• Communications for Statistical Applications and Methods
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• v.22 no.6
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• pp.655-664
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• 2015

A nonresponse adjusted raking ratio estimator that consists of weighting adjustment using estimated response probability and raking procedure is often used to reduce the nonresponse bias and keep the calibration property of the estimator. We investigated asymptotic properties of nonresponse adjusted raking ratio estimator and proposed a variance estimator. A simulation study is used to examine the performance of suggested estimators.

• Communications for Statistical Applications and Methods
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• v.10 no.2
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• pp.471-478
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• 2003

In this paper, we reconsider the Kolmogorov-Smirnoff distance as a split criterion for binary decision trees and suggest an algorithm to obtain the Kolmogorov-Smirnoff distance more efficiently when the input variable have more than three categories. The Kolmogorov-Smirnoff distance is shown to have the property of exclusive preference. Empirical results, comparing the Kolmogorov-Smirnoff distance to the Gini index, show that the Kolmogorov-Smirnoff distance grows more accurate trees in terms of misclassification rate.

• Journal of the Korean Statistical Society
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• v.30 no.2
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• pp.281-290
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• 2001

Symmetric estimation and recursive mean adjustment are considered to construct tests for the doble unit root hypothesis for both parametric and semiparametric time series models. It is shown that simultaneous application of symmetric estimation and recursive mean adjustment yields the most powerful test. Moreover, size property of the semiparametric test based on the simultaneous application is bet among all semiparametric tests.

• Communications for Statistical Applications and Methods
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• v.3 no.3
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• pp.225-233
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• 1996

In this paper, we propose Bayes estimators of the finite population mean based on heavy-tailed prior distributions using scale mixtures of normals. Also, the asymptotic optimality property of the proposed Bayes estimators is proved. A numerical example is provided to illustrate the results.

• Communications for Statistical Applications and Methods
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• v.17 no.5
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• pp.639-645
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• 2010

We consider a subdiagonal bilinear model and give sufficient conditions for the associated Markov chain defined by Pham (1985) to be uniformly ergodic and then obtain the $\beta$-mixing property for the given process. To derive the desired properties, we employ the results of generalized random coefficient autoregressive models generated by a matrix-valued polynomial function and vector-valued polynomial function.

• Journal of the Korean Statistical Society
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• v.33 no.2
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• pp.159-167
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• 2004

We present a simple approach to finding the stationary workload of M/G/1 queues having generalized vacations and exhaustive service discipline. The approach is based on the level crossing technique. According to the approach, all that we need is the workload at the beginning of a busy period. An example system to which we apply the approach is the M/G/1 queue with both multiple vacations and D-policy.

• Proceedings of the Korean Statistical Society Conference
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• 2003.10a
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• pp.97-103
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• 2003

Shewhart-type control charts have historically been used for attribute data, though they have ARL biased property and even are unable to detect the improvement of a process with some process parameters. So far most efforts have been made to improve the performance of attribute control charts in terms of faster detection of special causes without increasing the rates of false alarm. In this paper, control limits are proposed that yield an ARL (nearly) unbiased chart for attributes. Optimal design is also proposed for attribute control charts under a natural sense of criterion.

• Communications for Statistical Applications and Methods
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• v.4 no.1
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• pp.11-19
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• 1997

One of the most important issues in regression is variable selection problem. Recently several methods have been proposed to overcome the overparameterization property of Mallow's $C_p$. In this paper we compare these model selection criteria in view of the performance of selecting true model by simulation study.

• Communications for Statistical Applications and Methods
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• v.6 no.1
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• pp.53-68
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• 1999

To improve the slow convergence property of the steepest ascent type algorithm for continuous D-optimal design problems. we develop a new algorithm. We apply the nonlinear system of equations as the necessary condition of optimality and develop the two-point algorithm that solves the problem of clustering. Because of the nature of the steepest coordinate ascent algorithm avoiding the problem of clustering itself helps the improvement of convergence speed. The numerical examples show the performances of the new method is better than those of various steepest ascent algorithms.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.287-293
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• 2003

In this paper we consider the problem of parameter change based on the cusum test proposed by Lee et al. (2003). The cusum test statistic is constructed utilizing the estimator minimizing density-based divergence measures. It is shown that under regularity conditions, the test statistic has the limiting distribution of the sup of standard Brownian bridge. Simulation results demonstrate that the cusum test is robust when there arc outliers.