• Title/Summary/Keyword: Traditional Statistical

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BINARY RANDOM POWER APPROACH TO MODELING ASYMMETRIC CONDITIONAL HETEROSCEDASTICITY

  • KIM S.;HWANG S.Y.
    • Journal of the Korean Statistical Society
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    • v.34 no.1
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    • pp.61-71
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    • 2005
  • A class of asymmetric ARCH processes is proposed via binary random power transformations. This class accommodates traditional nonlinear models such as threshold ARCH (Rabemanjara and Zacoian (1993)) and Box-Cox type ARCH models(Higgins and Bera (1992)). Stationarity condition of the model is addressed. Iterative least squares(ILS) and pseudo maximum like-lihood(PML) methods are discussed for estimating parameters and related algorithms are presented. Illustrative analysis for Korea Stock Prices Index (KOSPI) data is conducted.

A Bayes Criterion for Testing Homogeneity of Two Multivariate Normal Covariances

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.27 no.1
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    • pp.11-23
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    • 1998
  • A Bayes criterion for testing the equality of covariance matrices of two multivariate normal distributions is proposed and studied. Development of the criterion invloves calculation of Bayes factor using the imaginary sample method introduced by Spiegelhalter and Smith (1982). The criterion is designed to develop a Bayesian test criterion, so that it provides an alternative test criterion to those based upon asymptotic sampling theory (such as Box's M test criterion). For the constructed criterion, numerical studies demonstrate routine application and give comparisons with the traditional test criteria.

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Asymmetric Modeling in Beta-ARCH Processes

  • S. Y. Hwang;Kahng, Myung-Wook
    • Journal of the Korean Statistical Society
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    • v.31 no.4
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    • pp.459-468
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    • 2002
  • A class of asymmetric beta-ARCH processes is proposed and connections to traditional ARCH models are explained. Geometric ergodicity of the model is discussed. Conditional least squares as well as maximum likelihood estimators of parameters and their limit results are also presented. A test for symmetry of the model is studied with limiting power of test statistic given.

Principles of Multivariate Data Visualization

  • Huh, Moon Yul;Cha, Woon Ock
    • Communications for Statistical Applications and Methods
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    • v.11 no.3
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    • pp.465-474
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    • 2004
  • Data visualization is the automation process and the discovery process to data sets in an effort to discover underlying information from the data. It provides rich visual depictions of the data. It has distinct advantages over traditional data analysis techniques such as exploring the structure of large scale data set both in the sense of number of observations and the number of variables by allowing great interaction with the data and end-user. We discuss the principles of data visualization and evaluate the characteristics of various tools of visualization according to these principles.

On Alternative Collinearity Diagnostics in Linear MEM

  • Moon, Myung-Sang
    • Communications for Statistical Applications and Methods
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    • v.3 no.2
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    • pp.21-28
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    • 1996
  • Collinearities contained in MEM cause the same problems as they do in traditional regression model, so the detection of collinearities is a crucial topic in MEM. One diagnostic was introduced by Carrillo-Gamboa and Gunst, but their method did not work in some cases. Two alternative collinearity diagnostics that provide reasonable measure of collinearities are proposed. Simulation study is performed to compare the small-sample properties of the proposed collinearity diagnostics.

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L$_\infty$-estimation based Algorithm for the Least Median of Squares Estimator

  • Bu Young Kim
    • Communications for Statistical Applications and Methods
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    • v.3 no.2
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    • pp.299-307
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    • 1996
  • This article is concerned with the algorithms for the least median of squares estimator. An algorithm based on the $L{\infty}$ .inf.-estimation procedure is proposed in an attempt to improve the optimality of the estimate. And it is shown that the proposed algorithm yields more optimal estimate than the traditional resampling algorithms. The proposed algorithm employs a linear scaling transformation at each iteration of the$L{\infty}$-algorithm to deal with its computational inefficiency problem.

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A Novel Statistical Feature Selection Approach for Text Categorization

  • Fattah, Mohamed Abdel
    • Journal of Information Processing Systems
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    • v.13 no.5
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    • pp.1397-1409
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    • 2017
  • For text categorization task, distinctive text features selection is important due to feature space high dimensionality. It is important to decrease the feature space dimension to decrease processing time and increase accuracy. In the current study, for text categorization task, we introduce a novel statistical feature selection approach. This approach measures the term distribution in all collection documents, the term distribution in a certain category and the term distribution in a certain class relative to other classes. The proposed method results show its superiority over the traditional feature selection methods.

A Study of Non-parametric Statistical Tests to Analyze Trend in Water Quality Data (수질자료의 추세분석을 위한 비모수적 통계검정에 관한 연구)

  • Lee, Sang-Hoon
    • Journal of Environmental Impact Assessment
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    • v.4 no.2
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    • pp.93-103
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    • 1995
  • This study was carried out to suggest the best statistical test to analyze the trend in monthly water quality data. Traditional parametric tests such as t-test and regression analysis are based on the assumption that the underlying population has a normal distribution and regression analysis additionally assumes that residual errors are independent. Analyzing 9-years monthly COD data collected at Paldang in Han River, the underlying population was found to be neither normal nor independent. Therefore parametric tests are invalid for trend detection. Four Kinds of nonparametric statistical tests, such as Run Test, Daniel test, Mann-Kendall test, and Time Series Residual Analysis were applied to analyze the trend in the COD data, Daniel test and Mann-Kendall test indicated upward trend in COD data. The best nonparametric test was suggested to be Daniel test, which is simple in computation and easy to understand the intuitive meaning.

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Radioactive waste sampling for characterisation - A Bayesian upgrade

  • Pyke, Caroline K.;Hiller, Peter J.;Koma, Yoshikazu;Ohki, Keiichi
    • Nuclear Engineering and Technology
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    • v.54 no.1
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    • pp.414-422
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    • 2022
  • Presented in this paper is a methodology for combining a Bayesian statistical approach with Data Quality Objectives (a structured decision-making method) to provide increased levels of confidence in analytical data when approaching a waste boundary. Development of sampling and analysis plans for the characterisation of radioactive waste often use a simple, one pass statistical approach as underpinning for the sampling schedule. Using a Bayesian statistical approach introduces the concept of Prior information giving an adaptive sample strategy based on previous knowledge. This aligns more closely with the iterative approach demanded of the most commonly used structured decision-making tool in this area (Data Quality Objectives) and the potential to provide a more fully underpinned justification than the more traditional statistical approach. The approach described has been developed in a UK regulatory context but is translated to a waste stream from the Fukushima Daiichi Nuclear Power Station to demonstrate how the methodology can be applied in this context to support decision making regarding the ultimate disposal option for radioactive waste in a more global context.

A Phenomenological Qualitative Study on the Traditional Korean Medical Doctor's Experience of Treating Victims of Sexual Violence (한의사의 성폭력피해자 진료경험에 대한 현상학적 질적 연구)

  • Choi, You-Kyung
    • Journal of Society of Preventive Korean Medicine
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    • v.25 no.3
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    • pp.73-88
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    • 2021
  • Objectives : The purpose of this study is to explore the experiences of traditional korean medical doctors (TKMD) who have treated victims of sexual violence by collecting their qualitative data that cannot be obtained with statistical data. Methods : In-depth interviews were conducted with semi-structured questionnaires for each of 5 TKMDs who had experiences in treating sexual violence victims. For analysis, the interviews were recorded along with their facial expressions and actions during the interview process, and all collected data were analyzed by colaizzi's method. In each process, a 'phenomenological reduction' was applied. Results : The identity of TKMD's experience of treating sexual violence victims was structured into 25 themes, 9 theme clusters, and 4 categories. The 4 categories included 'Professionalism and sense of efficacy', 'Personal life experiences and mental trauma treatment experiences that are mutually influencing each other', 'Factors needed to increase TKMD's participation in treatment of sexual violence victims', 'Deriving the future strategy of traditional korean medicine'. Conclusions : This study derived the essence and meaning of TKMDs' experiences in treating sexual violence victims, and presented future directions of traditional korean medicine in this field. It is expected that the results of this study would be used as the basis for establishing the traditional korean medical support system for sexual violence victims in the context of the korean medical system.