• Journal of the Korean Statistical Society
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• v.7 no.1
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• pp.17-26
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• 1978

For testing $\beta_i=\beta, i=1,...,k$, in the regression model $Y_{ij} = \alpha_i + \beta_ix_{ij} + e_{ij}, j=1,...,n_i$, a simple and robust test based on Kendall's tau is proposed. Its asymptotic distribution is proved to be chi-square under the null hypthesis and noncentral chi-square under an appropriate sequence of alternatives. For the optimal designs, the asymptotic relative efficiency of the proposed procedure with respect to the least squares procedure is the same as that of the Wilcoxon test with respect to the t-test.

• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.931-941
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• 2017

Typical Nonparametric methods for randomized block design with replications are two methods proposed by Mack (1981) and Mack and Skillings (1980). This method is likely to cause information loss because it uses the average of repeated observations instead of each repeated observation in the processing of each block. In order to compensate for this, we proposed a test method using linear placement statistics, which is a score function applied to the joint placement method proposed by Chung and Kim (2007). Monte Carlo simulation study is adapted to compare the power with previous methods.

• The Korean Journal of Financial Studies
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• v.11 no.1
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• pp.1-36
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• 2005

한 시계열의 원래 관찰치가 본래 가지고 있는 정보를 하나도 잃지 않고 또한 손상시키지 않고 그대로 보존되며 계산이 용이하고, 뿐만 아니라 가능도함수나 비모수 추정함수를 계산함에 있어 수치적 불안정 잠재성이 존재하지 않도록 변환된 시계열을 얻을 수 있으면, 다시 말해 각종 통계량의 계산에 용이하게 적용 가능하되 원래 시계열이 보유하고 있는 모든 성질들은 추호도 손상시킴이 없이 이 시계열을 변환시킬 수 있는 변환방법이 존재한다면, 모수의 추정치와 검정통계량을 정확히 얻을 수 있을 것이다. 이와 같은 변환방법이 웨이브렛 변환이다. 이 변환은 푸리에 분석의 결점을 극복하되 후리에 변환이 적용되는 분야에는 거의 모두 적용 가능한 변환방법이다. 이 논문에서는 시계열의 웨이브렛 변환을 소개하고 이 변환이 재무시계열의 모형화에 한몫을 단단히 할 수 있다는 점을 밝히고자 한다. 그리고 웨이브렛 변환을 성공적으로 적용할 수 있는 주가과정을 하나의 예로 제시하여 웨이브렛 변환의 구체적 적용방법을 탐구하고자 한다. 웨이브렛의 주가 시계열의 적용방법의 한 예로 주가의 장기기억과정을 분석한다. 한국과 외국의 일별 주가지수의 수익률 시계열들이 장기기억과정을 따르는 시계열임이 발견되었다. 여러 형태의 웨이브들을 사용하여 검정하였는데 이 모두가 한결같이 주가지수가 장기기억성과정임을 지지하고 있다.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.26 no.5B
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• pp.599-607
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• 2001

이 논문에서는 부호와 순위를 바탕으로 한 비모수 검파기를 쓰는 직접수열 대역확산 시스템의 의사잡음 부호획득을 다루었다. 먼저 국소 최적 순위 검파기의 검정통계량을 얻고, 점근 점수 함수를 쓰는 국소 준최적 순위 검파기와 변형 부호순위 검파기의 검정통계량을 제외한다. 제안한 국소 준최적 순위 검파기와 변형 부호순위 검파기를 쓴 한 우물기법과 이제까지의 제곱합 검파기와 변형 부호 검파기를 쓴 것을 견주어 본다. 제안한 국소 준최적 순위 검파기와 변형 부호순위 검파기의 성능이 이제까지의 변형 부호 검파기의 성능보다 2-3dB쯤 낮고, 거의 최적임을 모의실험을 통해 확인하였다.

• Proceedings of the Korea Information Processing Society Conference
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• 2016.04a
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• pp.887-889
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• 2016

본 연구는 전도성 섬유를 양말에 부착하여 발바닥에서 심전도(ECG, Electrocardiogram) 신호를 검출하였다. 발바닥에서 측정한 심전도 신호와 손목에서 측정한 심전도 신호에 Pan-Tompkins algorithm을 적용하였고 R-R interval을 검출하였다. 이후 발바닥과 손목에서 측정된 심전도의 유의성을 검출하기 위해 비모수 검정법인 Spearman검정을 사용하여 상관분석을 수행하였다. 상관분석 결과, 유의확률 p=0.00에서 correlation coefficient=0.901로 두 데이터는 강한 양의 선형 관계에 있는 것으로 나타났다.

• The Journal of the Korea Contents Association
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• v.21 no.2
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• pp.271-279
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• 2021

This study wanted to see if there was a difference in the development of counselors before and after sandplay education analysis and verbal education analysis. Ten people were selected for the sandplay education analysis and the level of counselor development before and after receiving the verbal education analysis, divided into three groups that received the verbal education analysis, and the three groups that received the language education analysis. A nonparametric test, Kruskal-Wallis test, was conducted to identify differences in the results of the pre-parametric test, and a nonparametric test, Wilcoxon signed tank test was conducted to identify differences in the pre-post test results. Studies have shown that there is a statistically significant difference in the overall development of counselors and in case of case, in the whole of sandplay education analysis groups, while those that received verbal education analysis and those that did not receive education analysis do not have a statistically significant difference in the level of counselors development. This study is meaningful as it proves that sand play education analysis is effective in the development of counselors.

• The Journal of the Korea Contents Association
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• v.22 no.5
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• pp.383-392
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• 2022

Culture technology is contributing to the creation of new values through convergence with other industries. The government is also actively investing in R&D in this field to secure competitiveness. In this study, the R&D efficiency of culture technology is analyzed by characteristics. Data envelopment analysis and non-parametric tests are performed on 968 national research projects in 2016-2019. As a result, it is confirmed that there are a difference in R&D efficiency according to the characteristics of national research projects in culture technology sector. This suggests that when planning national research projects for culture technology, these characteristics should be taken into consideration and strategically promoted.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.41 no.3
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• pp.147-153
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• 2004

This paper proposes an efficient edge detection using Van der Waerden statistic in original and noisy images. An edge is where the intensity of an image moves from a low value to a high value or vice versa. We describe a nonparametric Wilcoxon test and a parametric T test based on statistical hypothesis testing for the detection of edges. We use the threshold determined by specifying significance level $\alpha$, while Bovik, Huang and Munson consider the range of possible values of test statistics for the threshold. From the experimental results of edge detection, the T and Wilcoxon method perform sensitively to the noisy image, while the proposed Waerden method is robust over both noisy and noise-free images under $\alpha$=0.0005. Comparison with our statistical test and Sobel, LoG, Canny operators shows that Waerden method perform more effectively in both noisy and noise-free images.

• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.1027-1036
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• 2017

Multiple comparisons are required to confirm whether or not something is significant if the null hypothesis to test whether the difference between more than three treatments is rejected in a one-way layout. There are both parametric multiple comparison method Tukey (1953) and Nonparametric multiple comparison method based on Kruskal-Wallis (1952).This procedure is applied to a mixed sample of all data and then an average ranking is used for each of three or more treatments. In this paper, a new nonparametric multiple comparison procedure based on joint placements for a one-way layout as extension of the joint placements described in Chung and Kim (2007) was proposed. Monte Carlo simulation is also adapted to compare the family wise error rate (FWE) and the power of the proposed method with previous methods.

• Journal of the Korean Data and Information Science Society
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• v.24 no.1
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• pp.33-39
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• 2013

In the transformation of response variable in partial linear models outliers can cause a bad effect on estimating the transformation parameter, just as in the linear models. To solve this problem the processes of estimating transformation parameter and detecting outliers are needed, but have difficulties to be performed due to the arbitrariness of the nonparametric function included in the partial linear model. In this study, through the estimation of nonparametric function and outlier detection methods such as a sequential test and a maximum trimmed likelihood estimation, processes for transforming response variable robust to outliers in partial linear models are suggested. The proposed methods are verified and compared their effectiveness by simulation study and examples.