• Journal of the Korean Statistical Society
• /
• 제29권4호
• /
• pp.489-499
• /
• 2000

We propose a new instrumental variable estimator of the complex parameter of a class of univariate complex-valued diffusion processes defined by the possibly non-stationary and/or nonlinear stochastic differential equations. On the basis of the exact finite sample distribution of the pivotal quantity, we construct the exact confidence intervals and the exact tests for the parameter. Monte-Carlo simulation suggests that the new estimator seems to provide a viable alternative to the maximum likelihood estimator (MLE) for nonlinear and/or non-stationary processes.

• 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.

• Journal of the Korean Statistical Society
• /
• 제24권1호
• /
• pp.111-125
• /
• 1995

Let $F_1$ and $F_2$ be two F ratios with independent numerators and a common denominator. They are known to be positively dependent. The probabilities of simultaneous rejection and conditional rejection are numerically computed for both null and nonnull cases. The probabilities are presented in tables and graphics to show the influence of the seven parameters, the degrees of freedom of the numerators and the denominator, the non-centralities of the numerators, and the two levels of significance of the tests. The values of the correlation coefficient between $F_1$ and $F_2$ are also presented. Finally, a conjecture on the dependence order of the family of distributions of $(F_1, F_2)$ is given.

• Journal of the Korean Statistical Society
• /
• 제29권4호
• /
• pp.423-433
• /
• 2000

In this paper, we consider applying the bootstrap method to the median test procedures for right censored data. For doing this, we show that the median test statistics can be represented by the differences of two sampler medians. Then we review to the re-sampling methods for censored dta and propose the test procedures under the location translation assumption and Behrens-Fisher problem. Also we compare our procedures with other re-sampling method, which is so-called permutation test through an example. Finally we show the validity of bootstrap median test procedure in the appendix.

• Journal of the Korean Statistical Society
• /
• 제13권1호
• /
• pp.32-41
• /
• 1984

An adaptive distribution-free test is proposed for testing the equality of k independent distributions against unrestricted alternatives. In this paper, several rank-sum test statistics are considered as teh components of the adaptive one. The emprical powers of the adaptive testing procedure are compared to those of the classical F test and the component tests through a Monte Carlo study. The results show that the adaptive test has good power properties over a wide class of underlying distributions.

• Journal of the Korean Statistical Society
• /
• 제25권4호
• /
• pp.489-497
• /
• 1996

Lower bounds for the full level probabilities are derived under order restrictions in weights. Discussions are made on typical isotonic cones such as linear order, simple tree order, and unimodal order cones. We also discuss applications of these results for constructing conditional likelihood ratio tests for ordered hypotheses in a contingency table. A real data set on torus mandibularis will be analyzed for illustrating the testing procedure.

• Communications for Statistical Applications and Methods
• /
• 제11권2호
• /
• pp.313-321
• /
• 2004

In this article we show that the tests of Robinson (1994) may have serious problems in distinguishing between fractionally integrated processes in the context of deterministic trends. The results are obtained via Monte Carlo experiments. A simple procedure, based on the t-values of the coefficients from the differenced regression, is presented to correctly specify the time series of interest and, an empirical application, using data of the US GNP is also carried out at the end of the article.

• Communications for Statistical Applications and Methods
• /
• 제5권3호
• /
• pp.695-706
• /
• 1998

In this paper we consider the setting where a group of n judges are to independently rank a series of κ objects, but the intended complete rankings are not realized and we are faced with analyzing randomly incomplete rank vectors. We discuss some tests based on Friedman statistics on the designs completed through rank imputation schemes suggested by Lordo and Wolfe (1994) and evaluate them on the basis of simulated power studies, constructing their appropriate null distributions.

• Communications for Statistical Applications and Methods
• /
• 제5권3호
• /
• pp.935-944
• /
• 1998

This paper investigates the problem of goodness of fit tests for no effect model. The proposed test statistic $Z_{mn}$ is obtained by multiplying constant on the model free curve estimation techniques. The small and large sample properties of$Z_{mn}$ are investigated and the good results of power studies for the proposed test are illustrated.

• Communications for Statistical Applications and Methods
• /
• 제6권2호
• /
• pp.375-382
• /
• 1999

Linear-by-linear association models are commonly used to analyze ordered categorical data. To fit these models appropriate scores need to be chosen. In this paper we perform sensitivity analyses in two-way contingency tables to investigate the effect of scores on goodness-of-fits and on tests of significance. In addition we show that the best score which yields the best fit of data can be selected based on the sensitivity analysis results.