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A CENTRAL LIMIT THEOREM FOR THE STATIONARY MULTIVARIATE LINEAR PROCESS GENERATED BY ASSOCIATED RANDOM VICTORS

  • Kim, Tae-Sung;Ko, Mi-Hwa;Chung, Sung-Mo
    • Communications of the Korean Mathematical Society
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    • v.17 no.1
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    • pp.95-102
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    • 2002
  • A central limit theorem is obtained for a stationary multivariate linear process of the form (equation omitted), where { $Z_{t}$} is a sequence of strictly stationary m-dimensional associated random vectors with E $Z_{t}$ = O and E∥ $Z_{t}$$^2$ < $\infty$ and { $A_{u}$} is a sequence of coefficient matrices with (equation omitted) and (equation omitted).ted)..ted).).

A SIMPLE VARIANCE ESTIMATOR IN NONPARAMETRIC REGRESSION MODELS WITH MULTIVARIATE PREDICTORS

  • Lee Young-Kyung;Kim Tae-Yoon;Park Byeong-U.
    • Journal of the Korean Statistical Society
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    • v.35 no.1
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    • pp.105-114
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    • 2006
  • In this paper we propose a simple and computationally attractive difference-based variance estimator in nonparametric regression models with multivariate predictors. We show that the estimator achieves $n^{-1/2}$ rate of convergence for regression functions with only a first derivative when d, the dimension of the predictor, is less than or equal to 4. When d > 4, the rate turns out to be $n^{-4/(d+4)}$ under the first derivative condition for the regression functions. A numerical study suggests that the proposed estimator has a good finite sample performance.

Contour Method and Collapsibility Criteria for $2{\times}3{\times}K$ Contingency Tables

  • Hong, C.S.;Son, B.U.;Park, J.Y.
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.4
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    • pp.717-729
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    • 2004
  • The contour method which was originally designed for $2{\times}2{\times}2$ contingency table is studied for $2{\times}2{\times}K$ and $2{\times}3{\times}K$ tables. Whereas a contour plot for a $2{\times}2{\times}K$ table is represented on unit squared two dimensional plane, a contour plot of a $2{\times}3{\times}K$ table can be expressed with a regular hexahedron on three dimensional space. Based on contour plots for categorical data fitted to all possible three dimensional log-linear models, one might identify whether $2{\times}2{\times}k$ or $2{\times}3{\times}K$ tables are collapsible over the third variable.

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QUASI-LIKELIHOOD REGRESSION FOR VARYING COEFFICIENT MODELS WITH LONGITUDINAL DATA

  • Kim, Choong-Rak;Jeong, Mee-Seon;Kim, Woo-Chul;Park, Byeong-U.
    • Journal of the Korean Statistical Society
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    • v.33 no.4
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    • pp.367-379
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    • 2004
  • This article deals with the nonparametric analysis of longitudinal data when there exist possible correlations among repeated measurements for a given subject. We consider a quasi-likelihood regression model where a transformation of the regression function through a link function is linear in time-varying coefficients. We investigate the local polynomial approach to estimate the time-varying coefficients, and derive the asymptotic distribution of the estimators in this quasi-likelihood context. A real data set is analyzed as an illustrative example.

A Study on Efficient Cluster Analysis of Bio-Data Using MapReduce Framework

  • Yoo, Sowol;Lee, Kwangok;Bae, Sanghyun
    • Journal of Integrative Natural Science
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    • v.7 no.1
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    • pp.57-61
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    • 2014
  • This study measured the stream data from the several sensors, and stores the database in MapReduce framework environment, and it aims to design system with the small performance and cluster analysis error rate through the KMSVM algorithm. Through the KM-SVM algorithm, the cluster analysis effective data was used for U-health system. In the results of experiment by using 2003 data sets obtained from 52 test subjects, the k-NN algorithm showed 79.29% cluster analysis accuracy, K-means algorithm showed 87.15 cluster analysis accuracy, and SVM algorithm showed 83.72%, KM-SVM showed 90.72%. As a result, the process speed and cluster analysis effective ratio of KM-SVM algorithm was better.

The roles of differencing and dimension reduction in machine learning forecasting of employment level using the FRED big data

  • Choi, Ji-Eun;Shin, Dong Wan
    • Communications for Statistical Applications and Methods
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    • v.26 no.5
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    • pp.497-506
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    • 2019
  • Forecasting the U.S. employment level is made using machine learning methods of the artificial neural network: deep neural network, long short term memory (LSTM), gated recurrent unit (GRU). We consider the big data of the federal reserve economic data among which 105 important macroeconomic variables chosen by McCracken and Ng (Journal of Business and Economic Statistics, 34, 574-589, 2016) are considered as predictors. We investigate the influence of the two statistical issues of the dimension reduction and time series differencing on the machine learning forecast. An out-of-sample forecast comparison shows that (LSTM, GRU) with differencing performs better than the autoregressive model and the dimension reduction improves long-term forecasts and some short-term forecasts.

A Research on the Reading Behavior and Environment of the Teens in the U.S.A. (미국 청소년의 독서행태 및 환경에 관한 고찰)

  • Yoon, Cheong-Ok
    • Journal of the Korean Society for Library and Information Science
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    • v.42 no.4
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    • pp.33-54
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    • 2008
  • The purpose of this research is to analyze and describe the characteristics of reading environment for the teens and their reading behavior in the U.S.A. Some researches and statistics on the reading behavior of young students in the U.S.A., the U.K. and Ireland were examined, and the reading environments for the teens in society and at schools and home were described. The development of school media centers since the 1950s and services for young adults in public libraries in the U.S.A. confirms that government, school, society and home should altogether cooperate in order to help students read more and build better reading environment for the teens.

A STATISTICS INTERPOLATION METHOD: LINEAR PREDICTION IN A STOCK PRICE PROCESS

  • Choi, U-Jin
    • Journal of the Korean Mathematical Society
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    • v.38 no.3
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    • pp.657-667
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    • 2001
  • We propose a statistical interpolation approximate solution for a nonlinear stochastic integral equation of a stock price process. The proposed method has the order O(h$^2$) of local error under the weaker conditions of $\mu$ and $\sigma$ than those of Milstein' scheme.

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On Asymptotic Property of Matheron′s Spatial Variogram Estimators

  • Lee, Yoon-Dong;Lee, Eun-Kyung
    • Journal of the Korean Statistical Society
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    • v.30 no.4
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    • pp.573-583
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    • 2001
  • A condition in which the covariances of Matheron's variogram estimators are expressed in a simple form is reviewed. An asymptotic property of the covariances of the variogram estimators is examined, and a sufficient condition that guaranties the finiteness of the asymptotic variance of the normalized variogram estimators is provided.

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On a Transformation Technique for Nonparametric Regression

  • Kim, Woochul;Park, Byeong U.
    • Journal of the Korean Statistical Society
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    • v.25 no.2
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    • pp.217-233
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    • 1996
  • This paper gives a rigorous proof of an asymptotic result about bias and variance for a transformation-based nonparametric regression estimator proposed by Park et al (1995).

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