• Title/Summary/Keyword: large-sample properties

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Posterior Consistency of Bayesian Inference of Poisson Processes

  • Kim, Yongdai
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.825-834
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    • 2002
  • Poisson processes are widely used in reliability and survival analysis. In particular, multiple event time data in survival analysis are routinely analyzed by use of Poisson processes. In this paper, we consider large sample properties of nonparametric Bayesian models for Poisson processes. We prove that the posterior distribution of the cumulative intensity function of Poisson processes is consistent under regularity conditions on priors which are Levy processes.

A study on a regression model with nonlinear time series errors (비선형시계열 오차를 갖는 회귀모형에 관한 연구)

  • 황선영
    • The Korean Journal of Applied Statistics
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    • v.8 no.2
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    • pp.187-200
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    • 1995
  • This paper is concerned with a regression model with nonlinear time series errors. Testing procedures for linearity of error terms are studied. To this end, large-sample properties of estimators of regression parameters and autoregression parameter are obtained. These results are then used to develop test statistics for testing linearity of errors. Some simulation studies are shown.

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Asymptotic Normality for Threshold-Asymmetric GARCH Processes of Non-Stationary Cases

  • Park, J.A.;Hwang, S.Y.
    • Communications for Statistical Applications and Methods
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    • v.18 no.4
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    • pp.477-483
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    • 2011
  • This article is concerned with a class of threshold-asymmetric GARCH models both for stationary case and for non-stationary case. We investigate large sample properties of estimators from QML(quasi-maximum likelihood) and QL(quasilikelihood) methods. Asymptotic distributions are derived and it is interesting to note for non-stationary case that both QML and QL give asymptotic normal distributions.

Testing Goodness of Fit in Nonparametric Function Estimation Techniques for Proportional Hazards Model

  • Kim, Jong-Tae
    • Communications for Statistical Applications and Methods
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    • v.4 no.2
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    • pp.435-444
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    • 1997
  • The objective of this study is to investigate the problem of goodness of fit testing based on nonparametric function estimation techniques for the random censorship model. The small and large sample properties of the proposed test, $E_{mn}$, were investigated and it is shown that under the proportional hazard model $E_{mn}$ has higher power compared to the powers of the Kolmogorov -Smirnov, Kuiper, Cramer-von Mises, and analogue of the Cramer-von Mises type test statistic.

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Testing Goodness-of-Fit for No Effect Models

  • Sungho Lee;Jongtae Kim;GyoungAe Moon
    • Communications for Statistical Applications and Methods
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    • v.5 no.3
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    • pp.935-944
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    • 1998
  • This paper investigates the problem of goodness of fit tests for no effect model. The proposed test statistic $Z_{mn}$ is obtained by multiplying constant on the model free curve estimation techniques. The small and large sample properties of$Z_{mn}$ are investigated and the good results of power studies for the proposed test are illustrated.

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Nonparametric Reliability Estimation in Strength-Stress Model: B-Spline Approach

  • Kim, Jae-Joo;Na, Myung-Hwan;Lee, Kang-Hyun
    • Journal of Korean Society for Quality Management
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    • v.27 no.2
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    • pp.152-162
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    • 1999
  • In this paper we develope a new nonparametric estimator of the reliability in strength-stress model. This estimator is constructed using the maximum likelihood estimate of cumulative failure rate in the class of distributions which have piecewise linear failure rate functions between each pair of observations. Large sample properties of our estimator are examined. The proposed estimator is compared with previously known estimator by Monte Carlo study.

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Unidirectional Sintering in LTCC Substrate (LTCC 기판의 일 방향 소결)

  • Sun Yong-Bin;Ahn Ju-Hwan;Kim Seuk-Buom
    • Journal of the Microelectronics and Packaging Society
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    • v.11 no.4 s.33
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    • pp.37-41
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    • 2004
  • As mobile communication devices use wide bands for large data transmission, Low Temperature Co-fired Ceramic(LTCC) has been a candidate for module substrate, for it provides better electrical properties and enables various embedded passive devices compared to conventional PCB. The LTCC, however, has applied in limited area because of non-uniform shrinkage. Hybrid heating was developed to raise sample temperature uniformly in a short period of time This leads to unidirectional sintering which enables sample to be sintered layer by layer from the bottom, resulting in more stable shape of interconnection at the top surface of the sample than conventional electric furnace heating. When sintering properties of substrate and electrical/mechanical properties of interconnection were compared, hybrid heating showed possibility to be applicable to substrate miniaturization and interconnection densification superior to electric furnace heating.

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Physical and Dielectric Properties of Aluminoborosilicate-Based Dielectrics Containing Different Divalent Oxides

  • Shin, Dong-Wook;Saji, Viswanathan S.;Gupta, Ravindra K.;Cho, Yong-Soo
    • Journal of the Korean Ceramic Society
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    • v.44 no.11
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    • pp.613-617
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    • 2007
  • The variations of physical and dielectric properties of low temperature dielectrics based on typical aluminoborosilicate glasses modified with several divalent oxides were investigated. The divalent oxides studied here included CaO, MgO, BaO, SrO and ZnO. All samples containing either 35 wt% or 45 wt% alumina filler were prepared at the same processing condition and then fired at $850^{\circ}C$ for 30 min. The resultant characteristics of fired samples depended on the choice of the divalent ion and the content of the alumina filler. Except for the ZnO modification, all other samples containing 35 wt% filler demonstrated promising densification as they exhibited reasonably high densities of 3.07-3.31 $g/cm^3$ and high shrinkages of 14.0-16.4%. Particularly, the sample containing ZnO was distinguished with large variations compared to the base sample, which can be highlighted with earlier densification and crystallization at unexpectedly low temperatures. The negative effects of the ZnO modification on densification and dielectric properties were thought to be associated with earlier crystallization potentially by influencing effective densification via viscous flow. As an optimum composition, the sample containing only CaO showed the most promising characteristics such as $k{\sim}8.05$ and $tan{\delta}{\sim}0.0018$ when 35 wt% alumina filler was used.

Growth of ZnO thin films by MOCVD using the buffer layers grown at high temperature (고온 버퍼층을 이용한 ZnO 박막의 MOCVD 성장)

  • Kim, Dong-Chan;Kong, Bo-Hyun;Cho, Hyung-Koun
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 2006.06a
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    • pp.108-109
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    • 2006
  • ZnO semiconductor has a wide band gap of 3.37 eV and a large exciton binding energy of 60 meV, and displays excellent sensing and optical properties. In particular, ZnO based 1D nanowires and nanorods have received intensive attention because of their potential applications in various fields. We grew ZnO buffer layers prior to the growth of ZnO nanorods for the fabrication of the vertically well-aligned ZnO nanorods without any catalysts. The ZnO nanorods were grown on Si (111) substrates by vertical MOCVD. The ZnO buffer layers were grown with various thicknesses at $400^{\circ}C$ and their effect on the formation of ZnO nanorods at $300^{\circ}C$ was evaluated by FESEM, XRD, and PL. The synthesized ZnO nanorods on the ZnO film show a high quality, a large-scale uniformity, and a vertical alignment along the [0001]ZnO compared to those on the Si substrates showing the randomly inclined ZnO nanorods. For sample using ZnO buffer layer, 1D ZnO nanorods with diameters of 150-200 nm were successively fabricated at very low growth temperature, while for sample without ZnO buffer the ZnO films with rough surface were grown.

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Modified partial least squares method implementing mixed-effect model

  • Kyunga Kim;Shin-Jae Lee;Soo-Heang Eo;HyungJun Cho;Jae Won Lee
    • Communications for Statistical Applications and Methods
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    • v.30 no.1
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    • pp.65-73
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    • 2023
  • Contemporary biomedical data often involve an ill-posed problem owing to small sample size and large number of multi-collinear variables. Partial least squares (PLS) method could be a plausible alternative to an ill-conditioned ordinary least squares. However, in the case of a PLS model that includes a random-effect, how to deal with a random-effect or mixed effects remains a widely open question worth further investigation. In the present study, we propose a modified multivariate PLS method implementing mixed-effect model (PLSM). The advantage of PLSM is its versatility in handling serial longitudinal data or its ability for taking a randomeffect into account. We conduct simulations to investigate statistical properties of PLSM, and showcase its real clinical application to predict treatment outcome of esthetic surgical procedures of human faces. The proposed PLSM seemed to be particularly beneficial 1) when random-effect is conspicuous; 2) the number of predictors is relatively large compared to the sample size; 3) the multicollinearity is weak or moderate; and/or 4) the random error is considerable.