2 papers
stat.CO2017
A Fast Algorithm for Solving Henderson's Mixed Model Equation
Jiwoong Kim
This article investigates a fast and stable method to solve Henderson's mixed model equation. The proposed algorithm is stable in that it avoids inverting a matrix of a large dimen…
math.ST2016
Specification Test based on Convolution-type Distribution Function Estimates for Non-linear Auto-regressive Processes
Kun Ho Kim, Jiwoong Kim
The paper proposes a specification test based on two estimates of distribution function. One is the traditional kernel distribution function estimate and the other is a newly propo…