• Communications for Statistical Applications and Methods
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• v.20 no.5
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• pp.357-366
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• 2013

This paper defines an improvement for estimating the population mean of a study variable using auxiliary information and known values of certain population parameter(s), when there is a non-response in a study as well as on auxiliary variables. Under a simple random sampling without a replacement (SRSWOR) scheme, the mean square error (MSE) of all proposed estimators are obtained and compared with each other. Numerical illustration is also given.

• Proceedings of the Korean Society of Agricultural Engineers Conference
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• 2000.10a
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• pp.151-156
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• 2000

This study was to evaluate the effect of leaf temperature on daily evapotranspiration of crop. A transpiring crop will be cooled by the vaporization of water to a temperature below that of the surrounding air. Leaf temperature was measured a infrared thermometer. Crop evapotranspiration was measured by the method of lysimeter. A statistical model for estimating evapotranspiration was developed and tested. It was showed that the model was applicable.

• Proceedings of the Korean Society of Agricultural Engineers Conference
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• 2000.10a
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• pp.157-161
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• 2000

The peculiarity of agricultural water in Korea is taking advantage of the effective rainfall and return flow in consumptive use. The agricultural water which the Ministryof Construction figured out in 1989 was excluded these traits. As a result of the re-estimating amount of agricultural water in 1999, we can presume it up to 14.9 billion m$\^$3/ to 22.6 billion m$\^$3/ per year.

• Journal of the Korean Data and Information Science Society
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• v.5 no.1
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• pp.59-66
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• 1994

Heller and Simonoff(1990) compared several methods of estimating the regression coefficient in a modified proportional hazards model, when the response variable is subject to censoring. We give another method of estimating the parameters in the model which also allows the dependent variable to be censored and the error distribution to be unspecified. The proposed method differs from that of Miller(1976) and that of Buckely and James(1979). We also obtain the variance estimator of the coefficient estimator and compare that with the Buckely-James Variance estimator studied by Hillis(1993).

• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.91-102
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• 1999

A new method is developed for estimating the mean of a population which has a linear trend. The suggested estimator is based on the balanced systematic sampling method and the concept of interpolation and extrapolation. The efficiency of the proposed method is compared with that of conventional methods.

• Journal of the Korean Data and Information Science Society
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• v.23 no.1
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• pp.209-218
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• 2012

The method of generalized estimating equations (GEEs) provides consistent esti- mates of the regression parameters in a marginal regression model for longitudinal data, even when the working correlation model is misspecified (Liang and Zeger, 1986). In this paper we compare the estimators of parameters in GEE approach. We consider two aspects: coverage probabilites and efficiency. We adopted to ordinal responses th results derived from binary outcomes.

• Journal of the Korean Data and Information Science Society
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• v.19 no.4
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• pp.1027-1036
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• 2008

Value at Risk(VaR) is a fundamental tool for managing market risks. It measures the worst loss to be expected of a portfolio over a given time horizon under normal market conditions at a given confidence level. Calculation of VaR frequently involves estimating the volatility of return processes and quantiles of standardized returns. In this paper, we introduced and applied the CreditMetrics model to estimate the credit VaR of Korean Property and Casuality insurers.

• Proceedings of the IEEK Conference
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• 2000.07b
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• pp.1111-1114
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• 2000

In this paper, a method of estimating second-order Volterra model with ARCH errors is presented. Then we use an ECLMS algorithm for noise canceling of nonlinear time series. The validity of the proposed method is demonstrated for estimating second-order Volterra model with ARCH errors, using computer simulations.

• Proceedings of KOSOMES biannual meeting
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• 2017.11a
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• pp.89-89
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• 2017

• Journal of Korea Society of Industrial Information Systems
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• v.4 no.2
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• pp.39-43
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• 1999

We consider generalized exponential regression model with randomly censored data and propose a modified Fisher scoring method which estimates the model parameters. For this, the likelihood equations are derived and then the estimating algorithm is developed. We illustrate the proposed method using a real data.