• Communications for Statistical Applications and Methods
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• 제20권1호
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• pp.1-13
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• 2013

This paper introduces an extended version of ${\kappa}$-records. Kullback-Leibler (K-L) information between two generalized distributions arising from ${\kappa}$-records is derived; subsequently, it is shown that K-L information does not depend on the baseline distribution. The behavior of K-L information for order statistics and ${\kappa}$-records, is studied. The exact expressions for K-L information between distributions of order statistics and upper (lower) ${\kappa}$-records are obtained and some special cases are provided.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2003년도 춘계 학술대회 학술발표 논문집
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• pp.29-32
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• 2003

We introduce the subcategories IRe $l_{PR}$ (H), IRe $l_{PO}$ (H) and IRe $l_{E}$(H) of IRe $l_{R}$(H) and study their structures in a viewpoint of the topological universe introduced by L.D.Nel. In particular, the category IRe $l_{R}$(H)(resp. IRe $l_{P}$(H) and IRe $l_{E}$(H)) is a topological universe eve, Set. Moreover, we show that IRe $l_{E}$(H) has exponential objects.ial objects.

• 응용통계연구
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• 제19권1호
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• pp.183-193
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• 2006

$L_1$-데이터뎁스를 이용한 분류방법(L1DDclass)과 관측치들 사이의 $L_1$-거리를 이용한 분류방법(L1DISTclass)의 특징을 살펴보고, 이 두 방법을 결합한 새로운 분류방법 (DnDclass: Distance and Data-depth based classification)의 효용성을 소개하고자 한다. 모의실험을 통해 세가지 분류방법의 결과를 비교하고 제안된 분류방법이 다양한 경우에 더 효과적일 수 있다는 사실을 확인한다.

• 응용통계연구
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• 제22권4호
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• pp.879-891
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• 2009

We developed the projected l-axial skew-normal(LASN) family of distributions for I-axial data. The LASN family of distributions contains the semicircular skew-normal(SCSN) and the circular skew-normal(CSN) families of distributions as special cases. The LASN densities are similar to the wrapped skew-normal densities for the small values of the scale parameter. However CSN densities have more heavy tails than those of the wrapped skew-normal densities on the circle. Furthermore the CSN densities have two modes as the scale parameter increases. The LASN distribution has very convenient mathematical features. We extend the LASN family of distributions to a bivariate case.

• Journal of the Korean Statistical Society
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• 제22권1호
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• pp.83-91
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• 1993

Random elements in $L^1(R)$ and some properties of $L^1(R)$ space are investigated with application to kernel density estimators. A weak law of large numbers for compact uniformly integrable random elements is introduced for further application.

• 대한수학회지
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• 제59권1호
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• pp.129-150
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• 2022

Let L = -∆ + V be a Schrödinger operator, where the potential V belongs to the reverse Hölder class. In this paper, by the subordinative formula, we investigate the generalized Poisson operator P^L_t,σ, 0 < σ < 1, associated with L. We estimate the gradient and the time-fractional derivatives of the kernel of P^L_t,σ, respectively. As an application, we establish a Carleson measure characterization of the Campanato type space 𝒞^𝛄_L (ℝⁿ) via P^L_t,σ.

• Communications for Statistical Applications and Methods
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• 제10권3호
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• pp.859-871
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• 2003

In this paper we introduce some adaptive M-estimators using selector statistics to estimate the slope of regression model under the symmetric and continuous underlying error distributions. This selector statistics is based on the residuals after the preliminary fit L$_1$ (least absolute estimator) and the idea of Hogg(1983) and Hogg et. al. (1988) who used averages of some order statistics to discriminate underlying symmetric distributions in the location model. If we use L$_1$ as a preliminary fit to get residuals, we find the asymptotic distribution of sample quantiles of residual are slightly different from that of sample quantiles in the location model. If we use the functions of sample quantiles of residuals as selector statistics, we find the suitable quantile points of residual based on maximizing the asymptotic distance index to discriminate distributions under consideration. In Monte Carlo study, this adaptive M-estimation method using selector statistics works pretty good in wide range of underlying error distributions.

• Journal of the Korean Statistical Society
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• 제34권3호
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• pp.219-233
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• 2005

The 3-way balanced multi-level rotation design has been discussed (Park Kim and Kim, 2003), where the 3-way balancing is done on interview time, in monthly sample and rotation group and recall time. A greater advantage of 3-way balanced design is accomplished by an estimator. To obtain the advantage, we generalized previous generalized composite estimator (GCE). We call this as l-step GCE. The variance of the l-step GCE's of various characteristics of interest are presented. Also, we provide the coefficients which minimize the variance of the l-step GCE. Minimizing a weighted sum of variances of all concerned estimators of interest, we drive one set of the compromise coefficient of l-step GCE's to preserve additivity of estimates.

• 응용통계연구
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• 제18권1호
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• pp.43-56
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• 2005

본 연구에서는 AR(1) 과정을 따르는 시계열 모형에서 가산적 이상치(Additive Out-lier)가 존재하는 경우, 1차 자기상관계수에 대한 로버스트 추정방법으로 Rupport 와 Carroll (1980)에 의해 회귀모형에서 제안된 L-추정법 형태의 절사최소제곱추정 (PE 추정)방법을 제안하였다. 더불어 X축의 이상치에 대한 비중강하(down-weight)의 방법으로 Mallows의 가중함수를 고려한 유계영향 절사최소제곱 (bounded influence PE, BIPE)추정량을 제안하였으며 모의 실험을 통하여 각 추정량의 효율성을 비교하였다. 모의실험 결과, 다양한 자료의 오염률상에서 일반화 LAD추정치를 예비 추정치로 고려한 BIPE(LAD)-추정량의 효율이 좋은 것으로 나타났다.

• Communications for Statistical Applications and Methods
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• 제15권5호
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• pp.775-781
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• 2008

It is developed that a family of the semicircular Laplace distributions for modeling semicircular data by simple projection method. Mathematically it is simple to simulate observations from a semicircular Laplace distribution. We extend it to the l-axial Laplace distribution by a simple transformation for modeling any arc of arbitrary length. Similarly we develop the l-axial log-Laplace distribution based on the log-Laplace distribution. A bivariate version of l-axial Laplace distribution is also developed.