• Communications for Statistical Applications and Methods
• /
• v.11 no.3
• /
• pp.643-655
• /
• 2004

L$_1$-estimator in the linear regression model is widely recognized to have superior robustness in the presence of vertical outliers. While the L$_1$-estimation procedures and algorithms have been developed quite well, less progress has been made with the hypothesis test in the multiple L$_1$-regression. This article suggests computer-intensive resampling approaches, jackknife and bootstrap methods, to estimating the variance of L$_1$-estimator and the scale parameter that are required to compute the test statistics. Monte Carlo simulation studies are performed to measure the power of tests in small samples. The simulation results indicate that bootstrap estimation method is the most powerful one when it is employed to the likelihood ratio test.

• Journal of Korean Society for Quality Management
• /
• v.22 no.3
• /
• pp.124-141
• /
• 1994

The maximum likelihood estimator (M.L.E.) and the Bayes estimators of Pr (X < Y) are derived when X and Y have a absolutely continuous bivariate exponential distribution in Block & Basu's model. The performances of M.L.E. are compared to those Bayes estimators for moderate sample size.

• Journal of Korea Multimedia Society
• /
• v.12 no.9
• /
• pp.1210-1216
• /
• 2009

In this paper we analyze the convergence behavior of the recursive least rank (RLR) L-filter. The RLR L-filter is an order statistics filter, filter coefficients of which are the weights according to the order of magnitude of inputs. And RLR L-filter is a non-linear adaptive filter, that uses RLR algorithm for coefficient updating. The RLR algorithm is a non-linear adaptive algorithm based on rank estimates in Robust statistics. The mean and mean-squared convergence behavior of the RLR L-filter is examined with variable step-sizes. The RLR L-filter adapts the median filter type to the heavy-tailed distribution function of impulse noise, and adapts the average filter type to Gaussian noises.

• The Korean Journal of Applied Statistics
• /
• v.23 no.6
• /
• pp.1125-1145
• /
• 2010

For modeling(skewed) semicircular data, we derive a new exponential family of distributions. We extend it to the l-axial exponential family of distributions by a projection for modeling any arc of arbitrary length. It is straightforward to generate samples from the l-axial exponential family of distributions. Asymptotic result reveals that the linear exponential family of distributions can be used to approximate the l-axial exponential family of distributions. Some trigonometric moments are also derived in closed forms. The maximum likelihood estimation is adopted to estimate model parameters. Some hypotheses tests and confidence intervals are also developed. The Kolmogorov-Smirnov test is adopted for a goodness of t test of the l-axial exponential family of distributions. Samples of orientations are used to demonstrate the proposed model.

• Journal of the Korean Data and Information Science Society
• /
• v.22 no.3
• /
• pp.555-563
• /
• 2011

Osteoarthritis (OA) and rheumatoid arthritis (RA) are most popular types of arthritis in Korea. This study compared health-related quality of life (HRQoL) of homedwelling people with OA and RA in Korea. Data were drawn from the Korean nationwide representative survey. Subjects were 3,352 people with arthritis over 19 years of age (2,953 OA respondents and 399 RA respondents). Good HRQoL in OA respondents was dierentiated with limitation of mobility, perceived health status, age, economic status, presence of arthralgia, gender, medical coverage, and educational level. Good HRQoL in RA respondents was dierentiated with limitation of mobility, perceived health status, economic status, educational status, and presence of arthralgia. In conclusion, HRQoL and predictors of good HRQoL among people with arthritis diers for OA or RA. These results can be of use in development of health programs and clinical interventions for community-dwelling people with arthritis.

• 한국데이터정보과학회:학술대회논문집
• /
• 2006.04a
• /
• pp.163-169
• /
• 2006

This paper deals with the comparison of parameter estimation methods in a 3-parameter Kappa distribution which is sometimes used in flood frequency analysis. The method of moment estimation(MME), L-moment estimation(L-ME), and maximum likelihood estimation(MLE) are applied to estimate three parameters. The performance of these methods are compared by Monte-carlo simulations. Especially for computing MME and L-ME, ike dimensional nonlinear equations are simplied to one dimensional equation which is calculated by the Newton-Raphson iteration under constraint. Based on the criterion of the mean squared error, the L-ME is recommended to use for small sample size $(n\leq100)$ while MLE is good for large sample size.

• Communications for Statistical Applications and Methods
• /
• v.12 no.2
• /
• pp.285-294
• /
• 2005

This paper deals with the comparison of parameter estimation methods in a 3-parameter Kappa distribution which is sometimes used in flood frequency analysis. Method of moment estimation(MME), L-moment estimation(L-ME), and maximum likelihood estimation(MLE) are applied to estimate three parameters. The performance of these methods are compared by Monte-carlo simulations. Especially for computing MME and L-ME, three dimensional nonlinear equations are simplified to one dimensional equation which is calculated by the Newton-Raphson iteration under constraint. Based on the criterion of the mean squared error, L-ME (or MME) is recommended to use for small sample size( n$\le$100) while MLE is good for large sample size.

• Journal of Korea Water Resources Association
• /
• v.32 no.4
• /
• pp.437-445
• /
• 1999

The present paper describes the problem of hydrologic response estimation using non-parametric ridge regression method. The method adapted in this work is based on the minimization of the $C_L$ statistics, which is an estimate of the mean square prediction error. For this method, effects of using both the identity matrix and the Laplacian matrix were considered. In addition, we evaluated methods for estimating the error variance of the impulse response. As a result of analyzing synthetic and real data, a good estimation was made when the Laplacian matrix for the weighting matrix and the bias corrected estimate for the error variance were used. The method and procedure presented in present paper will play a robust and effective role on separating hydrologic response.

• Journal of the Korean Data and Information Science Society
• /
• v.19 no.3
• /
• pp.877-891
• /
• 2008

The purpose in this datamining modeling is to maximize the number of L insurance' new customer selected from the S corp.'s customers through the telemarketing. We demonstrated the superiority of this method by comparing the existing marketing method and campaign result. The used software in this analysis is SAS 9.1 and so on.

• Communications for Statistical Applications and Methods
• /
• v.24 no.5
• /
• pp.443-455
• /
• 2017

In this paper, we study ARCH(${\infty}$) models with either geometrically decaying coefficients or hyperbolically decaying coefficients. Most popular autoregressive conditional heteroscedasticity (ARCH)-type models such as various modified generalized ARCH (GARCH) (p, q), fractionally integrated GARCH (FIGARCH), and hyperbolic GARCH (HYGARCH). can be expressed as one of these cases. Sufficient conditions for $L_2$-near-epoch dependent (NED) property to hold are established and the functional central limit theorems for ARCH(${\infty}$) models are proved.