• Journal of the Korean Data and Information Science Society
• /
• v.12 no.2
• /
• pp.125-143
• /
• 2001

We, in this paper, propose a kernel estimator of hazard ratio with censored survival data. The uniform consistency and asymptotic normality of the proposed estimator are proved by using counting process approach. In order to assess the performance of the proposed estimator, we compare the kernel estimator with Cox estimator and the generalized rank estimators of hazard ratio in terms of MSE by Monte Carlo simulation. Two examples are illustrated for our results.

• Journal of the Korean Data and Information Science Society
• /
• v.3 no.1
• /
• pp.79-90
• /
• 1992

We consider hazard ratio as a descriptive measure to compare the hazard experience of a treatment group with that of a control group with censored survival data. In this paper, we propose a kernel estimator of hazard ratio. The uniform consistency and asymptotic normality of a kernel estimator are proved by using counting process approach via martingale theory and stochastic integrals.

• Journal of the Korean Mathematical Society
• /
• v.44 no.4
• /
• pp.835-844
• /
• 2007

This paper considers the problem of estimating the error distribution function in nonparametric regression models. Sufficient conditions are given under which the kernel estimator of the error distribution function based on nonparametric residuals satisfies the law of iterated logarithm.

• Journal of the Korean Data and Information Science Society
• /
• v.6 no.1
• /
• pp.85-96
• /
• 1995

The purpose of this paper is to propose the kernel density estimator and the jackknife kernel density estimator in the presence of k's unidentified outliers, and to compare the small sample performances of the proposed estimators in a sense of mean integrated square error(MISE).

• Journal of the Korean Data and Information Science Society
• /
• v.3 no.1
• /
• pp.17-24
• /
• 1992

The problem of estimating symmetric probability density with high kurtosis is considered. Such densities are often estimated poorly by a global bandwidth kernel estimation since good estimation of the peak of the distribution leads to unsatisfactory estimation of the tails and vice versa. In this paper, we propose a transformation technique before using a global bandwidth kernel estimator. Performance of density estimator based on proposed transformation is investigated through simulation study. It is observed that our method offers a substantial improvement for the densities with high kurtosis. However, its performance is a little worse than that of ordinary kernel estimator in the situation where the kurtosis is not high.

• Journal of the Korean Statistical Society
• /
• v.25 no.2
• /
• pp.265-276
• /
• 1996

The nonparametric deconvolution problems are studied to recover an unknown density when the data are contaminated with Gaussian error. We propose the estimator which is a linear combination of kernel type estimates of derivertives of the observed density function. We show that this estimator is consistent and also consider the properties of estimator at small sample by simulation.

• Journal of applied mathematics & informatics
• /
• v.15 no.1_2
• /
• pp.147-158
• /
• 2004

Sufficient conditions are given under which a generalized class of kernel-type estimators allows asymptotic approximation on the modulus of continuity. This generalized class includes sample distribution function, kernel-type estimator of density function, and an estimator that may apply to the censored case. In addition, an application is given to asymptotic normality of recursive density estimators of density function at an unknown point.

• Journal of the Korean Statistical Society
• /
• v.10
• /
• pp.140-144
• /
• 1981

This paper approximates to a kernel density estimate by a truncated series of expansion involving Hermite polynomials, since this could ease the computing burden involved in the kernel-based density estimation. However, this truncated series may give a multimodal estimate when we are estiamting unimodal density. In this paper we will show a way to insure the truncated series to be positive and unimodal so that the approximation to a kernel density estimator would be maeningful.

• Journal for History of Mathematics
• /
• v.19 no.3
• /
• pp.113-122
• /
• 2006

We investigate the mathematical background, statistical methodology, and the teaching of computer-software field using smoothing methodology in this paper. Also we investigate conception and methodology of histogram, kernel density estimator, adaptive kernel estimator, bandwidth selection based on mathematics and statistics.

• Journal of the Korean Statistical Society
• /
• v.23 no.2
• /
• pp.251-269
• /
• 1994

In this paper we extend Kim and Pollard's cube root asymptotics to other rates of convergence, to establish an asymptotic theory for a multidimensional mode estimator based on uniform kernel with shrinking bandwidths. We obtain rates of convergence depending on shrinking rates of bandwidth and non-normal limit distributions. Optimal decreasing rates of bandwidth are discussed.