• Survey Research
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• v.11 no.2
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• pp.71-95
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• 2010

Base population, intercensal and postcensal population estimates, and population projections have been regularly published as official populations. Base population is usually made out based on census conducted every 5 or 10 years, and is most important from which intercensal, postcensal estimates, and population projections are derived. We investigate how base population in Korea is made out and then compare it with those of other countries. We also present problems arising from making out base population in Korea.

• Communications for Statistical Applications and Methods
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• v.20 no.4
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• pp.321-327
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• 2013

Bayesian and empirical Bayesian methods have become quite popular in the theory and practice of statistics. However, the objective is to often produce an ensemble of parameter estimates as well as to produce the histogram of the estimates. For example, in insurance pricing, the accurate point estimates of risk for each group is necessary and also proper dispersion estimation should be considered. Well-known Bayes estimates (which is the posterior means under quadratic loss) are underdispersed as an estimate of the histogram of parameters. The adjustment of Bayes estimates to correct this problem is known as constrained Bayes estimators, which are matching the first two empirical moments. In this paper, we propose a way to apply the constrained Bayes estimators in insurance pricing, which is required to estimate accurately both location and dispersion. Also, the benefit of the constrained Bayes estimates will be discussed by analyzing real insurance accident data.

• Communications for Statistical Applications and Methods
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• v.28 no.1
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• pp.81-88
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• 2021

k-least quantile of squares (k-LQS) estimates are a generalization of least median of squares (LMS) estimates. They have not been used as much as LMS because their breakdown points become small as k increases. But if the size of outliers is assumed to be fixed LQS estimates yield a good fit to the majority of data and residuals calculated from LQS estimates can be a reliable tool to detect outliers. We propose to use LQS estimates for separating a clean set from the data in the context of outlyingness of the cases. Three procedures are suggested for the identification of outliers using LQS estimates. Examples are provided to illustrate the methods. A Monte Carlo study show that proposed methods are effective.

• Korean Journal of Mathematics
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• v.15 no.2
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• pp.167-170
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• 2007

We present a new apriori estimates for the surface quasi-geostrophic equation. This apriori estimates give a new blow-up criterion which is different from the known Beale-Kato-Majda type criterion.

• Journal of the Korean Mathematical Society
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• v.38 no.1
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• pp.147-162
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• 2001

This paper establishes exponential decay estimates for the solution of a stationary magnetohydrodynamics equations in a semi-infinite pipe flow when homogeneous lateral surface boundary conditions are applied.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.60 no.1
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• pp.205-213
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• 2011

The Long Term Evolution (LTE) system is designed to provide a high quality data service for fast moving mobile users. It is based on the Orthogonal Frequency Division Multiplexing (OFDM) and relies its channel estimation on the training samples which are systematically built within the transmitting data. Either a preamble or a lattice type is used for the distribution of training samples and the latter suits better for the multipath fading channel environment whose channel frequency response (CFR) fluctuates rapidly with time. In the lattice-type structure, the estimation of the CFR makes use of the least squares estimate (LSE) for each pilot samples, followed by an interpolation both in time-and in frequency-domain to fill up the channel estimates for subcarriers corresponding to data samples. All interpolation schemes should rely on the pilot estimates only, and thus, their performances are bounded by the quality of pilot estimates. However, the additive noise give rise to high fluctuation on the pilot estimates, especially in a communication environment with low signal-to-noise ratio. These high fluctuations could be monitored in the alternating high values of the first forward differences (FFD) between pilot estimates. In this paper, we analyzed statistically those FFD values and propose a postprocessing algorithm to suppress high fluctuations in the noisy pilot estimates. The proposed method is based on a localized adaptive moving-average filtering. The performance of the proposed technique is verified on a multipath environment suggested on a 3GPP LTE specification. It is shown that the mean-squared error (MSE) between the actual CFR and pilot estimates could be reduced up to 68% from the noisy pilot estimates.

• Journal of the Korean Mathematical Society
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• v.50 no.5
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• pp.1009-1031
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• 2013

In this paper, using elementary calculus only, we give a simple proof that Green function estimates imply the sharp two-sided pointwise estimates for Poisson kernels for subordinate Brownian motions. In particular, by combining the recent result of Kim and Mimica [5], our result provides the sharp two-sided estimates for Poisson kernels for a large class of subordinate Brownian motions including geometric stable processes.

• Communications for Statistical Applications and Methods
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• v.13 no.3
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• pp.745-754
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• 2006

It has been shown that LAD estimates are more efficient than LS estimates when the error distribution is double exponential in AR(1) model. In order to explore the performance of LAD estimates one can use bootstrap approaches. In this paper we consider the efficiencies of bootstrap methods when we apply LAD estimates with highly variable data. Monte Carlo simulation results are given for comparing generalized bootstrap, stationary bootstrap and threshold bootstrap methods.

• Journal of the Korean Mathematical Society
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• v.48 no.2
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• pp.241-252
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• 2011

Let $\{\Omega_{\tau}\}_{\tau{\in}I}$ be a family of strictly convex domains in $\mathbb{C}^n$. We obtain explicit estimates for the solution of the $\bar{\partial}$-equation on $\Omega{\times}I$ in H$\ddot{o}$lder space. We also obtain explicit point-wise derivative estimates for the $\bar{\partial}$-equation both in space and parameter variables.

• Journal of the Korean Mathematical Society
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• v.36 no.6
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• pp.1075-1090
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• 1999

This paper deals with Littlewood-Paley type estimates of the Besov spaces {{{{ { B}`_{p,q } ^{$\alpha$ } }}}} on the d-dimensional unit cube for 0< p,q<$\infty$ by two certain classes. These classes are including biorthogonal wavelet systems or dual multiscale systems but not necessarily obtained as the dilates or translates of certain fixed functions. The main assumptions are local supports of both classes, sufficient smoothness for one class, and sufficiently many vanishing moments for the other class. With these estimates, we characterize the Besov spaces by coefficient norms of decompositions with respect to biorthogonal wavelet systems on the cube.