• The Korean Journal of Applied Statistics
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• v.34 no.6
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• pp.889-904
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• 2021

This study is a follow-up study of Kang and Kim (2020). In this study, we derive the sample influence functions of the t-statistic which were not directly derived in previous researches. Throughout these results, we both mathematically examine the relationship between the empirical influence function and the sample influence function, and consider a method to approximate the sample influence function by the empirical influence function. Also, the validity of the relationship between an approximated sample influence function and the empirical influence function is verified by a simulation of a random sample of size 300 from normal distribution. As a result of the simulation, the relationship between the sample influence function which is derived from the t-statistic and the empirical influence function, and the method of approximating the sample influence function through the empirical influence function were verified. This research has significance in proposing both a method which reduces errors in approximation of the empirical influence function and an effective and practical method that evolves from previous research which approximates the sample influence function directly through the empirical influence function by constant revision.

• The Korean Journal of Applied Statistics
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• v.33 no.5
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• pp.527-540
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• 2020

While analyzing data, researching outliers, which are out of the main tendency, is as important as researching data that follow the general tendency. In this study we discuss the influence function for outlier discrimination. We derive sample influence functions of sample mean, sample variance, and sample standard deviation, which were not directly derived in previous research. The results enable us to mathematically examine the relationship between the empirical influence function and sample influence function. We can also consider a method to approximate the sample influence function by the empirical influence function. Also, the validity of the relationship between the approximated sample influence function and the empirical influence function is also verified by the simulation of random sampled data in normal distribution. As the result of a simulation, both the relationship between the two influence functions, sample and empirical, and the method of approximating the sample influence function through the emperical influence function were verified. This research has significance in proposing a method that reduces errors in the approximation of the empirical influence function and in proposing an effective and practical method that proceeds from previous research that approximates the sample influence function directly through empirical influence function by constant revision.

• Communications for Statistical Applications and Methods
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• v.15 no.4
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• pp.509-516
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• 2008

We derive the influence function on the coefficient of variation. Empirical influence function and Sample influence function are used to verify the validity of the derived influence function. To show the validity of the influence function, we carry out simulations with random samples from normal distribution $N(20,1^2)$ and $N(20,5^2)$, respectively. The simulation result proves that the derived influence function is very accurate in estimating changes in the coefficient of variation when an observation is deleted.

• The Korean Journal of Applied Statistics
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• v.32 no.4
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• pp.631-642
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• 2019

Many methods have been developed to solve problems found in sample surveys involving a large number of item non-responses that cause inaccuracies in estimation. However, the non-response adjustment method used under the assumption of random non-response generates a bias in cases where the response rate is affected by the variable of interest. Chung and Shin (2017) and Min and Shin (2018) proposed a method to improve the accuracy of estimation by appropriately adjusting a bias generated when the response rate is a function of the variables of interest. In this study, we studied a case where the response rate function is linear and the error of the super population model follows normal distribution. We also examined the effect of the number of stratum population on bias adjustment. The performance of the proposed estimator was examined through simulation studies and confirmed through actual data analysis.

• The Korean Journal of Financial Management
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• v.12 no.2
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• pp.1-23
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• 1995

본 연구의 목적은 특정 금융기관의 주거래기업들에 대한 부실예측을 위해 주거래기업들을 잠식, 도산, 그리고 건전기업과 같이 세집단으로 구분하여 예측하고자 하며, 기업부실 예측력에 영향을 미치는 세 가지 요인으로서 표본구성, 투입 변수, 분석 기법의 관점에서 다음을 살펴보는 것이다. 첫째, 기업부실예측에서 전통적인 delta learning rule과 sigmoid함수를 사용한 역전파학습(신경망 I)과 이들의 변형형태인 normalized cumulative delta learning rule과 hyperbolic tangent함수를 사용한 역전파 학습(신경망 II)과의 예측력의 차이를 살펴보고 또한 이러한 두가지 신경망기법의 예측력을 MDA(다변량판별분석) 결과와 비교하여 신경망기법에 대한 예측력의 유용성을 살펴보고자 한다. 둘째, 세집단분류문제에서는 잠식, 도산, 건전기업의 구성비율이 위의 세가지 예측기법의 결과에 어떠한 영향을 미치는지를 살펴보고자 한다. 세째, 투입 변수선정은 기존연구 또는 이론을 바탕으로 연구자의 판단에 의해 선택하는 방법과 다수의 변수를 가지고 통계적기법에 의해 좋은 판별변수의 집합을 찾는 것이다. 본 연구에서는 이러한 방법들에 의해 선정된 투입변수들이 세가지 예측기법의 결과에 어떠한 영향을 미치는지를 살펴보고자 한다. 이러한 관점에서 본 연구의 실증분석 결과를 요약하면 다음과 같다. 1) 신경망기법이 두집단에서와 같이 세집단 분류문제에서도 MDA보다는 더 높은 예측력을 보였다. 2) 잠식과 도산기업의 수는 비슷하게 그리고 건전기업의 수는 잠식과 도산기업을 합한 수와 비슷하게 표본을 구성하는 것이 예측력을 향상하는데 도움이 된다고 할 수 있다. 3) 속성별로 고르게 투입변수로 선정한 경우가 그렇지 않은 경우보다 더 높은 예측력을 보였다. 4) 전통적인 delta learning rule과 sigmoid함수를 사용한 역전파학습 보다는 normalized cumulative delta learning rule과 hyperbolic tangent함수를 사용한 역전파 학습이 더 높은 예측력을 보였다. 이러한 현상은 두집단문제에서 보다 세집단문제에서 더 큰 차이를 나타내고 있다.

• Proceedings of the Acoustical Society of Korea Conference
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• spring
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• pp.131-134
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• 2000

음성신호처리에서 스펙트럼 분석은 매우 중요하다. 하지만 스펙트럼 분석을 위해서 사용되는 윈도우에 의해 생기는 누설에러지 때문에 음성신호의 스펙트럼 정보가 왜곡된다. 본 논문에서는 스펙트럼 분석 시 발생되는 창함수 사용에 의해 생기는 누설에너지를 최소화하기 위한 새로운 창함수를 제안하고자 한다. 그 형태는 전체 창함수크기의 반을 방형창으로 나머지 반을 해밍창으로 하고 창의 처음 부분은 $\pm$20표본에서 영점을 찾아주는 것이다. 이 창함수의 특징은 신호분석에 있어서 왜곡은 크지만 그 형태에 있어서 가장 이상적인 방형창함수의 장점과 side lobe가 작아 비교적 왜곡이 적은 해밍창함수의 장점을 취한 것이라 하겠다. 실제 음성 신호에의 적용에 있어서 방형창과 해밍창의 적용비는 신호의 종류 및 용도에 따라 달리할 수 있다. 제안한 창함수는 해밍창함수 보다는 좁은 main lobe 특성으로 음성신호의 단구간 스펙트럼 분석시 음성의 빠른 변화특성을 적절히 보여줄 수 있고 방형창보다는 side lobe의 영향을 줄일 수 있다.

• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.993-1004
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• 2017

A stratified sampling method is generally used with a sample selected using the same sample weight in each stratum in order to improve the accuracy of the sampling survey estimation. However, the weight should be adjusted to reflect the response rate if the response rate is affected by the value of the variable of interest. It may be also more effective to adjust the weights by subdividing the stratum rather than using the same weight if the variable of interest has a linear relationship with the continuous auxiliary variables. In this study, we propose a method to increase the accuracy of estimation using an informative sampling design technique when the response rate is an exponential function of the variable of interest and the variable of interest has a linear relationship with the auxiliary variable. Simulation results show the superiority of the proposed method.

• The Korean Journal of Applied Statistics
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• v.34 no.6
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• pp.923-936
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• 2021

A large number of non-responses are occurring in the sample survey, and various methods have been developed to deal with them appropriately. In particular, the bias caused by non-ignorable non-response greatly reduces the accuracy of estimation and makes non-response processing difficult. Recently, Chung and Shin (2017, 2020) proposed an estimator that improves the accuracy of estimation using parametric super-population model and response rate model. In this study, we suggested a bias corrected non-response mean estimator using a nonparametric function generalizing the form of a parametric super-population model. We confirmed the superiority of the proposed estimator through simulation studies.

• The Korean Journal of Applied Statistics
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• v.31 no.5
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• pp.621-636
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• 2018

Research on the application of informative sampling technique has been conducted in order to reduce the influence of non-response. Chung and Shin (Korean Journal of Applied Statistics, 30, 993-1004, 2017) showed that the estimation accuracy improved when using exponential response rate information for the parameter estimation if the distribution of errors included in the super population model follows normal distribution. However this method divides the stratum into equally spaced substrata to obtain the sample weight of the informative sampling technique and shows that the accuracy of the estimation improves as the number of substrata increases. In this study, with the given number of total sample size, the optimal substratum boundary points are calculated using equal space, quantile, and LH algorithm; consequently, the results using those methods are compared through simulation. We also studied the criteria to determine the number of substrata and substratum boundaries that can be used in practice with various types of auxiliary variable distributions.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.10 no.4
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• pp.53-66
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• 1990

Rainfall is a phenomenon that shows a high variability both in space and time, Hy drologists are usually interested in the description of spatial distribution of rainfall over watershed. The theory of Kriging, generalized covariance technique using nonstationary mean in the regions under orographic effect, was chosen to construct random surface of total storm depth. For the constructed random surface, the double Fourier analysis of the total storm depths was performed, and the principal harmonics of storm were determined. The local component, or storm residuals was obtained by subtracting the periodic component of the storm from total storm depths. It is assumed that the residuals are a sample function of a homogeneous random field. This random field can be characterized by an isotropic one dimensional autocorrelation function or its corresponding spectral density function. Under this assumption, this study proposed a theorectical model for spectral density function adapted to two watersheds.