• Communications for Statistical Applications and Methods
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• v.8 no.1
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• pp.51-63
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• 2001

We are interested in the conditional independence in sparse $2\tims2\tims$K tables with very rare cell counts. The most popular test is Cochran-Mantel-Haenszel statistic when sample sizes are moderately large enough to guarantee the chi-square approximation. We will consider jackknifing the CMH test and also suggest an approximate normal distribution for the standardized jackknifed CMH statistic. The main focus of this paper is to improve the chi-squared approximation to the CMH test by using the asymptotic normality of the jackknifed CMH test when sample sizes are very sparse but K and N$\infty$. The performance of the proposed jackknifed test, in the sense of significance level control and power, will be compared with that of the CMH test through a Monte Carlo study.

• Communications for Statistical Applications and Methods
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• v.21 no.2
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• pp.115-124
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• 2014

In this paper we derive a Berry-Esseen type bound for the kernel density estimator of a random left truncated model, in which each datum (Y) is randomly left truncated and is sampled if $Y{\geq}T$, where T is the truncation random variable with an unknown distribution. This unknown distribution is estimated with the Lynden-Bell estimator. In particular the normal approximation rate, by choice of the bandwidth, is shown to be close to $n^{-1/6}$ modulo logarithmic term. We have also investigated this normal approximation rate via a simulation study.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2001.04a
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• pp.335-342
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• 2001

In this paper, an improved Element-Free Galerkin (EFG) method is proposed by adding enrichment function to the standard EFG approximation and a discontinuity function is implemented in constructing the shape function across the crack surface. In this method, the singularity and the discontinuity of the crack are efficiently modeled by using initial node distribution to evaluate reliable stress intensity factor, though the standard EFG method requires placing additional nodes near the crack tip. The proposed method enables the initial node distribution to be kept without any additional nodal d.o.f. and expresses the asymptotic stress field near the crack tip successfully. Numerical example verifies the improvement and the effectiveness of the method.

• Communications for Statistical Applications and Methods
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• v.26 no.4
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• pp.371-383
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• 2019

Panel data sets have been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Maximum likelihood (ML) may be the most common statistical method for analyzing panel data models; however, the inference based on the ML estimate will have an inflated Type I error because the ML method tends to give a downwardly biased estimate of variance components when the sample size is small. The under estimation could be severe when data is incomplete. This paper proposes the restricted maximum likelihood (REML) method for a random effects panel data model with a censored dependent variable. Note that the likelihood function of the model is complex in that it includes a multidimensional integral. Many authors proposed to use integral approximation methods for the computation of likelihood function; however, it is well known that integral approximation methods are inadequate for high dimensional integrals in practice. This paper introduces to use the moments of truncated multivariate normal random vector for the calculation of multidimensional integral. In addition, a proper asymptotic standard error of REML estimate is given.

• Journal of the Korean Data and Information Science Society
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• v.5 no.2
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• pp.11-18
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• 1994

Sample sizes for experiments concerned with inference on R=Pr(X

• Journal of the Korean Statistical Society
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• v.21 no.2
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• pp.139-151
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• 1992

Simultaneous confidence intervals for the parameters in the logistic regression models with random regressors are considered. A method based on the bootstrap and its stochastic approximation will be developed. A key idea in using the bootstrap method to construct simultaneous confidence intervals is the concept of prepivoting which uses the transformation of a root by its estimated cumulative distribution function. Repeated use of prepivoting makes the overall coverage probability asymptotically correct and the coverage probabilities of the individual confidence statement asymptotically equal. This method is compared with ordinary asymptotic methods based on Scheffe's and Bonferroni's through Monte Carlo simulation.

• Journal of the Korean Statistical Society
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• v.24 no.1
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• pp.1-18
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• 1995

The generalized logit model of nominal type with random regressors is studied for bootstrapping. In particular, asymptotic normality and consistency of bootstrap model estimators are derived. It is shown that the bootstrap approximation to the distribution of the maximum likelihood estimators is valid for alsomt all sample sequences.

• Communications for Statistical Applications and Methods
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• v.8 no.2
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• pp.473-481
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• 2001

Shapiro and Wilk (1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test statistic is inconsistent. Kim(2001) proposed a modified Shapiro-Wilk's test statistic based on the ratio of tow asymptotically efficient estimates of scale. In this paper, we study the asymptotic behavior of the statistic using the approximation of the quantile process by a sequence of Brownian bridges and represent the limit null distribution as an integral of a Brownian bridge.

• 제어로봇시스템학회:학술대회논문집
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• 1992.10a
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• pp.572-577
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• 1992

In this paper, the optimal homing guidance problem is investigated for the general missile/target models described in the state-space. The closed-form solution of the optimal guidance law derived, and its asymptotic properties are studied as the time-to-go goes to infinity or zero. Futhermore, several approximate solutions of the optimal guidance law are suggested for real-time applications.

• 제어로봇시스템학회:학술대회논문집
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• 1990.10b
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• pp.847-851
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• 1990

In this paper we present a method of reducing controller design problem from LQG/LTR approach to H.inf. optimization. The condition of the existance of the optimal solution is derived. In order to derive the controller equation for NMP plant we reduce the H.inf. LTR problem to Nehari's extension problem and derive the optimal controller equation which is best approximation for this problem. Furthermore, we show that the controller obtained by presented method guarantee the asymptotic LTR condition and stability of closed loop system.