• Communications for Statistical Applications and Methods
• /
• v.22 no.1
• /
• pp.41-54
• /
• 2015

In this article, we propose nonconcave penalties on a reduced-rank regression model to select variables and estimate coefficients simultaneously. We apply HARD (hard thresholding) and SCAD (smoothly clipped absolute deviation) symmetric penalty functions with singularities at the origin, and bounded by a constant to reduce bias. In our simulation study and real data analysis, the new method is compared with an existing variable selection method using $L_1$ penalty that exhibits competitive performance in prediction and variable selection. Instead of using only one type of penalty function, we use two or three penalty functions simultaneously and take advantages of various types of penalty functions together to select relevant predictors and estimation to improve the overall performance of model fitting.

• The Korean Journal of Applied Statistics
• /
• v.30 no.3
• /
• pp.427-439
• /
• 2017

Quade (1967) proposed RANK ANCOVA, which is a nonparametric method to test differences between treatments when there are covariates. Hwang and Kim (2012) also proposed a joint placement test on covariate-adjusted residuals. In this paper, we proposed a new nonparametric method to control the effect of covariate on a response variable that uses linear statistics on covariate adjusted-residuals. The score function used in the linear statistics was proposed by Jeon and Kim (2016). Monte Carlo simulation is also conducted to compare the empirical powers of the proposed method with previous methods.

• Journal of the Korean Statistical Society
• /
• v.32 no.2
• /
• pp.151-162
• /
• 2003

In this paper, we propose two selection procedures for selecting populations better than a control population. The bestness is defined in terms of location parameter. One of the procedures is based on two-sample linear rank statistics whereas the other one is based on a comparatively simple statistic, and is useful when testing time is expensive so that an early termination of an experiment is desirable. The proposed selection procedures are seen to be strongly monotone. Performance of the proposed procedures is assessed through simulation study.

• Communications for Statistical Applications and Methods
• /
• v.13 no.2
• /
• pp.359-368
• /
• 2006

In this paper we derived the asymptotic relative efficiency, ARE(ms, rs), of our new score function with respect to the McKean and Sievers scores for the asymmetric error distributions which often occur in practice. We thoroughly explored the asymptotic relative efficiency, ARE(ms, rs), of our score function that provides much improvement over the McKean and Sievers scores for all values of r and s under asymmetric distributions.

• Journal of the Korean Statistical Society
• /
• v.23 no.1
• /
• pp.135-149
• /
• 1994

We discussed a comparison of distribution-free two-sample procedures based on placements or ranks. Iterative asymptotic distribution of both two-sample procedures is studies and small sample Monte Carlo simulation results are presented. Also, we proposed the Hodges-Lehmann type location estimator based on linear placement statistics.

• Proceedings of the Korean Reliability Society Conference
• /
• 2000.11a
• /
• pp.363-363
• /
• 2000

We derive an asymptotic relation between the scores for the censored and uncensored observations for the untied value case among uncensored observations. With this relation, we show that two types of the linear rank statistics which are based on any consistent estimates of the distribution function, are asymptotically equivalent. Also, we discuss another asymptotic equivalence considered by Cuzick (1985).

• Journal of the Korean Statistical Society
• /
• v.26 no.2
• /
• pp.223-229
• /
• 1997

It is demonstrated that many standard nonparametric test such as the Mann-Whitney-Wilcoxon test, the Fisher-Yates test, the Savage test and the median test are admissible for a two-sample nonparametric testing problem. The admissibility of the Kruskal-Wallis test is demonstrated for a nonparametric one-way layout testing problem.

• Journal of Korea Multimedia Society
• /
• v.12 no.9
• /
• pp.1210-1216
• /
• 2009

In this paper we analyze the convergence behavior of the recursive least rank (RLR) L-filter. The RLR L-filter is an order statistics filter, filter coefficients of which are the weights according to the order of magnitude of inputs. And RLR L-filter is a non-linear adaptive filter, that uses RLR algorithm for coefficient updating. The RLR algorithm is a non-linear adaptive algorithm based on rank estimates in Robust statistics. The mean and mean-squared convergence behavior of the RLR L-filter is examined with variable step-sizes. The RLR L-filter adapts the median filter type to the heavy-tailed distribution function of impulse noise, and adapts the average filter type to Gaussian noises.

• Journal of the Korea Institute of Information and Communication Engineering
• /
• v.6 no.4
• /
• pp.639-644
• /
• 2002

Nonlinear filters which are utilized rank-order information and temporal-order information, have many proposed, in order to restore nonstationary signals which are corrupted by additive noise. In this paper, we propose a data-dependent LWOS filter whose coefficients change based on local statistics. LWOS(Linear Combination of Weighted Order Statistics) filters［1］which also utilized two informations, and have properties of efficient impulsive and nonimpulsive noise attenuation and sufficiently details and edges preservation. DD-LWOS filters can remove non-impulsive oises while preserving signal details. DD-LWOS2 filter gets more better performance than DD-LWOS filter when input image corrupted by additive noise which includes Impulsive noise components.

• The Korean Journal of Applied Statistics
• /
• v.9 no.1
• /
• pp.139-152
• /
• 1996

In this paper we propose nonparametric tests using optimal weights for umbrella alternatives in a randomized block design. We obtain the optimal weights by maximizing the asymptotic relative efficiency of the proposed test statistics with respect to Mack and Wolf(1981) type test statistic, and investigate asymptotic relative efficiencies of the proposed test statistics using these optimal weights relative to Mack and Wolfe type statistics and linear rank statistic. Throughout simulations for small samples, the proposed test statistic has good powers rather than the other two tests when the block sizes are different.