• Communications for Statistical Applications and Methods
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• v.24 no.6
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• pp.673-683
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• 2017

The least absolute shrinkage and selection operator (LASSO) has been a popular regression estimator with simultaneous variable selection. However, LASSO does not have the oracle property and its robust version is needed in the case of heavy-tailed errors or serious outliers. We propose a robust penalized regression estimator which provide a simultaneous variable selection and estimator. It is based on the rank regression and the non-convex penalty function, the smoothly clipped absolute deviation (SCAD) function which has the oracle property. The proposed method combines the robustness of the rank regression and the oracle property of the SCAD penalty. We develop an efficient algorithm to compute the proposed estimator that includes a SCAD estimate based on the local linear approximation and the tuning parameter of the penalty function. Our estimate can be obtained by the least absolute deviation method. We used an optimal tuning parameter based on the Bayesian information criterion and the cross validation method. Numerical simulation shows that the proposed estimator is robust and effective to analyze contaminated data.

• Journal of the Korean Statistical Society
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• v.17 no.2
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• pp.121-133
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• 1988

In this paper a class of mixture designs for estimating the slope of second order Scheffe polynomial response surfaces for mixture experiments with q components is presented. The variance of the estimated directional slope at a point is a function of the direction of the slope and the design. If the variance is averaged over all possible directions in the (q-1)-dimensional simplex, the averaged variance is only a function of the point and the design. By choice of design, it is possible to make this variance constant for all points equidistant from the centroid point. This property is called "slope-rotatability over al directions in the simplex", and the necessary and sufficient conditions for mixture design to have this property are given and proved. The class of designs with this property is compared with other mixture designs and discussed.discussed.

• Journal of the Korean Statistical Society
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• v.29 no.1
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• pp.9-16
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• 2000

This article addresses the problem of maximum likelihood estimation in ARCH regression with lagged dependent variables. Some topics in asymptotics of the model such as uniform expansion of likelihood function and construction of a class of MLE are discussed, and the regularity property of MLE is obtained. The error process here is possibly non-Gaussian.

• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.141-146
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• 2007

In this paper, we consider a Box-Cox transformed threshold GARCH(1,1) process and find a sufficient condition under which the process is geometrically ergodic and has the ${\beta}$-mixing property with an exponential decay rate.

• Journal of the Korean Statistical Society
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• v.35 no.1
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• pp.79-90
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• 2006

We consider the subdiagonal bilinear model and ARMA model with subdiagonal bilinear errors. Sufficient conditions for geometric ergodicity of associated Markov chains are derived by using results on generalized random coefficient autoregressive models and then strict stationarity and ,a-mixing property with exponential decay rates for given processes are obtained.

• Communications for Statistical Applications and Methods
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• v.7 no.3
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• pp.959-966
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• 2000

A dimensionality assessment procedure DETECT uses the property of being near zero of conditional covariances as an indication of unidimensionality .This study provides the convergent properties to zero of conditional covariances when the dta is unidimensional, with which DETECT extends its theoretical grounds.

• Communications for Statistical Applications and Methods
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• v.7 no.1
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• pp.285-290
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• 2000

We noted a property of a stationary distribution on the matrix C, which is the covariance matrix of order statistics of standard normal distribution That is the sup norm of th powers of C is ee' divided by its dimension. The matrix C can be taken as a transition probability matrix in an acyclic Markov chain.

• The Korean Journal of Applied Statistics
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• v.2 no.1
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• pp.54-64
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• 1989

The paper by Kurkjian and Zelen(1963) introducted the Property A which related to a structural property of concordance matrix of the column incidence matrix. On the other hand, Paik(1985) showed the property of the concordance matrix, which has multinested block circulant pattern matrix, and this structural property was termed Property C by Paik(1985). This paper classifies the incomplete block designs according to the pattern of the concordence matrix which has multi-nested block circulant pattern. The purpose of this classification simplified the solution of reduced normal equation and plan of the design.

• Korean Journal of Remote Sensing
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• v.32 no.4
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• pp.383-401
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• 2016

In this paper, we described the statistical modeling of crop yields using satellite images, climatic datasets, soil property maps, and fertilizer data for the Midwestern United States during 2001-2012. Satellite images were obtained from the Moderate Resolution Imaging Spectroradiometer (MODIS), and climatic datasets were provided by the Parameter-elevation Regressions on Independent Slopes Model (PRISM) Climate Group. Soil property maps were derived from the Harmonized World Soil Database (HWSD). Our multivariate regression models produced quite good prediction accuracies, with differences of approximately 8-15% from the governmental statistics of corn and soybean yields. The unfavorable conditions of climate and vegetation in 2012 could have resulted in a decrease in yields according to the regression models, but the actual yields were greater than predicted. It can be interpreted that factors other than climate, vegetation, soil, and fertilizer may be involved in the negative biases. Also, we found that soybean yield was more affected by minimum temperature conditions while corn yield was more associated with photosynthetic activities. These two crops can have different potential impacts regarding climate change, and it is important to quantify the degree of the crop sensitivities to climatic variations to help adaptation by humans. Considering the yield decreases during the drought event, we can assume that climatic effect may be stronger than human adaptive capacity. Thus, further studies are demanded particularly by enhancing the data regarding human activities such as tillage, fertilization, irrigation, and comprehensive agricultural technologies.

• Communications for Statistical Applications and Methods
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• v.15 no.6
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• pp.947-957
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• 2008

In this paper, we consider the c-sample location problem for ordered alternatives using median ranked ordering-set samples(MROSS). We propose the test statistic using the median of samples that have the same ranked order in each cycle of ranted ordering-set sample(ROSS). We obtain the asymptotic property of the proposed test statistic and Pitman efficiency with respect to other test statistic. In simulation study, our proposed test statistic has good powers for some underlying distributions we consider.