin YILDIRIM
Keyword(s):  
Real Time ◽  
Simulation Study ◽  
Pid Controller ◽  
Position Control ◽  
Angular Position ◽  
The Other ◽  
Fuzzy Pid ◽  
Control Approach ◽  
Fuzzy Pid Controller ◽  
Simulation Results

This paper presents a novel control approach for 3 cars crane systems. Nowadays; some problems for carrying unpredicted loads of crane systems exist. On the other hand; long bar loads are very important to carry without touch on other materials in factories. In this simulation study, fuzzy based controllers were designed to control vibrations of 3 cars crane system. The simulation results are improved and show this kind of controllers will be employed in real time such systems.

scholarly journals Robust Estimators in Logistic Regression: A Comparative Simulation Study

2010 ◽  
Vol 9 (2) ◽  
pp. 502-511 ◽  
Author(s):  
Sanizah Ahmad ◽  
Norazan Mohamed Ramli ◽  
Habshah Midi
Keyword(s):  
Logistic Regression ◽  
Simulation Study ◽  
Robust Estimators
Sign in / Sign up

Export Citation Format

Share Document