• Journal of the Korean Statistical Society
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• 제15권2호
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• pp.97-106
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• 1986

Assume that $X_1, X_2, \cdots, X_N$ are iid p-dimensional normal random vectors ($p \geq 3$) with unknown covariance matrix. The problem of estimating multivariate normal mean vector in an empirical Bayes situation is considered. Empirical Bayes estimators, obtained by Bayes treatmetn of the covariance matrix, are presented. It is shown that the estimators are minimax, each of which domainates teh maximum likelihood estimator (MLE), when the loss is nonsingular quadratic loss. We also derive approximate credibility region for the mean vector that takes advantage of the fact that the MLE is not the best estimator.

• Communications for Statistical Applications and Methods
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• 제2권2호
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• pp.330-335
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• 1995

The rebustness of one sample Chi-square test for multivariate normal mean vector is investigated when the multivariate normal population is mixed with another multivariate normal population with differing in the mean vector. Explicit expressions for the level of significance and power of the test are derived. Some numerical results indicate that the Chi-square test procedure is quite robust against slight mixtures of multivariate normal populations differing in location parameters.

• 대한수학회보
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• 제35권3호
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• pp.547-557
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• 1998

In this paper, we study submanifolds in the Euclidean space with parallel normal mean curvature vectorand special quadric representation. Especially we give a complete classification result relative to surfaces satisfying these conditions.

• Journal of applied mathematics & informatics
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• 제40권3_4호
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• pp.587-601
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• 2022

We find the characterizations of the curvatures of Legendre curves and magnetic curves in Kenmotsu manifolds with C-parallel and C-proper mean curvature vector fields in the tangent and normal bundles. Finally, an illustrative example is presented.

• 호남수학학술지
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• 제26권2호
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• pp.219-236
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• 2004

In this paper, the problem of estimating a p-variate ($p{\geq}4$) normal mean vector is considered in a decision-theoretic setup. Using a simple property of the noncentral chi-square distribution, a sequence of smooth estimators dominating the Lindley type estimator has been produced and each improved estimator is better than previous one.

• Journal of the Korean Data and Information Science Society
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• 제13권2호
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• pp.11-19
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• 2002

In this paper, the problem of estimating a p-variate $(p\geq4)$ normal mean vector in a decision-theoretic setup is considered. Using a technique of Guo and Pal (1992), a sequence of estimators dominating the Lindley type estimator is derived and each improved estimator is better than the previous one.

• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.463-472
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• 2005

In this paper, the problem of estimating a p-variate (p $\ge$4) normal mean vector is considered in decision-theoretic set up. Using a simple property of the noncentral chi-square distribution, a sequence of estimators dominating the Lindley type estimator with the cases of unknown covariance matrices has been produced and each improved estimator is better than previous one.

• 충청수학회지
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• 제26권1호
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• pp.29-36
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• 2013

In the treatment of the sequential beta-protection procedure, we define the reasonable stopping time and investigate that for the stopping time Wijsman's requirements, coverage probability and beta-protection conditions, are satisfied in the estimation for the mean vector ${\mu}$ by the sample from the multivariate normal distributed population with unknown mean vector ${\mu}$ and a positive definite variance-covariance matrix ${\Sigma}$.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2000년도 추계학술발표회 논문집
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• pp.159-164
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• 2000

In the study of the isotonic regression problem, several procedures for testing the homogeneity of a normal mean vector versus order restricted alternatives have been proposed since Barlow's trial(1972). In this paper, we consider the problem of testing the equality of two order restricted normal mean vectors based on the likelihood ratio principle.

• 한국정보통신학회논문지
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• 제13권3호
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• pp.451-457
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• 2009

컴퓨터그래픽스에서 다루어지는 대부분의 물체들은 메쉬 형태로 표현된다. 보다 다양한 형태로의 변형이나 현실감 있는 렌더링을 얻기 위해서는 정점에서의 올바른 법선벡터 계산이 필수적이다. 이에 대한 기존 연구들은 정점의 기하학적 특성을 단순하게 반영하는 가중치를 사용하였다. 본 논문에서는 국지적 기하학 특성을 종합적으로 반영하는 등각사상과 이웃 정점과의 상호관계를 연속적으로 표현할 수 있는 중간값 좌표계를 사용하는 방법을 제안한다. 논문에서 제시된 방법이 기존 다른 방법에 비해서 보다 정확한 법선벡터를 계산할 수 있음을 실험을 통해서 알 수 있다.