• Journal of the Korean Statistical Society
• /
• 제30권3호
• /
• pp.387-406
• /
• 2001

Adaptive estimators for a class of nonlinear time series models has been proposed by several authors. Koul and Schick(1997) proposed the adaptive estimators without sample splitting for location-type time series models. They also showed by simulation that the adaptive estimators without sample splitting have smaller mean squared errors than those of the adaptive estimators with sample splitting. the present paper generalized the result in a case of location-scale type nonlinear time series models by simulation.

• Communications for Statistical Applications and Methods
• /
• 제21권1호
• /
• pp.11-22
• /
• 2014

In this study, we propose a simultaneous test procedure based on the individual - values for each sub-null hypothesis with several well-known combining functions. We then compare the efficiency of our procedure with existing tests by obtaining empirical powers through a simulation study. Finally, we discuss some interesting features related to simultaneous test and point out a misconduct for the simulation study published in the previous work.

• 대한전자공학회:학술대회논문집
• /
• 대한전자공학회 2005년도 추계종합학술대회
• /
• pp.1217-1220
• /
• 2005

In this paper, statistical simulation is applied to a superscalar digital signal processor architecture using DSP kernel and DSP application benchmarks. As a result, the performance of a digital signal processor with several microarchitecture configurations can be estimated with the relative error of 3.7 ${\backslash}%$ on the average.

• Communications for Statistical Applications and Methods
• /
• 제5권2호
• /
• pp.411-416
• /
• 1998

A simple nonparametric test of complete or total independence is suggested for continuous multivariate distributions. This procedure first discretizes the original variables based on their order statistics, and then tests the hypothesis of complete independence for the resulting contingency table. Under the hypothesis of independence, the chi-squared test statistic has an asymptotic chi-squared distribution. We present a simulation study to illustrate the accuracy in finite samples of the limiting distribution of the test statistic. We compare our method to another nonparametric test of complete independence via a simulation study. Finally, we apply our method to the residuals from a real data set.

• Journal of the Korean Statistical Society
• /
• 제32권2호
• /
• pp.151-162
• /
• 2003

In this paper, we propose two selection procedures for selecting populations better than a control population. The bestness is defined in terms of location parameter. One of the procedures is based on two-sample linear rank statistics whereas the other one is based on a comparatively simple statistic, and is useful when testing time is expensive so that an early termination of an experiment is desirable. The proposed selection procedures are seen to be strongly monotone. Performance of the proposed procedures is assessed through simulation study.

• Communications for Statistical Applications and Methods
• /
• 제19권1호
• /
• pp.169-175
• /
• 2012

The sensitivity of the performance measures such as the mean and the standard deviation of the queue length and the blocking probability with respect to the moments of the service time are numerically investigated. The service time distribution is fitted with phase type(PH) distribution by matching the first three moments of service time and the M/G/c retrial queue is approximated by the M/PH/c retrial queue. Approximations are compared with the simulation results.

• Journal of the Korean Statistical Society
• /
• 제34권3호
• /
• pp.235-244
• /
• 2005

In recent years, theoretical properties of Bayesian nonparametric survival models have been studied and the conclusion is that although there are pathological cases the popular prior processes have the desired asymptotic properties, namely, the posterior consistency and the Bernstein-von Mises theorem. In this study, through a simulation experiment, we study the finite sample properties of the Bayes estimator and compare it with the frequentist estimators. To our surprise, we conclude that in most situations except that the prior is highly concentrated at the true parameter value, the Bayes estimator performs worse than the frequentist estimators.

• Communications for Statistical Applications and Methods
• /
• 제4권2호
• /
• pp.565-579
• /
• 1997

A robust test is proposed for the problem of testing the parallelism of several regression lines against ordered alternatives. The proposed test statistic is based on a linear combination of one-step pairwise GM-estimators. We compare the performance of the proposed test with that of the other tests through a Monte Carlo simulation. The results of the simulation study show that the proposed test has stable levels, good empirical powers in various circumstances, and particularly higher empirical powers under the presence of extreme outliers or leverage points.

• Communications for Statistical Applications and Methods
• /
• 제6권2호
• /
• pp.357-366
• /
• 1999

Let us assume that two different log-linear models are selected by various model selection methods. When these are non-hierarchical it is not easy to choose one of these models. In this paper the well-known Cox's statistic is applied to compare these non-hierarchical log-linear models. Since it is impossible to obtain the analytic solution about the problem we proposed a alternative method by extending Pesaran and pesaran's (1993) simulation approach. We find that the values of proposed test statistic and the estimates are very much stable with some empirical results.

• Communications for Statistical Applications and Methods
• /
• 제4권1호
• /
• pp.271-280
• /
• 1997

It should be noted that the number of observation in the up-and-down procedure is a random variable. Therefore, We need to justify the employment of the conditional likelihood even in the above situation and show the algorithm of simulation. Also, the strategy of halving or widening the level space in modified up-and-down method is suggested.