• Title/Summary/Keyword: covariance identities

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EXPONENTIAL FAMILIES RELATED TO CHERNOFF-TYPE INEQUALITIES

  • Bor, G.R.Mohtashami
    • Journal of the Korean Mathematical Society
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    • v.39 no.4
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    • pp.495-507
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    • 2002
  • In this paper, the characterization results related to Chernoff-type inequalities are applied for exponential-type (continuous and discrete) families. Upper variance bound is obtained here with a slightly different technique used in Alharbi and Shanbhag [1] and Mohtashami Borzadaran and Shanbhag [8]. Some results are shown with assuming measures such as non-atomic measure, atomic measure, Lebesgue measure and counting measure as special cases of Lebesgue-Stieltjes measure. Characterization results on power series distributions via Chernoff-type inequalities are corollaries to our results.

Estimators with Nondecreasing Risk in a Multivariate Normal Distribution

  • Kim, Byung-Hwee;Koh, Tae-Wook;Baek, Hoh-Yoo
    • Journal of the Korean Statistical Society
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    • v.24 no.1
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    • pp.257-266
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    • 1995
  • Consider a p-variate $(p \geq 4)$ normal distribution with mean $\b{\theta}$ and identity covariance matrix. For estimating $\b{\theta}$ under a quadratic loss we investigate the behavior of risks of Stein-type estimators which shrink the usual estimator toward the mean of observations. By using concavity of the function appearing in the shrinkage factor together with new expectation identities for noncentral chi-squared random variables, a characterization of estimators with nondecreasing risk is obtained.

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A study of the Korea-China-Japan trilateral relationship and national identities via principal component analysis (주성분분석으로 추정한 한·중·일 3국의 정체성)

  • Park, Heungsun;Han, Min;Yang, Un-Chul;Lee, EunJi
    • The Korean Journal of Applied Statistics
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    • v.32 no.3
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    • pp.435-450
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    • 2019
  • There is ample research on the Korea-China-Japan trilateral relationship in various directions that includes geopolitical aspects. There still exist escalated tensions in politics and diplomacy despite the remarkable growth in the economic and cultural exchanges between these countries. This study presents a way of representing national identity based on survey results via principal component analysis, and investigates if these national identities can be related to conflict and cooperation among the three countries. The results show that the attachment to the nation does not affect the conflicts between the countries and that a more friendly awareness of other countries tends to give a positive effect to cooperation between countries.