• Communications for Statistical Applications and Methods
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• v.9 no.1
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• pp.53-61
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• 2002

In this paper we proposed the method of the block designs for diallel crosses when inbred lines are divided into two groups. These block designs are derived by using kornecker product designs with two balanced incomplete block designs, and their efficiency factor evaluated. A table of diallel crosses for up to p$_1$$\leq$15 lines, p$_2$$\leq$15 lines in each set is also provided.

• Journal of the Korean Statistical Society
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• v.28 no.1
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• pp.57-72
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• 1999

Falk(1994) showed that the asymptotic efficiency of the Pickands estimator of the extreme value index $\beta$ can considerably be improved by a simple convex combination. In this paper we propose an alternative estimator of $\beta$ which is as asymptotically efficient as the optimal convex combination of the Pickands estimators but has a better finite-sample performance. We prove consistency and asymptotic normality of the proposed estimator. Monte Carlo simulations are conducted to compare the finite-sample performances of the proposed estimator and the optimal convex combination estimator.

• Proceedings of the Korean Statistical Society Conference
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• 2001.11a
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• pp.121-124
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• 2001

In this paper, partial diallel crosses designs are proposed. These designs for estimating general combining abilities are constructed by using m-associate class partially balanced incomplete block designs. Also, the efficiency of the partially diallel crosses designs obtained through this method is reported in table.

• Journal of the Korean Statistical Society
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• v.29 no.2
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• pp.187-199
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• 2000

In this paper, we deal with the asymptotic properties of the least absolute deviation estimators in the nonlinear time series regression model. For the sinusodial model which frequently appears in a time series analysis, we study the strong consistency and asymptotic normality of least absolute deviation estimators. And using the derived limiting distributions we show that the least absolute deviation estimators is more efficient than the least squared estimators when the error distribution of the model has heavy tails.

• Journal of the Korean Statistical Society
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• v.26 no.4
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• pp.453-465
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• 1997

The family of power-divergence statistics conditional on margins is considered for testing homogeneity of .tau. multinomial populations with equal sample size and the exact Bahadur slope is obtained. It is shown that the likelihood ratio test conditional on margins is the most Bahadur efficient among the family of power-divergence statistics.

• Journal of the Korean Statistical Society
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• v.7 no.1
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• pp.17-26
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• 1978

For testing $\beta_i=\beta, i=1,...,k$, in the regression model $Y_{ij} = \alpha_i + \beta_ix_{ij} + e_{ij}, j=1,...,n_i$, a simple and robust test based on Kendall's tau is proposed. Its asymptotic distribution is proved to be chi-square under the null hypthesis and noncentral chi-square under an appropriate sequence of alternatives. For the optimal designs, the asymptotic relative efficiency of the proposed procedure with respect to the least squares procedure is the same as that of the Wilcoxon test with respect to the t-test.

• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.145-151
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• 2003

We shall propose several estimators for the scale parameter in the uniform distribution when the parameter is functions of a known exposure level, and obtain expectations and variances for their proposed estimators. And we shall compare numerically relative efficiencies for proposed estimators of the scale parameter in the small sample sizes.

• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.115-123
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• 2003

In this paper, we discuss the usefulness of AB/BA/AA/BB crossover design sense of sample size. The result is that the AB/BA/AA/BB crossover design is more economical than AB/BA one if large carryover effect exists and so is it in the comparison with completely randomized design within-subject correlation is large.

• Journal of the Korean Statistical Society
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• v.36 no.4
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• pp.523-542
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• 2007

In this paper we consider semiparametric random effect panel models that contain AR(p) disturbances. We derive the efficient score function and the information bound for estimating the slope parameters. We make minimal assumptions on the distribution of the random errors, effects, and the regressors, and provide semiparametric efficient estimates of the slope parameters. The present paper extends the previous work of Park et al.(2003) where AR(1) errors were considered.

• Communications for Statistical Applications and Methods
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• v.16 no.1
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• pp.143-155
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• 2009

Best subset selection procedure based on mutual information (MI) between a set of explanatory variables and a dependent class variable is suggested. Derivation of multivariate MI is based on normal mixtures. Several types of normal mixtures are proposed. Also a best subset selection algorithm is proposed. Four real data sets are employed to demonstrate the efficiency of the proposals.