• 응용통계연구
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• 제23권1호
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• pp.73-79
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• 2010

Missing values for unit root processes are imputed by the most recent observations. Treating the imputed observations as if they are complete ones, semiparametric unit root tests are extended to missing value situations. Also, an invariance principle for the partial sum process of the imputed observations is established under some mild conditions, which shows that the extended tests have the same limiting null distributions as those based on complete observations. The proposed tests are illustrated by analyzing an unequally spaced real data set.

• 대한수학회지
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• 제33권4호
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• pp.801-811
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• 1996

Let $Z^d$ denote the set of all d-tuples of integers$(d \geq 1, a positive integer)$. The points in $Z^d$ will be denoted by $\underline{m},\underline{n}$, etc., or sometime, when necessary, more explicitly by $(m_1, m_2, \cdots, m_d)$, $(n_1, n_2, \cdots, n_d)$ etc. $Z^d$ is partially ordered by stipulating $\underline{m} \underline{<}\underline{n} iff m_i \leq n_i$ for each i, $1 \leq i \leq d$.

• 호남수학학술지
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• 제13권1호
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• pp.53-63
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• 1991

In this paper we first present the elements of the theory of families of distributions and corresponding estimators having structual properties which are preserved under certain groups of transformations, called "Invariance Principle". The invariance principle is an intuitively appealing decision principle which is frequently used, even in classical statistics. It is interesting not only in its own right, but also because of its strong relationship with several other proposal approaches to statistics, including the fiducial inference of Fisher [3, 4], the structural inference of Fraser [5], and the use of noninformative priors of Jeffreys [6]. Unfortunately, a space precludes the discussion of fiducial inference and structural inference. Many of the key ideas in these approaches will, however, be brought out in the discussion of invarience and its relationship to the use of noninformatives priors. This principle is also applied to the problem of finding the best scale invariant estimator in the scale parameter problem. Finally, several examples are subsequently given.

• 대한수학회논문집
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• 제7권2호
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• pp.213-223
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• 1992

• 대한수학회논문집
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• 제8권4호
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• pp.767-777
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• 1993

• 대한수학회보
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• 제47권6호
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• pp.1139-1153
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• 2010

Let {$X_j,\;j\geq1$} be a strictly stationary $\phi$-mixing sequence of non-degenerate random variables with $EX_1$ = 0. In this paper, we establish a self-normalized weak invariance principle and a central limit theorem for the sequence {$X_j$} under the condition that L(x) := $EX_1^2I{|X_1|{\leq}x}$ is a slowly varying function at $\infty$, without any higher moment conditions.

• 대한수학회지
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• 제31권4호
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• pp.679-689
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• 1994

Let ${X_\underline{j} : \underline{j} \in Z^d}$ be a random field on some probability space $(\Omega, F, P)$ with $EX_\underline{j} = 0, EX_\underline{j}^2 < \infty$.

• Journal of applied mathematics & informatics
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• 제1권1호
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• pp.31-42
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• 1994

In this paper we investigate an functional central limit theorem for a nonstatioary d-parameter array of associated random variables applying the crite-rion of the tightness condition in Bickel and Wichura[1971]. Our results imply an extension to the nonstatioary case of invariance principle of Burton and Kim(1988) and analogous results for the d-dimensional associated random measure. These re-sults are also applied to show a new functional central limit theorem for Poisson cluster random variables.

• 한국지능시스템학회논문지
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• 제13권2호
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• pp.231-236
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• 2003

Recently, Oussalah 〔Fuzzy Sets and Systems 128(2002) 247-260〕 investigated some theoretical results about some invariance properties concerning the relationships between the defuzzification outcomes and the arithmetic of fuzzy numbers. But, in this note we introduce some explicit calculations of the resulting fuzzy set or possibility distribution when the matter is the determination of the defuzzified value pertaining to the result of some manipulation of fuzzy quantities under t-norm based fuzzy arithmetic operations.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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• pp.227-230
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• 1995

Stability of a coupled nonautonomous ordinary differential equation is investigated. Asymptotic convergence to zero of a part of state vector is additionally shown, otherwise only uniform stability could have been concluded by the Lyapunov direct method. Obtained results could be particularly useful in analysis of nonautonomous systems in which the invariance principle does not hold. An illustrating example is given.