• Journal of the Korean Statistical Society
• /
• v.30 no.3
• /
• pp.407-418
• /
• 2001

Buhlmann(1944) established the validity of the block bootstrap proposed by Kunsch when it is applied to p-dimensional $\alpha$-mixing dependent sequence. But his result requires a rather restrictive condition on p in the sense that p is entangled with dependence structure. We address that such restriction on p(or complication of dependence structure with p) could be removed completely when the underlying dependence structure is replace by more weakly dependent structure such as ø-mixing.

• Communications for Statistical Applications and Methods
• /
• v.19 no.4
• /
• pp.579-590
• /
• 2012

Local linear jump detection in a discontinuous regression function involves the choice of the bandwidth and the performance of a local linear jump detector depends heavily on the choice of the bandwidth. However, little attention has been paid to this important issue. In this paper we propose two fully data adaptive bandwidth selection methods for a local linear jump detector. The performance of the proposed methods are investigated through a simulation study.

• Journal of the Korean Statistical Society
• /
• v.36 no.2
• /
• pp.257-274
• /
• 2007

This paper considers the tests for the presence of smooth transition non-linearity in the partially nonstationary vector autoregressive model. The transition parameters cannot be identified under the null hypothesis of linearity, and therefore this paper develops the tests for smooth transition nonlinearity, the associated asymptotic theory and the bootstrap inference. The Monte Carlo simulation evidence shows that the bootstrap inference generates moderate size and power performances.

• The Korean Journal of Applied Statistics
• /
• v.14 no.2
• /
• pp.401-413
• /
• 2001

이차원 분할자료에 대해서 행과 열의 관계를 저차원상에 시각적으로 표현하는 탐색적대응분석에 대하여 붓스트랩방법의 사용가능성을 살펴보았다. 기존의 탐색적 면만이 강조되어 왔던 대응분석에서 좌표점의 변이와 좌표점간의 거리에 대한 통계적 추론을 붓스트랩방법으로 해결할 수 있음을 보이고 또한 좌표축의 설명력에 대하여 붓스트랩신뢰구간의 포함확률의 일치성을 모의실험을 통해 제시하였다.

• Journal of the Korean Data and Information Science Society
• /
• v.17 no.2
• /
• pp.467-474
• /
• 2006

In this paper we present a weighted support vector machine(SVM) and a weighted least squares support vector machine(LS-SVM) for the prediction in the heteroscedastic regression model. By adding weights to standard SVM and LS-SVM the better fitting ability can be achieved when errors are heteroscedastic. In the numerical studies, we illustrate the prediction performance of the proposed procedure by comparing with the procedure which combines standard SVM and LS-SVM and wild bootstrap for the prediction.

• The Korean Journal of Applied Statistics
• /
• v.8 no.2
• /
• pp.201-216
• /
• 1995

A method of determining the factor numbers is explored in this paper, when data and the factors are binary. We applied a bootstrap approach and proposed a criterion for the method. Simulation results suggest that the proposed method in this paper is very useful in determining the factor numbers for binary data and factors.

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

• Proceedings of the Korean Statistical Society Conference
• /
• 2003.10a
• /
• pp.325-329
• /
• 2003

한우 6번 염색체 유전자 지도에서 QTL (quantitative trait loci) 분석을 실시하여 선별된Locus 값을 순열검정(Permutation Test)을 이용하여 유의성 검정을 실시하였다. 한편, 우수경제형질 DNA marker들을 K-평균 군집법을 실시 파악하였다. 이들 QTL과 K-평균법에 의해 한우의 염색체 6번 ILSTS035의 우수 DNA marker 235번을 선별하였다. 선별된 DNA Marker 235번을 출품우에 적용하여 Bootstrap 방법을 이용하여 신뢰구간을 구하여 검정하였다.

• Journal of the Korean Statistical Society
• /
• v.27 no.4
• /
• pp.495-506
• /
• 1998

The proposed class of generalized logistic models, indexed by an extra parameter, can be used to model or to examine symmetric or asymmetric discrepancies from the logistic model. When there are a finite number of different design points, we are mainly concerned with maximum likelihood estimation of parameters and in deriving their large sample behavior A score test and a bootstrap hypothesis test are also considered to check if the standard logistic model is appropriate to fit the data or if a generalization is needed .

• Communications for Statistical Applications and Methods
• /
• v.10 no.3
• /
• pp.779-793
• /
• 2003

In this paper, various methods for finding confidence intervals for common odds ratio $\psi$ of the K 2${\times}$2 tables are reviewed. Also we propose two jackknife confidence intervals and bootstrap confidence intervals for $\psi$. These confidence intervals are compared with the other existing confidence intervals by using Monte Carlo simulation with respect to the average coverage probability.