Refine
Year of publication
Institute
- Fachbereich Medizintechnik und Technomathematik (1568)
- Fachbereich Elektrotechnik und Informationstechnik (711)
- IfB - Institut für Bioengineering (564)
- Fachbereich Energietechnik (561)
- Fachbereich Chemie und Biotechnologie (537)
- INB - Institut für Nano- und Biotechnologien (533)
- Fachbereich Luft- und Raumfahrttechnik (481)
- Fachbereich Maschinenbau und Mechatronik (263)
- Fachbereich Wirtschaftswissenschaften (207)
- Solar-Institut Jülich (161)
Has Fulltext
- no (4703) (remove)
Language
- English (4703) (remove)
Document Type
- Article (3199)
- Conference Proceeding (1038)
- Part of a Book (195)
- Book (145)
- Doctoral Thesis (31)
- Conference: Meeting Abstract (28)
- Patent (25)
- Other (10)
- Report (10)
- Conference Poster (5)
Keywords
- Gamification (6)
- avalanche (6)
- Earthquake (5)
- Enterprise Architecture (5)
- MINLP (5)
- solar sail (5)
- Additive manufacturing (4)
- Diversity Management (4)
- Energy storage (4)
- Engineering optimization (4)
Let X₁,…,Xₙ be independent and identically distributed random variables with distribution F. Assuming that there are measurable functions f:R²→R and g:R²→R characterizing a family F of distributions on the Borel sets of R in the way that the random variables f(X₁,X₂),g(X₁,X₂) are independent, if and only if F∈F, we propose to treat the testing problem H:F∈F,K:F∉F by applying a consistent nonparametric independence test to the bivariate sample variables (f(Xᵢ,Xⱼ),g(Xᵢ,Xⱼ)),1⩽i,j⩽n,i≠j. A parametric bootstrap procedure needed to get critical values is shown to work. The consistency of the test is discussed. The power performance of the procedure is compared with that of the classical tests of Kolmogorov–Smirnov and Cramér–von Mises in the special cases where F is the family of gamma distributions or the family of inverse Gaussian distributions.
Inference on the basis of high-dimensional and functional data are two topics which are discussed frequently in the current statistical literature. A possibility to include both topics in a single approach is working on a very general space for the underlying observations, such as a separable Hilbert space. We propose a general method for consistently hypothesis testing on the basis of random variables with values in separable Hilbert spaces. We avoid concerns with the curse of dimensionality due to a projection idea. We apply well-known test statistics from nonparametric inference to the projected data and integrate over all projections from a specific set and with respect to suitable probability measures. In contrast to classical methods, which are applicable for real-valued random variables or random vectors of dimensions lower than the sample size, the tests can be applied to random vectors of dimensions larger than the sample size or even to functional and high-dimensional data. In general, resampling procedures such as bootstrap or permutation are suitable to determine critical values. The idea can be extended to the case of incomplete observations. Moreover, we develop an efficient algorithm for implementing the method. Examples are given for testing goodness-of-fit in a one-sample situation in [1] or for testing marginal homogeneity on the basis of a paired sample in [2]. Here, the test statistics in use can be seen as generalizations of the well-known Cramérvon-Mises test statistics in the one-sample and two-samples case. The treatment of other testing problems is possible as well. By using the theory of U-statistics, for instance, asymptotic null distributions of the test statistics are obtained as the sample size tends to infinity. Standard continuity assumptions ensure the asymptotic exactness of the tests under the null hypothesis and that the tests detect any alternative in the limit. Simulation studies demonstrate size and power of the tests in the finite sample case, confirm the theoretical findings, and are used for the comparison with concurring procedures. A possible application of the general approach is inference for stock market returns, also in high data frequencies. In the field of empirical finance, statistical inference of stock market prices usually takes place on the basis of related log-returns as data. In the classical models for stock prices, i.e., the exponential Lévy model, Black-Scholes model, and Merton model, properties such as independence and stationarity of the increments ensure an independent and identically structure of the data. Specific trends during certain periods of the stock price processes can cause complications in this regard. In fact, our approach can compensate those effects by the treatment of the log-returns as random vectors or even as functional data.
This paper aims to evaluate the formability of tailor welded blanks of dual phase (DP600)/transformation induced plasticity (TRIP700) steel sheets. In this work, bead on plate butt joints of 2·5 mm DP600 and 1·2 mm TRIP700 steel sheets were performed using CO2 laser beam welding. Microhardness measurements and transverse tensile testing were carried out to characterise the welds. The formability of base metals and welds were investigated by standard Erichsen test. In a perpendicular tensile test to the weld line, all specimens were fractured at the TRIP base metal, and the strengths were somewhat higher than those of base metal. There was a significant reduction in formability caused by welding of the DP600/TRIP700 steel sheets, and the formability increased with increasing welding speed.
In a special paired sample case, Hotelling’s T² test based on the differences of the paired random vectors is the likelihood ratio test for testing the hypothesis that the paired random vectors have the same mean; with respect to a special group of affine linear transformations it is the uniformly most powerful invariant test for the general alternative of a difference in mean. We present an elementary straightforward proof of this result. The likelihood ratio test for testing the hypothesis that the covariance structure is of the assumed special form is derived and discussed. Applications to real data are given.
On obligations in the development process of resilient systems with algorithmic design methods
(2018)
Advanced computational methods are needed both for the design of large systems and to compute high accuracy solutions. Such methods are efficient in computation, but the validation of results is very complex, and highly skilled auditors are needed to verify them. We investigate legal questions concerning obligations in the development phase, especially for technical systems developed using advanced methods. In particular, we consider methods of resilient and robust optimization. With these techniques, high performance solutions can be found, despite a high variety of input parameters. However, given the novelty of these methods, it is uncertain whether legal obligations are being met. The aim of this paper is to discuss if and how the choice of a specific computational method affects the developer’s product liability. The review of legal obligations in this paper is based on German law and focuses on the requirements that must be met during the design and development process.
Selected problems in the field of multivariate statistical analysis are treated. Thereby, one focus is on the paired sample case. Among other things, statistical testing problems of marginal homogeneity are under consideration. In detail, properties of Hotelling‘s T² test in a special parametric situation are obtained. Moreover, the nonparametric problem of marginal homogeneity is discussed on the basis of possibly incomplete data. In the bivariate data case, properties of the Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on the basis of partly not identically distributed data are investigated. Similar testing problems are treated within the scope of the application of a result for the empirical process of the concomitants for partly categorial data. Furthermore, testing changes in the modeled solvency capital requirement of an insurance company by means of a paired sample from an internal risk model is discussed. Beyond the paired sample case, a new asymptotic relative efficiency concept based on the expected volumes of multidimensional confidence regions is introduced. Besides, a new approach for the treatment of the multi-sample goodness-of-fit problem is presented. Finally, a consistent test for the treatment of the goodness-of-fit problem is developed for the background of huge or infinite dimensional data.
On the applicability of several tests to models with not identically distributed random effects
(2023)
We consider Kolmogorov–Smirnov and Cramér–von-Mises type tests for testing central symmetry, exchangeability, and independence. In the standard case, the tests are intended for the application to independent and identically distributed data with unknown distribution. The tests are available for multivariate data and bootstrap procedures are suitable to obtain critical values. We discuss the applicability of the tests to random effects models, where the random effects are independent but not necessarily identically distributed and with possibly unknown distributions. Theoretical results show the adequacy of the tests in this situation. The quality of the tests in models with random effects is investigated by simulations. Empirical results obtained confirm the theoretical findings. A real data example illustrates the application.