• Title/Summary/Keyword: Empirical likelihood

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EMPIRICAL BAYES THRESHOLDING: ADAPTING TO SPARSITY WHEN IT ADVANTAGEOUS TO DO SO

  • Silverman Bernard W.
    • Journal of the Korean Statistical Society
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    • v.36 no.1
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    • pp.1-29
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    • 2007
  • Suppose one is trying to estimate a high dimensional vector of parameters from a series of one observation per parameter. Often, it is possible to take advantage of sparsity in the parameters by thresholding the data in an appropriate way. A marginal maximum likelihood approach, within a suitable Bayesian structure, has excellent properties. For very sparse signals, the procedure chooses a large threshold and takes advantage of the sparsity, while for signals where there are many non-zero values, the method does not perform excessive smoothing. The scope of the method is reviewed and demonstrated, and various theoretical, practical and computational issues are discussed, in particularly exploring the wide potential and applicability of the general approach, and the way it can be used within more complex thresholding problems such as curve estimation using wavelets.

On a Bayes Criterion for the Goodness-of-Link Test for Binary Response Regression Models : Probit Link versus Logit Link

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.26 no.2
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    • pp.261-276
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    • 1997
  • In the context of binary response regression, the problem of constructing Bayesian goodness-of-link test for testing logit link versus probit link is considered. Based upon the well known facts that cdf of logistic variate .approx. cdf of $t_{8}$/.634 and, as .nu. .to. .infty., cdf of $t_{\nu}$ approximates to that of N(0,1), Bayes factor is derived as a test criterion. A synthesis of the Gibbs sampling and a marginal likelihood estimation scheme is also proposed to compute the Bayes factor. Performance of the test is investigated via Monte Carlo study. The new test is also illustrated with an empirical data example.e.

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Goodness-of-fit test for the half logistic distribution based on multiply Type-II censored samples

  • Kang, Suk-Bok;Cho, Young-Seuk;Han, Jun-Tae;SaKong, Jin
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.2
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    • pp.317-325
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    • 2010
  • In this paper, we develop four modified empirical distribution function (EDF) type tests using approximate maximum likelihood estimators for the half-logistic distribution based on multiply Type-II censored samples. We also propose modified normalize sample Lorenz curve polt and new test statistics. We compare the above test statistics in the sense of the power for various censored samples. We present an example to illustrate this method.

Zero-Inflated Poisson Model with a Change-point (변화시점이 있는 영과잉-포아송모형)

  • Kim, Kyung-Moo
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.1
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    • pp.1-9
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    • 1998
  • In case of Zero-Inflated Poisson model with a change-point, likelihood ratio test statistic was used for testing hypothesis for a change-point. A change-point and several interesting parameters were estimated by using the method of moments and maximum likelihood. In order to compare the estimators, empirical mean-square-error was used. Real data for the Zero-Inflated Poisson model with a change-point and Poisson model without a change-point were examined.

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Effects on Regression Estimates under Misspecified Generalized Linear Mixed Models for Counts Data

  • Jeong, Kwang Mo
    • The Korean Journal of Applied Statistics
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    • v.25 no.6
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    • pp.1037-1047
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    • 2012
  • The generalized linear mixed model(GLMM) is widely used in fitting categorical responses of clustered data. In the numerical approximation of likelihood function the normality is assumed for the random effects distribution; subsequently, the commercial statistical packages also routinely fit GLMM under this normality assumption. We may also encounter departures from the distributional assumption on the response variable. It would be interesting to investigate the impact on the estimates of parameters under misspecification of distributions; however, there has been limited researche on these topics. We study the sensitivity or robustness of the maximum likelihood estimators(MLEs) of GLMM for counts data when the true underlying distribution is normal, gamma, exponential, and a mixture of two normal distributions. We also consider the effects on the MLEs when we fit Poisson-normal GLMM whereas the outcomes are generated from the negative binomial distribution with overdispersion. Through a small scale Monte Carlo study we check the empirical coverage probabilities of parameters and biases of MLEs of GLMM.

How Can Customer Experience on CDJ Be Shaped?: Can Rose Be Tamed?

  • Lee, Sang mi;Han, Sang man
    • Asia Marketing Journal
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    • v.22 no.3
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    • pp.87-105
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    • 2020
  • With the development of Information Technology, customers require promptly higher quality products and services. Companies try to make newly digital marketing strategies, but there are no empirical researches on them. This article empirically presents a new perspective that companies can shape the customer decision journey ahead by coordinating customer experience. In this article, based on Elaborated Likelihood Model (ELM) theory, customer experience consists of the emotional or cognitive experience. We surveyed about 200 subjects (N = 217) in their 20s and 30s based on the International Music Industry Association's Music Listening 2019 report, then analyzed four different models (before personalization-cognitive experience, before personalization-emotional experience, after personalization- cognitive experience, after personalization-emotional experience) by JASP and R Studio. We conducted Structural Equation Model (SEM) and paired t-test. Personalization factors are about recommendation systems in Spotify. The results of survey represent that companies can shape the Customer Decision Journey (CDJ) ahead especially through enhance cognitive experience. It empirically proves Elaborated Likelihood Model (ELM). The conclusion can be drawn that 'pulling' customer experience can be a new marketing strategies in the digital era.

Novel estimation based on a minimum distance under the progressive Type-II censoring scheme

  • Young Eun Jeon;Suk-Bok Kang;Jung-In Seo
    • Communications for Statistical Applications and Methods
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    • v.30 no.4
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    • pp.411-421
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    • 2023
  • This paper provides a new estimation equation based on the concept of a minimum distance between the empirical and theoretical distribution functions under the most widely used progressive Type-II censoring scheme. For illustrative purposes, simulated and real datasets from a three-parameter Weibull distribution are analyzed. For comparison, the most popular estimation methods, the maximum likelihood and maximum product of spacings estimation methods, are developed together. In the analysis of simulated datasets, the excellence of the provided estimation method is demonstrated through the degree of the estimation failure of the likelihood-based method, and its validity is demonstrated through the mean squared errors and biases of the estimators obtained from the provided estimation equation. In the analysis of the real dataset, two types of goodness-of-fit tests are performed on whether the observed dataset has the three-parameter Weibull distribution under the progressive Type-II censoring scheme, through which the performance of the new estimation equation provided is examined.

Estimation of Empirical Fatigue Crack Propagation Model of AZ31 Magnesium Alloys under Different Specimen Thickness Conditions (AZ31 마그네슘합금의 시편두께 조건에 따른 실험적 피로균열전파모델 평가)

  • Choi, Seon Soon
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.15 no.2
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    • pp.646-652
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    • 2014
  • It is the primary aim of this paper to propose the empirical fatigue crack propagation model fit to describe a crack growth behavior of AZ31 magnesium alloys under the different specimen thickness conditions. The empirical models estimated are Paris-Erdogan model, Walker model, Forman model, and modified-Forman model. The parameters of each model are estimated by maximum likelihood method. The statistical crack growth data needed for an estimation of empirical models are obtained by fatigue crack propagation tests under the three cases of specimen thickness. It is found that the good empirical models fit to describe a crack growth behavior of AZ31 magnesium alloys under the different specimen thickness conditions are Paris-Erdogan model and Walker model. It is also verified that a fatigue crack growth rate exponent of a empirical model may be a material constant at the specimen thickness conditions of 4.75mm and 6.60mm.

A Study on Estimators of Pr (X1 < Y < X2)

  • Kim, Jae Joo;Kim, Seong Yeon
    • Journal of Korean Society for Quality Management
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    • v.14 no.1
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    • pp.2-10
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    • 1986
  • In this paper t he minimum variance unbiased, maximum likelihood and empirical estimators of the probability $P_r$ ($X_1<Y<X_2$) are obtained, where $X_1$, $X_2$ and Y are mutually independent exponential random variables. Comparison of estimators is discussed in the last section for illustraition.

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Stability Evaluation and Blasing of Slopes for Optimal Development of Aggregate Quarry with Highly Damaged Discontinuities (절리면이 발달한 골재석산의 최적개발을 위한 발파 및 사면유지)

  • 양형식;김남수;김형근
    • Tunnel and Underground Space
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    • v.7 no.2
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    • pp.150-157
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    • 1997
  • Various analytical, empirical and theoretical methods for slope stability assessment were applied on slopes to develop aggregate quarry optimally. Among them are block theory, stereographic analysis, RMR, SMR, limit equilibrium method and maximum likelihood. Test site was estimated that slopes were apt to fail although rock quality was good. Modified direction and dip angle was suggested for stability. To reduce the overbreak and to improve the stability, the vertical blasting was recommended for new subground level.

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