• The Korean Journal of Applied Statistics
• /
• v.20 no.1
• /
• pp.103-115
• /
• 2007

In this paper we studied the small sample asymptotic inference for the autoregressive coefficient in AR(1) model. Based on saddlepoint approximations to the distribution of quadratic forms, we suggest a new approximation to the distribution of the estimators of the noncircular autoregressive coefficients. Simulation results show that the suggested methods are very accurate even in the small sample sizes and extreme tail area.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2016.05a
• /
• pp.288-288
• /
• 2016

유역단위 오염부하량 산정에는 SWAT, HSPF 등의 물리적 매개변수 기반 분포형 모형이 주로 사용되고 있으나, 공간분포형 입력자료로 인한 많은 매개변수는 모의 과정을 복잡하게 하며, 보정 과정에 있어 많은 시간과 노력을 요구하는 단점이 있다. 이로 인해 실무에서는 원단위법이나 유량-부하량 관계식과 같은 통계적 분석에 의한 회귀식이 주로 사용되고 있다. 그 중 LOADEST는 회귀식 기반 프로그램으로, 다양한 연구자들에 의해 연구되고 있으나, 수질 모형과의 모의능력을 비교하는 연구는 부족하다. 본 연구에서는 청미천 상류유역을 대상으로 유역특성에 따른 LOADEST 기반 회귀식의 매개변수를 추정하여 오염부하량을 모의하고, SWAT 모형에 의한 오염부하량 모의결과와 비교 평가하고자 한다. 모형의 구동 및 회귀식 매개변수 추정에 필요한 입력 자료는 용인시 백암면 일대에서 2013년부터 2015년까지 모니터링한 수질, 유량 및 기상자료와 지형자료 (토지이용도, 토양도, 수치표고자료)를 이용하여 구축하였다. LOADEST 기반 회귀식의 매개 변수 추정은 김계웅 (2015)이 개발한 방법을 사용하였으며, 유역면적, 토지이용비율 등은 지형자료를 이용하여 산정하였다. SWAT 모형의 보정은 2013년부터 2014년까지의 자료를 이용하였으며, 2015년 자료를 이용하여 검정하였다. 본 연구의 결과는 비점오염원 모델에 대한 이해를 넓히고, 오염부하량 모의를 위한 모형 선정에 있어 도움이 될 수 있을 것으로 기대한다.

• The Korean Journal of Applied Statistics
• /
• v.35 no.3
• /
• pp.445-455
• /
• 2022

In this paper, we introduce existing Bayesian methods for high-dimensional sparse regression models and compare their performance in various simulation scenarios. Especially, we focus on the variational Bayes approach proposed by Ray and Szabó (2021), which enables scalable and accurate Bayesian inference. Based on simulated data sets from sparse high-dimensional linear regression models, we compare the variational Bayes approach with other Bayesian and frequentist methods. To check the practical performance of the variational Bayes in logistic regression models, a real data analysis is conducted using leukemia data set.

• Journal of Korea Water Resources Association
• /
• v.41 no.3
• /
• pp.325-340
• /
• 2008

This study employs Bayesian multiple regression analysis using the ordinary least squares method for regional low flow frequency analysis. The parameter estimates using the Bayesian multiple regression analysis were compared to conventional analysis using the t-distribution. In these comparisons, the mean values from the t-distribution and the Bayesian analysis at each return period are not significantly different. However, the difference between upper and lower limits is remarkably reduced using the Bayesian multiple regression. Therefore, from the point of view of uncertainty analysis, Bayesian multiple regression analysis is more attractive than the conventional method based on a t-distribution because the low flow sample size at the site of interest is typically insufficient to perform low flow frequency analysis. Also, we performed low flow prediction, including confidence interval, at two ungauged catchments in the Nakdong River basin using the developed Bayesian multiple regression model. The Bayesian prediction proves effective to infer the low flow characteristic at the ungauged catchment.

• Journal of Digital Contents Society
• /
• v.19 no.7
• /
• pp.1357-1363
• /
• 2018

In addition to advances in information technology, machine learning approach is applied to a variety of applications, and is expanding to a variety of areas. In this paper, we propose a software analysis method that applies linear regression to analyse software similarity from the code distribution of the software. The characteristics of software can be expressed by instructions contained within the program, so the distribution information of instructions is used as learning data. In addition, a learning procedure with the learning data generates a linear regression model for software similarity analysis. The proposed method is evaluated with real world Java applications. The proposed method is expected to be used as a basic technique to determine similarity of software. It is also expected to be applied to various software analysis techniques through machine learning approaches.

• KDI Journal of Economic Policy
• /
• v.32 no.3
• /
• pp.71-99
• /
• 2010

The concept of CoVaR introduced by Adrian and Brunnermeier (2009) is a useful tool to measure the risk spillover effect. It can capture the risk contribution of each institution to overall systemic risk. While Adrian and Brunnermeier rely on the quantile regression method in the estimation of CoVaR, we propose a new estimation method using parametric distribution functions such as bivariate normal and $S_U$-normal distribution functions. Based on our estimates of CoVaR for Korean banking industry, we investigate the practical usefulness of CoVaR for a systemic risk measure, and compare the estimation performance of each model. Empirical results show that bank makes a positive contribution to system risk. We also find that quantile regression and normal distribution models tend to considerably underestimate the CoVaR (in absolute value) compared to $S_U$-normal distribution model, and this underestimation becomes serious when the crisis in a financial system is assumed.

• Journal of Korean Society for Quality Management
• /
• v.13 no.1
• /
• pp.77-83
• /
• 1985

This paper deals with a normality test to determine whether the data are sampled from normal population or not. In this paper the property that the mean and variance are independently distributed only for the normal distribution is used as a basis for developing a new test using the simple regression analysis. Considering the redan and variance of a random sample as independent and dependent variables, if it has not the regression relationship we conclude that the data were sampled from the normal distribution. The Monte-Carlo power study shows that the new test using the simple regression analysis has good power property relative to 6 well-known test methods for 11 distributions.

• The Korean Journal of Applied Statistics
• /
• v.35 no.2
• /
• pp.311-325
• /
• 2022

For count responses, the situation of excess zeros often occurs in various research fields. Zero-inflated model is a common choice for modeling such count data. Bayesian inference for the zero-inflated model has long been recognized as a hard problem because the form of conditional posterior distribution is not in closed form. Recently, however, Pillow and Scott (2012) and Polson et al. (2013) proposed a Pólya-Gamma data-augmentation strategy for logistic and negative binomial models, facilitating Bayesian inference for the zero-inflated model. We apply Bayesian zero-inflated negative binomial regression model to longitudinal pharmaceutical data which have been previously analyzed by Min and Agresti (2005). To facilitate posterior sampling for longitudinal zero-inflated model, we use the Pólya-Gamma data-augmentation strategy.

• Journal of the Korean Data and Information Science Society
• /
• v.9 no.2
• /
• pp.95-103
• /
• 1998

Azzalini and Bowman proposed the pseudo-likelihood ratio test for checking the linear relationship using kernel regression estimator when the error of the regression model follows the normal distribution. We modify their method with the bootstrap technique to construct a new test, and examine the power of our test through simulation. Our method can be applied to the case where the distribution of the error is not normal.

• 한국신재생에너지학회:학술대회논문집
• /
• 2006.11a
• /
• pp.24-27
• /
• 2006

16개 기상관측소에서 채취한 토양 시료에 대한 토양 물성 및 열특성를 측정하였으며 이를 통하여 공극률, 함수비, 충적밀도, 입도 분포, 유기물 함량, 토양구성광물의 종류 및 함량이 열전도도에 미치는 영향을 파악하였다. 상관성 분석결과 입도분포, 유기물함량 및 토양 구성광물의 종류 및 함량은 낮은 상관성을 보였으며 용적밀도 $(R^2=0.60)$, 함수비$(R^2=0.54)$와 공극률$(R^2=0.56)$은 높은 상관성을 보였다. 또한 함수비(2%)와 토양의 종류에 따른 다중회귀 분석을 통하여 토양의 열전도도를 추정할 수 있는 회귀식을 제시하였다.