• Journal of the Korean Statistical Society
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• v.28 no.3
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• pp.325-336
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• 1999

Collinearity among independent variables can have severe effects on the precision of response estimation for some region of interest in the experiments with mixture. A method of finding optimal linear restriction on regression parameter in linear model for mixture experiments in the sense of minimizing integrated mean squared error is studied. We use the formulation of optimal restrictions on regression parameters for estimating responses proposed by Park(1981) by transforming mixture components to mathematically independent variables.

• Journal of the Korean Statistical Society
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• v.26 no.1
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• pp.117-130
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• 1997

We study the asymptotic behavior of the maximum partial likelihood estimator in the Cox proportional hazards model in the presence of nuisance parameters when the entry of patients is staggered. When entry of patients is simultaneous and there is only one regression parameter in the Cox model, the efficient score process of the partial likelihood is martingale and converges weakly to a time-chnaged Brownian motion. Our problem is to get a similar result in the presence of nuisance parameters when entry of patient is staggered.

• Communications for Statistical Applications and Methods
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• v.14 no.2
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• pp.329-344
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• 2007

In this paper, we shall propose the AMLEs of the scale parameter and the location parameter in the two-parameter Rayleigh distribution based on progressive Type-II censored samples when one parameter is known. We also propose the AMLEs of the two parameters in the Rayleigh distribution based on progressive Type-II censored samples when two parameters are unknown. We simulate the mean squared errors of the proposed estimators through Monte Carlo simulation for various censoring schemes.

• Communications for Statistical Applications and Methods
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• v.8 no.2
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• pp.483-497
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• 2001

When one fits a parametric density function to a data set, it is usually advisable to test the goodness of the postulated model. In this paper we study the nonparametric tests for testing the null hypothesis against general alternatives, when the null hypothesis specifies the density function up to unknown parameters. We modify the test statistic which was proposed by the first author and his colleagues. Asymptotic distribution of the modified statistic is derived and its performance is compared with some other tests through simulation.

• Journal of the Korean Statistical Society
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• v.23 no.1
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• pp.151-166
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• 1994

Let $X_1, \cdot, X_p$ be p independent random variables, where each $X_i$ has a distribution belonging to one parameter discrete power series distribution. The problem is to simultaneously estimate the unknown parameters under an asymmetric loss. Several new classes of dominating estimators are obtained by solving certain difference inequality.

• Journal of the Korean Statistical Society
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• v.33 no.2
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• pp.233-244
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• 2004

The influence of observations is investigated in fitting proportional covariance matrices model. Local influence measures are obtained when all parameters or subsets of the parameters are of interest. We will also derive the local influence measure for investigating the influence of observations in testing the proportionality of covariance matrices. A numerical example is given for illustration.

• Communications for Statistical Applications and Methods
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• v.21 no.4
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• pp.349-361
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• 2014

This paper compares of lasso type estimators in various high-dimensional data situations with sparse parameters. Lasso, adaptive lasso, fused lasso and elastic net as lasso type estimators and ridge estimator are compared via simulation in linear models with correlated and uncorrelated covariates and binary regression models with correlated covariates and discrete covariates. Each method is shown to have advantages with different penalty conditions according to sparsity patterns of regression parameters. We applied the lasso type methods to Arabidopsis microarray gene expression data to find the strongly significant genes to distinguish two groups.

• Communications for Statistical Applications and Methods
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• v.8 no.3
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• pp.841-849
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• 2001

The influence in fitting an equicorrelation model is investigated using the influence function. The influence functions for the model parameters are derived and its sample versions are used for investigating the influence of observations on the estimators of the parameters. Some relationships among the sample versions are found. We will derive a measure for identifying observations that have a large influence on the test of fitting the equicorrelation model using the influence function method. An example is given for illustration.

• Communications for Statistical Applications and Methods
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• v.4 no.1
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• pp.193-205
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• 1997

The multiprocess dynamic model provides a good framework for the modeling and analysis of the time series that contains outliers and is subject to abrupt changes in pattern. In this paper we consider the multiprocess discount generalized model with parameters having a dependent non-linear structure. This model has nice properties such as insensitivity to outliers and quick reaction to abrupt change of pattern in parameters.

• Communications for Statistical Applications and Methods
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• v.6 no.1
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• pp.319-326
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• 1999

We shall derive several estimators for the minimum and maximum of two generalized uniform scale parameters with a common known shape parameter when the order of the scales is unknown and sample sizes are equal. Also we shall obtain the biases and mean squared errors for the proposed several estimators and compare numerically performances for the preposed several estimators.