New Configurations of the Fuzzy Fractional Differential Boussinesq Model with Application in Ocean Engineering and Their Analysis in Statistical Theory

The fractional-order Boussinesq equations(FBSQe)are investigated in this work to see if they can effectively improve the situation where the shallow water equation cannot directly handle the dispersion wave.The fuzzy forms of analytical FBSQe solutions are first derived using the Adomian decomposition method.It also occurs on the sea floor as opposed to at the functionality.A set of dynamical partial differential equations(PDEs)in this article exemplify an unconfined aquifer flow implication.Thismethodology can accurately simulate climatological intrinsic waves,so the ripples are spread across a large demographic zone.The Aboodh transform merged with the mechanism of Adomian decomposition is implemented to obtain the fuzzified FBSQe in R,R^(n) and(2nth)-order involving generalized Hukuhara differentiability.According to the system parameter,we classify the qualitative features of the Aboodh transform in the fuzzified Caputo and Atangana-Baleanu-Caputo fractional derivative formulations,which are addressed in detail.The illustrations depict a comparison analysis between the both fractional operators under gH-differentiability,as well as the appropriate attributes for the fractional-order and unpredictability factorsσ∈[0,1].A statistical experiment is conducted between the findings of both fractional derivatives to prevent changing the hypothesis after the results are known.Based on the suggested analyses,hydrodynamic technicians,as irrigation or aquifer quality experts,may be capable of obtaining an appropriate storage intensity amount,including an unpredictability threshold.

Robust U-type test for high dimensional regression coefficients using refitted cross-validation variance estimation

This paper aims to develop a new robust U-type test for high dimensional regression coefficients using the estimated U-statistic of order two and refitted cross-validation error variance estimation. It is proved that the limiting null distribution of the proposed new test is normal under two kinds of ordinary models.We further study the local power of the proposed test and compare with other competitive tests for high dimensional data. The idea of refitted cross-validation approach is utilized to reduce the bias of sample variance in the estimation of the test statistic. Our theoretical results indicate that the proposed test can have even more substantial power gain than the test by Zhong and Chen(2011) when testing a hypothesis with outlying observations and heavy tailed distributions. We assess the finite-sample performance of the proposed test by examining its size and power via Monte Carlo studies. We also illustrate the application of the proposed test by an empirical analysis of a real data example.

A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices

We introduce the so-called naive tests and give a brief review of the new developments. Naive testing methods are easy to understand and perform robustly, especially when the dimension is large. We focus mainly on reviewing some naive testing methods for the mean vectors and covariance matrices of high-dimensional populations, and we believe that this naive testing approach can be used widely in many other testing problems.