• Journal of the Korean Statistical Society
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• v.20 no.2
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• pp.202-207
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• 1991

In Le Cam's earlier work on superefficiency, it is proved that if an estimate is superefficient at a given paramter value $\theta$$\_$0/, then there must exist an infinite sequence {$\theta$$\_$n/}) of values(conversing to $\theta$$\_$0/) at which this estimate is worse than M. L. E. for certain classes of loss functions. For one-dimensional cases, these classes of lass functions include squared error loss. However. for multi-dimensional cases, they do not. This note is to give an example where a superefficiest estimator of a multi-dimensional parameter is not inferior to M. L. E. along any sequence ($\theta$$\_$n/) converging to the point of superefficiency with respect to the squared error loss.

• Journal of the Korean Data and Information Science Society
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• v.28 no.5
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• pp.1191-1204
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• 2017

Weighted least squares (WLS) estimation is often easily used for the data with heteroscedastic errors because it is intuitive and computationally inexpensive. However, WLS estimator is less robust to a few outliers and sometimes it may be inefficient. In order to overcome robustness problems, Box-Cox transformation, Huber's M estimation, bisquare estimation, and Yohai's MM estimation have been proposed. Also, more efficient estimations than WLS have been suggested such as Bayesian methods (Cepeda and Achcar, 2009) and semiparametric methods (Kim and Ma, 2012) in heteroscedastic error models. Recently, Çelik (2015) proposed the weight methods applicable to the heteroscedasticity patterns including butterfly-distributed residuals and megaphone-shaped residuals. In this paper, we review heteroscedastic regression estimators related to robust or efficient estimation and describe their properties. Also, we analyze cost data of U.S. Electricity Producers in 1955 using the methods discussed in the paper.

• Journal of the Korean Statistical Society
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• v.26 no.1
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• pp.101-116
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• 1997

This is primarily an expository paper that presents several nonparametric procedures for testing exponentiality against certain monotonicity properties of the mean residual life function, tests against the trend change in such function attract a great deal of attention of late in reliability analysis. In this note, we present some of the known testing procedures regarding the behavior of mean residual life function. These tests are also compared in terms of asymptotic relative efficiency and empirical power against a few alternatives. The tests based on incomplete data are also briefly discussed.

• Proceedings of the KSRS Conference
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• 2005.10a
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• pp.26-29
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• 2005

In order to compute cloud coverage statistics over Asian region, an operational scheme for masking cloud-contaminated pixels in Advanced Very High Resolution Radiometer (AVHRR) daytime data was developed, evaluated and presented. Dynamic thresholding was used with channell, 2 and 3 to automatically create a cloud mask for a single image. Then the IO-day cloud coverage imagery was generated over the whole Asian region along with cloud-free composite imagery. Finally the monthly based statistics were computed based on the derived cloud coverage imagery in terms of land cover and country. As a result, it was found that 20-day is required to acquire the cloud free data over the whole Asia using NOAA AVHRR. The to-day cloud coverage and cloud-free composite imagery derived in this research is available via the web-site http://webpanda.iis.u-tokyo.ac.jp/CloudCover/.

• Proceedings of the Korean Statistical Society Conference
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• 2002.11a
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• pp.265-272
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• 2002

An Integer-valued autoregressive integrated (INARI) model is introduced to eliminate stochastic trend and seasonality from time series of count data. This INARI extends the previous integer-valued ARMA model. We show that it is stationary and ergodic to establish asymptotic normality for conditional least squares estimator. Optimal estimating equations are used to reflect categorical and serial correlations arising from panel count data and variations arising from three random processes for obtaining observation into estimation. Under regularity conditions for martingale sequence, we show asymptotic normality for estimators from the estimating equations. Using cancer mortality data provided by the U.S. National Center for Health Statistics (NCHS), we apply our results to estimate the probability of cells classified by 4 causes of death and 6 age groups and to forecast death count of each cell. We also investigate impact of three random processes on estimation.

• Proceedings of the Korean Statistical Society Conference
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• 2002.11a
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• pp.179-184
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• 2002

층화 추출법에서 층의 경계점을 정하는 문제는 추정의 효율에 직접적으로 영향을 미치기 때문에 매우 실제적이고 중요한 문제이다. 층화변수가 일변량 연속변수인 경우 널리 알려진 방법으로는 누적도수제곱근법과 Ekman법이 있는데 이 두 방법은 모두 나름의 약점을 지니고 있다. 본 논문에서는 Breiman 등(1984)이 제시한 CART 기법 중 회귀나무(regression tree)모형을 이용하여 층의 경계점을 정하는 방법을 소개한다. 그리고 통계청의 어업총조사 자료를 사용하여 층의 경계점을 정하는 여러 다른 방법들의 효율을 비교한다.

• Communications for Statistical Applications and Methods
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• v.22 no.3
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• pp.277-283
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• 2015

Pickands constant $H_{\alpha}$ appears in the classical result about tail probabilities of the extremes of Gaussian processes and there exist several different representations of Pickands constant. However, the exact value of $H_{\alpha}$ is unknown except for two special Gaussian processes. Significant effort has been made to find numerical approximations of $H_{\alpha}$. In this paper, we attempt to compute numerically $H_{\alpha}$ based on its representation derived by $H{\ddot{u}}sler$ (1999) and Albin and Choi (2010). Our estimates are compared with the often quoted conjecture $H_{\alpha}=1/{\Gamma}(1/{\alpha})$ for 0 < ${\alpha}$ ${\leq}$ 2. This conjecture does not seem compatible with our simulation result for 1 < ${\alpha}$ < 2, which is also recently observed by Dieker and Yakir (2014) who devised a reliable algorithm to estimate these constants along with a detailed error analysis.

• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.919-930
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• 2003

Mark-Recapture method for open population commonly use Jolly-Seber method. This method assumes that all animals are equally likely to be caught in each sample (the equal catchability). This objects are making introduction of Mark-Recapture method for open population and using the robust design that combine a open population method with close population method to solve upper problems. Then population growth rate estimators that are derived Pollock's Jolly-Seber parameters and Kendall's Jolly-Seber parameters are estimated.

• Communications for Statistical Applications and Methods
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• v.8 no.3
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• pp.615-623
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• 2001

A functional central limit theorem is obtained for a stationary multivariate linear process of the form (no abstract. see full-text) where{ $Z_{t}$} is a sequence of strictly stationary m-dimensional negatively associated random vectors with E $Z_{t}$=O and E∥ $Z_{t}$∥$^2$<$\infty$ and { $A_{u}$} is a sequence of coefficient matrices with (no abstract. see full-text) and (no abstract. see full-text).text).).

• 한국데이터정보과학회:학술대회논문집
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• 2003.05a
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• pp.1-14
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• 2003

In man cases, the measurement error variances may be functions of the unknown true values or related covariate. In some cases, the measurement error variances increase in proportion to the value of predictor. This paper develops estimators of the parameters of a linear measurement error variance function under stratified multistage random sampling design and additional conditions. Also, this paper evaluates and compares the power of an asymptotically unbiased test with that of an asymptotically biased test. The proposed method are applied to blood sample measurements from the U.S. Third National Health and Nutrition Examination Survey(NHANES III)