• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.231-242
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• 1995

In this paper we consider kernel type estimator of the spectral density at a point in the analysis of stationary time series data. The kernel entails choice of smoothing parameter called bandwidth. A data-based bandwidth choice is proposed, and it is obtained by solving an equation similar to Sheather(1986) which relates to the probability density estimation. A Monte Carlo study is done. It reveals that the spectral density estimates using the data-based bandwidths show comparatively good performance.

• Journal of the Korean Mathematical Society
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• v.44 no.3
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• pp.627-645
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• 2007

We investigate the eigenvalues of the semi-circulant preconditioned matrix for the finite difference scheme corresponding to the second-order elliptic operator with the variable coefficients given by $L_vu\;:=-{\Delta}u+a(x,\;y)u_x+b(x,\;y)u_y+d(x,\;y)u$, where a and b are continuously differentiable functions and d is a positive bounded function. The semi-circulant preconditioning operator $L_cu$ is constructed by using the leading term of $L_vu$ plus the constant reaction term such that $L_cu\;:=-{\Delta}u+d_cu$. Using the field of values arguments, we show that the eigenvalues of the preconditioned matrix are clustered at some number. Some numerical evidences are also provided.

• Journal of the Korean Mathematical Society
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• v.41 no.6
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• pp.1049-1070
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• 2004

We classify all partial differential equations with polynomial coefficients in $\chi$ and y of the form A($\chi$) $u_{{\chi}{\chi}}$ ＋ 2B($\chi$, y) $u_{{\chi}y}$ ＋ C(y) $u_{yy}$ ＋ D($\chi$) $u_{{\chi}}$ ＋ E(y) $u_{y}$ = λu, which has weak orthogonal polynomials as solutions and show that partial derivatives of all orders are orthogonal. Also, we construct orthogonal polynomials in d-variables satisfying second order partial differential equations in d-variables.s.

• Bulletin of the Korean Mathematical Society
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• v.56 no.6
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• pp.1485-1495
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• 2019

The purpose of this paper is to compute the number of semistar operations of certain classes of finite dimensional $Pr{\ddot{u}}fer$ domains. We prove that ${\mid}SStar(R){\mid}={\mid}Star(R){\mid}+{\mid}Spec(R){\mid}+ {\mid}Idem(R){\mid}$ where Idem(R) is the set of all nonzero idempotent prime ideals of R if and only if R is a $Pr{\ddot{u}}fer$ domain with Y -graph spectrum, that is, R is a $Pr{\ddot{u}}fer$ domain with exactly two maximal ideals M and N and $Spec(R)=\{(0){\varsubsetneq}P_1{\varsubsetneq}{\cdots}{\varsubsetneq}P_{n-1}{\varsubsetneq}M,N{\mid}P_{n-1}{\varsubsetneq}N\}$. We also characterize non-local $Pr{\ddot{u}}fer$ domains R such that ${\mid}SStar(R){\mid}=7$, respectively ${\mid}SStar(R){\mid}=14$.

• Communications for Statistical Applications and Methods
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• v.9 no.3
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• pp.775-786
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• 2002

In this paper, we conducted an empirical study to investigate the design and weighting effects on descriptive and analytic statistics. The design and weighting effects were calculated for estimates produced from the 1998 small firm survey data. We considered the design and weighting effects on coefficients estimates of regression model using the design-based approach and the GEE approach.

• Journal of Korean Society for Quality Management
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• v.13 no.2
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• pp.8-12
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• 1985

We study the Bayes estimation procedure of ${\theta}=P_r$=(Y < X) when the experiment is terminated before all of the items on the test have failed and the failed items are partially replaced. Comparisons with the M.L.E., M.V.U.E. and Bayes estimator are made through Monte Carlo simulation.

• Journal of the Korean Statistical Society
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• v.32 no.2
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• pp.175-191
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• 2003

An empirical Bayesian approach is discussed for estimation of characteristics from the two-way balanced rotation sampling design which includes U.S. Current Population Survey and Canadian Labor Force Survey as special cases. An empirical Bayesian estimator is derived for monthly effect under presence of two types of biases and correlations It is shown that the marginal distribution of observation provides more general correlation structure than that frequentist has assumed. Consistent estimators are derived for hyper-parameters in Normal priors.

• Bulletin of the Korean Mathematical Society
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• v.55 no.1
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• pp.175-186
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• 2018

Let (M, J, ${\theta}$) be a complete pseudohermintian (2n+1)-manifold. In this paper, we derive the subgradient estimate for positive solutions to a nonlinear subelliptic equation ${\Delta}_bu+au{\log}u+bu=0$ on M, where $a{\leq}0$, b are two real constants.

• Journal of the Korean Statistical Society
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• v.25 no.4
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• pp.577-588
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• 1996

The Bayes factor provides a possible hierarchical Bayesian approach for studying the change point problems. A hypothesis for testing change versus no change is considered using predictive distributions. When the underlying distribution is in one-parameter exponential family with conjugate priors, Bayes factors are investigated to the hypothesis above. Finally one example is provided .

• Communications for Statistical Applications and Methods
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• v.18 no.6
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• pp.817-835
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• 2011

The moment(MM) and least squares(LS) estimations of the parameters are derived for the Pareto distribution in the presence of outliers. Further, we have derived a mixture method(MIX) of estimations with MM and LS that shows that the MIX is more efficient. In the final section we have given an example of actual data from a medical insurance company.