• 응용통계연구
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• 제16권1호
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• pp.1-14
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• 2003

본 연구에서는 현행 경제활동인구조사 체계에 근거하여 대영역 내의 시군구 단위 행정자치구역들에 대한 실업통계들을 생산할 수 있는 소지역 추정법이 제안된다. 고려된 소지역 추정량들은 합성 추정량, 복합추정량과 같은 설계기반 간접 추정량들이며 이러한 추정량들에 대한 평균제곱오차 추정식이 경제활동인구조사 체계 하에서 산정되어 시군구 단위 소지역 추정값들에 대한 정확도의 측도로써 활용된다. 2000년 12월 충북지역의 경제활동인구조사 자료로부터 이 지역 내의 10개 시군구 단위 행정자치구역들에 대한 실업자 총계 및 잭나이프 평균제곱오차가 본 연구에서 제시된 추정절차에 의해 추정된다. 시군구 단위 실업자 총계 추정값들의 신뢰성은 이들 추정값들의 상대편향(Relative Bias)과 상대오차제곱근(Relative Root Mean Square Error)에 의해 평가된다. 현행 한국 경제활동인구조사체계 하에서 복합추정량이 다른 추정량들에 비해 매우 안정적임을 밝힌다.

• Journal of the Korean Statistical Society
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• 제13권1호
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• pp.42-47
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• 1984

In this paper, the means of the estimators for the coefficient of variation (CV) in an underlying Pareto distribution are expressed in terms of confluent hypergeometric functions. The numericla values of the biases for the CV estimators in the Pareto distribution are also obtained.

• Communications for Statistical Applications and Methods
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• 제7권1호
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• pp.199-210
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• 2000

We shall propose several estimators for the shape and scale parameters I the Weibull distribution based upon the complete or truncated samples when both parameters are functions of a known exposure level and study properties for proposed several estimators

• Journal of the Korean Statistical Society
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• 제31권4호
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• pp.469-482
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• 2002

This paper suggests a new method of compensating for wave nonresponse in panel survey, which combines weighting adjustment and imputation. By deleting less frequent nonresponse patterns, we can get simplicity. A new mean estimator under the new combining method is provided and a limited simulation study employing a real data is conducted.

• The Journal of Asian Finance, Economics and Business
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• 제5권3호
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• pp.19-29
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• 2018

This research examined the alternatives of Jensen's alpha (α) estimation models in the Capital Asset Pricing Model, discussed by Treynor (1961), Sharpe (1964), and Lintner (1965), using the robust maximum likelihood type m-estimator (MM estimator) and Bayes estimator with conjugate prior. According to finance literature and practices, alpha has often been estimated using ordinary least square (OLS) regression method and monthly return data set. A sample of 50 securities is randomly selected from the list of the S&P 500 index. Their daily and monthly returns were collected over a period of the last five years. This research showed that the robust MM estimator performed well better than the OLS and Bayes estimators in terms of efficiency. The Bayes estimator did not perform better than the OLS estimator as expected. Interestingly, we also found that daily return data set would give more accurate alpha estimation than monthly return data set in all three MM, OLS, and Bayes estimators. We also proposed an alternative market efficiency test with the hypothesis testing Ho: α = 0 and was able to prove the S&P 500 index is efficient, but not perfect. More important, those findings above are checked with and validated by Jackknife resampling results.

• 한국조사연구학회지:조사연구
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• 제10권1호
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• pp.141-154
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• 2009

정보화 사회에서는 목표지향적이고 세분화된 통계의 필요성이 높아지고 있으나 현재 사용되는 조사체계를 이용하면 추정 분산이 커져 생산된 통계의 정확도가 낮아진다. 표본크기를 늘리면 추정분산을 줄일 수 있으나 비용이나 시간 면에서는 비효율적이다. 현재와 비슷한 규모의 표본조사구 조사와 일반 행정통계를 이용하여 일정 신뢰수준을 갖춘 통계를 생산할 수 있는 소지역 추정법에 대한 연구가 진행되어 개발 적용되고 있다. 본 연구에서는 소지역 추정법을 활용하여 대전광역시의 5개 구별 실업자 수를 추정하고 추정치의 CV 값을 계산하여 추정방법의 효율성을 비교하는 사례분석을 실시하였다. 또한 합성추정량과 복합추정량의 MSE를 보다 정확하게 계산하는 방법으로 잭나이프 방법을 제안하고 계산방법을 보였다.

• Communications for Statistical Applications and Methods
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• 제16권4호
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• pp.675-686
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• 2009

In this paper, it will be assumed that there are two distinct populations which are multivariate normal with equal covariance matrix. We also assume that the two populations are equally likely and the costs of misclassification are equal. The classification rule depends on the situation when the training samples include missing values or not. We consider the bootstrap confidence intervals for classification error rate when a block of observation is missing.

• Journal of the Korean Statistical Society
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• 제12권2호
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• pp.69-80
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• 1983

The purpose of this paper is to obtain representation of the mathematical special functions and the numerical values of the mean square errors for the quasi-ranges in random small smaples ($n \leq 30$) from the Weibull distribution with a shape and a scale parameters, and to estimate the scale parameter by use of unbiased estimator based on the quasi-range. It will be shown that the jackknife estimator of the range is worse than the range of random samples from the given distribution in the sense of the mean square error.

• Journal of the Korean Data and Information Science Society
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• 제20권2호
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• pp.349-356
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• 2009

국내의 행정구역상 시군구 등과 같은 소지역에 있어서 실업률에 대한 남녀별 공통 상대위험도를 추정하는데, 추정방법으로 단순한 합동추정, 울프 방법에 기초한 가중추정과 잭나이프 추정들을 고려하고 이 추정 방법들의 효율성을 편의와 평균제곱오차의 개념을 통해서 비교하고자 한다. 이를 위해 2002년 12월 경기지역의 경제활동인구조사 자료를 이용하여 이 지역 내의 24개 시군단위 소지역들의 남녀별 실업률에 대한 상대위험도의 편의 및 평균제곱오차가 본 연구에서 제시된 추정절차에 의해 추정된다. 또한, 이들 추정치들의 안정성과 신뢰성은 상대편의와 상대오차제곱근을 통하여 비교된다. 추정결과 잭나이프 추정이 다른 두 추정들에 비해 매우 효율적임을 보였다.

• 수산해양기술연구
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• 제54권3호
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• pp.217-223
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• 2018

Overfishing capacity has become a global issue due to over-exploitation of fisheries resources, which result from excessive fishing intensity since the 1980s. In the case of Korea, the fishing effort has been quantified and used as an quantified index of fishing intensity. Fisheries resources of coastal fisheries in the Korean waters of the East Sea tend to decrease productivity due to deterioration in the quality of ecosystem, which result from the excessive overfishing activities according to the development of fishing gear and engine performance of vessels. In order to manage sustainable and reasonable fisheries resources, it is important to understand the fluctuation of biomass and predict the future biomass. Therefore, in this study, we forecasted biomass in the Korean waters of the East Sea for the next two decades (2017~2036) according to the changes in fishing intensity using four fishing effort scenarios; $f_{current}$, $f_{PY}$, $0.5{\times}f_{current}$ and $1.5{\times}f_{current}$. For forecasting biomass in the Korean waters of the East Sea, parameters such as exploitable carrying capacity (ECC), intrinsic rate of natural increase (r) and catchability (q) estimated by maximum entropy (ME) model was utilized and logistic function was used. In addition, coefficient of variation (CV) by the Jackknife re-sampling method was used for estimation of coefficient of variation about exploitable carrying capacity ($CV_{ECC}$). As a result, future biomass can be fluctuated below the $B_{PY}$ level when the current level of fishing effort in 2016 maintains. The results of this study are expected to be utilized as useful data to suggest direction of establishment of fisheries resources management plan for sustainable use of fisheries resources in the future.