• Communications for Statistical Applications and Methods
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• v.22 no.1
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• pp.81-93
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• 2015

Validity of the stationary bootstrap of Politis and Romano (1994) is proved for U-statistics under strong mixing. Weak and strong consistencies are established for the stationary bootstrap of U-statistics. The theory is applied to a symmetry test which is a U-statistic regarding a kernel density estimator. The theory enables the bootstrap confidence intervals of the means of the U-statistics. A Monte-Carlo experiment for bootstrap confidence intervals confirms the asymptotic theory.

• Journal of the Korean Statistical Society
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• v.27 no.1
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• pp.113-132
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• 1998

In this paper, we consider a minimum distance (M.D.) estimation based on kernels for U-statistics. We use Cramer-von Mises type distance function which measures the discrepancy between U-empirical distribution function(d.f.) and modeled d.f. of kernel. In the distance function, we allow various integrating measures, which can be finite, $\sigma$-finite or discrete. Then we derive the asymptotic normality and study the qualitative robustness of M. D. estimates.

• Journal of the Korean Statistical Society
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• v.31 no.1
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• pp.109-120
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• 2002

In this paper, we show the weak convergence of U-empirical processes for two sample problem. We use the result to show the asymptotic normality for the generalized dodges-Lehmann estimates with the Bahadur representation for quantifies of U-empirical distributions. Also we consider the asymptotic normality for the test statistics in a simple way.

• Bulletin of the Korean Mathematical Society
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• v.60 no.6
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• pp.1523-1537
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• 2023

Let R be a commutative ring with identity and S a multiplicative subset of R. First, we introduce and study the u-S-projective dimension and u-S-injective dimension of an R-module, and then explore the u-S-global dimension u-S-gl.dim(R) of a commutative ring R, i.e., the supremum of u-S-projective dimensions of all R-modules. Finally, we investigate u-S-global dimensions of factor rings and polynomial rings.

• International Journal of Reliability and Applications
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• v.16 no.2
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• pp.113-122
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• 2015

In this paper, we introduce U-statistics approach to generalized Hollander-Proschan test for new better than used (NBUE) alternative. We prove, the proposed test is equivalent to test was introduced by Anis and Mitra (2011) and includes test was introduced by Hollander Proschan (1975). Also, the asymptotic properties are studied. The powers of our test are estimated. The Pitman asymptotic efficiencies of proposed test are also calculated. Finally, the test is applied to some real data.

• Journal of the Korean Mathematical Society
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• v.47 no.6
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• pp.1317-1328
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• 2010

In this paper, we study the properties of positive solutions for the reaction-diffusion equation $u_t$ = $\Delta_u+{\int}_\Omega u^pdx-ku^q$ in $\Omega\times(0,T)$ with nonlocal nonlinear boundary condition u (x, t) = ${\int}_{\Omega}f(x,y)u^l(y,t)dy$ $\partial\Omega\times(0,T)$ and nonnegative initial data $u_0$ (x), where p, q, k, l > 0. Some conditions for the existence and nonexistence of global positive solutions are given.

• The Korean Journal of Applied Statistics
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• v.34 no.5
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• pp.849-861
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• 2021

This paper aims to introduce the basic concept of probabilistic record linkage and its statistical framework, and describe the specific process and principle of performing it using a real example from Statistics Korea. First, we briefly describe the deterministic record linkage and compare it with probabilistic record linkage. We introduce the Fellegi-Sunter model framework for record linkage and the related paprameters: m-probability, u-probability, matched weight and decision rule. Finally, we show the detailed process of record linkage under Fellegi-Sunter model framework and evaluate the record linkage results, using sample data from the registered-based census and Population and Housing Census survey in Statistics Korea.

• Journal of the Korean Statistical Society
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• v.33 no.4
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• pp.353-365
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• 2004

In this paper, we define the weighted U-empirical process for simple linear model and show the weak convergence to a Gaussian process under some conditions. Then we illustrate the usage of our result with examples. In the appendix, we derive the variance of the weighted U-empirical distribution function.

• The Korean Journal of Applied Statistics
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• v.24 no.2
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• pp.279-292
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• 2011

Credibility theory is one of the most important theories of actuarial science to calculate the proper insurance premium. In this paper, the rule of relative exposure volume, the square root rule, the B$\"{u}$hlmann credibility and B$\"{u}$hlmann-Straub credibility with the basic concept of credibility have been introduced, Also, we estimate new premiums based on these methods for real data. As a result, the rule of relative exposure volume provides the highest accuracy.

• Journal of the Korean Mathematical Society
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• v.53 no.1
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• pp.201-215
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• 2016

In this paper, we consider the following $Schr{\ddot{o}}dinger$-Kirchhoff-type equations $\[a+b\({\int}_{{\mathbb{R}}^N}({\mid}{\nabla}u{\mid}^2+V(x){\mid}u{\mid}^2)dx\)\][-{\Delta}u+V(x)u]=f(x,u)$, in ${\mathbb{R}}^N$. Under certain assumptions on V and f, some new criteria on the existence and multiplicity of nontrivial solutions are established by the Morse theory with local linking and the genus properties in critical point theory. Some results from the previously literature are significantly extended and complemented.