• Journal of the Korean Data and Information Science Society
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• 제12권1호
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• pp.71-78
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• 2001

Three test statistics are proposed for the presence of seasonality in multiplicative seasonal time series models. Further their common limiting distribution is derived under some assumptions.

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

• Communications for Statistical Applications and Methods
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• 제9권3호
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• pp.629-637
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• 2002

Shapiro and Wilk(1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test based on the statistic is inconsistent Kim(2001a) proposed a modified Shapiro-Wilk's test statistic using the ratio of two asymptotically efficient estimators of scale. In this paper, we study the consistency of the proposed test.

• Communications for Statistical Applications and Methods
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• 제12권3호
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• pp.797-805
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• 2005

Multivariate unit root tests for the VAR(p) model have been commonly used in time series analysis. Several unit root tests were developed and recently Shin(2004) suggested a cointegration test based on weighted symmetric estimator. In this paper, we suggest a multivariate unit root test statistic based on the weighted symmetric estimator. Using a small simulation study, we compare the powers of the new test statistic with the statistics suggested in Shin(2004) and Fuller(1996).

• Communications for Statistical Applications and Methods
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• 제7권1호
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• pp.107-118
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• 2000

Due to the close relation between cointegration test and multiple unit roots test multiple unit roots test are greatly studied by many researchers,. In this paper we suggest the symmetric type unit roots test which is an adjusted method of Shin (1999) Also we have a small Monte-Carlo simulation study to compare the power of the statistic developed in this paper with those of Shin (1999) and adjusted Fuller statistic(1996)

• 한국국방경영분석학회지
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• 제27권2호
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• pp.124-133
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• 2001

The purpose of this study is investigate the differences among parametric and nonparametric test statistics for the tree alternative hypothesis in the randomized block design. As the results, it was found that there was no large differences among parametric and nonparametric test statistics in power when the block sizes were larger, and Hollander's statistic had better power than other nonparametric test statistics. It is recommended that Hollander's test statistic is more useful method when we have no information about the distribution of population.

• Journal of the Korean Data and Information Science Society
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• 제14권2호
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• pp.303-311
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• 2003

We consider the problem of testing cell probabilities in sparse multinomial data. Aerts, et al.(2000) presented $T_1=\sum\limits_{i=1}^k(\hat{p}_i-p_i)^2$ as a test statistic with the local polynomial estimator $(\hat{p}_i$, and showed its asymptotic distribution. When there are cell probabilities with relatively much different sizes, the same contribution of the difference between the estimator and the hypothetical probability at each cell in their test statistic would not be proper to measure the total goodness-of-fit. We consider a Pearson type of goodness-of-fit test statistic, $T=\sum\limits_{i=1}^k(\hat{p}_i-p_i)^2/p_i$ instead, and show it follows an asymptotic normal distribution.

• Communications for Statistical Applications and Methods
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• 제2권2호
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• pp.101-114
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• 1995

In this paper we consider the multiple unit root tests both for the regular and seasonal unit roots based on the Lagrange Multiplier(LM) principle. Unlike Li(1991)'s method, by plugging the restricted maximum likelihood estimates of the nuisance parameters in the model, we propose a Lagrange multiplier test which does not depend on the existence of the nuisance parameters. The asymptotic distribution of the proposed statistic is derived and empirical percentiles of the test statistic for selected seasonal periods are provided. The power and size of the test statistic for examined for finite samples through a Monte Carlo simularion.

• Communications for Statistical Applications and Methods
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• 제2권1호
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• pp.112-121
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• 1995

Let $p_1$ and $p_2$ be the proportions of two populations. To test the hypothesis $H_0 : p_1 = p_2$, we usually use the $x^2$ statistic, the large sample binomial statistic Z, and the Generalized Likelihood Ratio statistic-2log $\lambda$developed based on different mathematical rationale, respectively. Since testing the above hypothesis is equivalent to testing whether two populations follow the common Bernoulli distribution, one may also test the hypothesis by comparing 1 with the ratio of each density estimate and the hypothesized common density estimate, called comparison density, which was devised by Parzen(1988). We show that the above traditional test statistics ate actually estimating the measure of distance between the true densities and the common density under $H_0$ by representing them with the comparison density.

• 응용통계연구
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• 제9권1호
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• pp.139-152
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• 1996

확률화 블럭 계획법에서 최적 가중치를 이용한 우산형 대립가설에 대한 비모수검정법을 제안하고자 한다. Mack과 Wolfe(1981) 형태의 통계량에 대한 제안된 통계량의 점근상대효율을 최대로 하는 가중치를 구하고, 이러한 가중치를 가지는 제안된 통계량과 Mack과 Wolfe 형태의 통계량 및 선형 순위 통계량의 점근상대 효율을 고려하였다. 소표본에서 모의 실험을 통하여 블럭의 크기가 다른 경우 제안된 통계량의 검정력이 우수함을 보였다.