• Communications for Statistical Applications and Methods
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• v.19 no.1
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• pp.107-115
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• 2012

Yoo and Cook (2007) developed an optimal sufficient dimension reduction methodology for the conditional mean in multivariate regression and it is known that their method is asymptotically optimal and its test statistic has a chi-squared distribution asymptotically under the null hypothesis. To check the effect of dimension used in estimation on regression coefficients and the explanatory power of the conditional mean model in multivariate regression, we applied their method to several simulated data sets with various dimensions. A small simulation study showed that it is quite helpful to search for an appropriate dimension for a given data set if we use the asymptotic test for the dimension as well as results from the estimation with several dimensions simultaneously.

• Communications for Statistical Applications and Methods
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• v.27 no.5
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• pp.535-546
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• 2020

In genetic association studies, pleiotropy is a phenomenon where a variant or a genetic region affects multiple traits or diseases. There have been many studies identifying cross-phenotype genetic associations. But, most of statistical approaches for detection of pleiotropy are based on individual tests where a single variant association with multiple traits is tested one at a time. These approaches fail to account for relations among correlated variants. Recently, multivariate regularization methods have been proposed to detect pleiotropy in analysis of high-dimensional genomic data. However, they suffer a problem of tuning parameter selection, which often results in either too many false positives or too small true positives. In this article, we applied selection probability to multivariate regularization methods in order to identify pleiotropic variants associated with multiple phenotypes. Selection probability was applied to individual elastic-net, unified elastic-net and multi-response elastic-net regularization methods. In simulation studies, selection performance of three multivariate regularization methods was evaluated when the total number of phenotypes, the number of phenotypes associated with a variant, and correlations among phenotypes are different. We also applied the regularization methods to a wild bean dataset consisting of 169,028 variants and 17 phenotypes.

• Journal of the Korean Society of Hazard Mitigation
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• v.9 no.3
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• pp.127-133
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• 2009

In this study, dimensionless-cumulative rainfall curves were generated by multivariate Monte Carlo method. For generation of rainfall curve rainfall storms were divided and made into dimensionless type since it was required to remove the spatial and temporal variances as well as differences in rainfall data. The dimensionless rainfall curves were divided into 4 types, and log-ratio method was introduced to overcome the limitations that elements of dimensionless-cumulative rainfall curve should always be more than zero and the sum total should be one. Orthogonal transformation by Johnson system and the constrained non-normal multivariate Monte Carlo simulation were introduced to analyse the rainfall characteristics. The generative technique in stochastic rainfall variation using multivariate Monte Carlo method will contribute to the design and evaluation of hydrosystems and can use the establishment of the flood disaster prevention system.

• The Korean Journal of Applied Statistics
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• v.30 no.4
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• pp.579-590
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• 2017

The multivariate empirical distribution function could be defined when its distribution function can be estimated. It is known that bivariate empirical distribution functions could be visualized by using Step plot and Quantile plot. In this paper, the multivariate empirical distribution plot is proposed to represent the multivariate empirical distribution function on the unit square. Based on many kinds of empirical distribution plots corresponding to various multivariate normal distributions and other specific distributions, it is found that the empirical distribution plot also depends sensitively on its distribution function and correlation coefficients. Hence, we could suggest five goodness-of-fit test statistics. These critical values are obtained by Monte Carlo simulation. We explore that these critical values are not much different from those in text books. Therefore, we may conclude that the proposed test statistics in this work would be used with known critical values with ease.

• The Korean Journal of Applied Statistics
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• v.35 no.3
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• pp.395-406
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• 2022

This paper studies the outlier detection method for multivariate long memory time series. The existing outlier detection methods are based on a short memory VARMA model, so they are not suitable for multivariate long memory time series. It is because higher order of autoregressive model is necessary to account for long memory, however, it can also induce estimation instability as the number of parameter increases. To resolve this issue, we propose outlier detection methods based on the VHAR structure. We also adapt the robust estimation method to estimate VHAR coefficients more efficiently. Our simulation results show that our proposed method performs well in detecting outliers in multivariate long memory time series. Empirical analysis with stock index shows RVHAR model finds additional outliers that existing model does not detect.

• Communications for Statistical Applications and Methods
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• v.5 no.2
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• pp.411-416
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• 1998

A simple nonparametric test of complete or total independence is suggested for continuous multivariate distributions. This procedure first discretizes the original variables based on their order statistics, and then tests the hypothesis of complete independence for the resulting contingency table. Under the hypothesis of independence, the chi-squared test statistic has an asymptotic chi-squared distribution. We present a simulation study to illustrate the accuracy in finite samples of the limiting distribution of the test statistic. We compare our method to another nonparametric test of complete independence via a simulation study. Finally, we apply our method to the residuals from a real data set.

• 한국데이터정보과학회:학술대회논문집
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• 2005.04a
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• pp.182-184
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• 2005

In this study, we propose a chi-squared test of spherical symmetry. The advantage of this test is that the test statistic and its asymptotic p-value are easy to compute. A simulation study is conducted to study the accuracy, in finite samples, of the limiting distribution of the test statistic under spherical symmetry. The power of our test is compared with those of other tests for spherical symmetry in various alternative distributions via simulation.

• Journal of the Korean Statistical Society
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• v.21 no.1
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• pp.1-13
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• 1992

This article deals with variable selection problem under a newly formed predictive heteroscedastic discriminant rule that accounts for mulitple homogeneous covariance matrices across the K multivariate normal populations. A general version of predictive discriminant rule, a variable selection criterion, and a criterion for stopping with further selection are suggested. In a simulation study the practical utilities of those considered are demonstrated.

• Journal of the Korean Data and Information Science Society
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• v.26 no.3
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• pp.639-652
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• 2015

In today's manufacturing environment, the process data can be easily measured and transferred to a computer for analysis in a real-time mode. As a result, it is possible to monitor several correlated quality variables simultaneously. Various multivariate statistical process control (MSPC) procedures have been presented to detect an out-of-control event. Although the classical MSPC procedures give the out-of-control signal, it is difficult to determine which variable has caused the signal. In order to solve this problem, data mining and machine learning techniques can be considered. In this paper, we applied the technique of decision tree learning to the MSPC, and we did simulation for MSPC procedures to monitor the bivariate normal process means. The results of simulation show that the overall performance of the MSPC procedure using decision tree learning technique is similar for several values of correlation coefficient, and the accurate classification rates for out-of-control are different depending on the values of correlation coefficient and the shift magnitude. The introduced procedure has the advantage that it provides the information about assignable causes, which can be required by practitioners.

• The Korean Journal of Applied Statistics
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• v.15 no.2
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• pp.223-232
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• 2002

The present paper develops a test of the multivariate normality based on nonlinear transformations and the likelihood function. For checking the normality, we test the shape parameter which indexes the family of transformations. A score test and a parametric bootstrap test are used to evaluate the discrepancy between the data and a multivariate normal distribution. In order to compare the performance of our test with the existing tests, a simulation study was carried out for several situations where nuisance parameters have to be estimated. The results showed that the proposed method is superior to the existing methods.