• Communications for Statistical Applications and Methods
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• 제22권2호
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• pp.121-135
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• 2015

We consider testing equality of mean functions from two samples of functional data. A novel test based on the adaptive Neyman methodology applied to the Hotelling's T-squared statistic is proposed. Under the enlarged null hypothesis that the distributions of the two populations are the same, randomization methods are proposed to find a null distribution which gives accurate significance levels. An extensive simulation study is presented which shows that the proposed test works very well in comparison with several other methods under a variety of alternatives and is one of the best methods for all alternatives, whereas the other methods all show weak power at some alternatives. An application to a real-world data set demonstrates the applicability of the method.

• Journal of the Korean Statistical Society
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• 제19권2호
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• pp.128-138
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• 1990

In this paper we study the properties of nonparametric tests for testing the null hypothesis of no changes against one sided and two sideds alternatives in scale parameter at unknown point. We first propose two types of nonparametric tests based on linear rank statistics and rank-like statistics, respectively. For these statistics, we drive the asymptotic distributions under the null and contiguous alternatives. The main theoreticla tools used for derivation are the stochastic process representation of the test staistic and the Brownian bridge approximation. We evaluate the Pitman efficiencies of the test for the contiguous alternatives, and also compute empirical power by Monte Carlo simulation.

• 응용통계연구
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• 제6권1호
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• pp.125-143
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• 1993

관측치가 (0, T]의 구간에서 균일하게 분포한다는 가설에 대하여, 관측치의 집락화를 검정하는 과정에서 스캔 통계량을 사용할 수 있다. 본 논문에서는 스캔 통계량의 확률분포의 근사분포가 어떠한 이론적 배경으로 개선되어 왔는 지를 고찰하고, 실제로 응용된 예를 살펴보기로 한다. 광물 매장을 조사하기 위한 항공탐사, 두 개의 아미노산 염기서열(amino-acid sequence)을 비교하는 과정에서 스캔 통계량은 사용되어 왔다. 지놈(genome)의 連鎖(sequence)에서 돌연변이가 발생한 위치에 대하여 집락의 가능성을 검색하는 방법으로 스캔 통계량을 이용할 수 있음을 보이고, 이에 대한 구체적인 문제 구성은 추후 연구과제로 제시한다.

• Journal of the Korean Statistical Society
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• 제36권2호
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• pp.257-274
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• 2007

This paper considers the tests for the presence of smooth transition non-linearity in the partially nonstationary vector autoregressive model. The transition parameters cannot be identified under the null hypothesis of linearity, and therefore this paper develops the tests for smooth transition nonlinearity, the associated asymptotic theory and the bootstrap inference. The Monte Carlo simulation evidence shows that the bootstrap inference generates moderate size and power performances.

• Communications for Statistical Applications and Methods
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• 제14권2호
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• pp.443-457
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• 2007

This paper deals with the problem of testing the existence of change in mean and estimating the change-point using nonparametric bootstrap technique. A test statistic using Gombay and Horvath (1990)'s functional form is applied to derive a test statistic and nonparametric change-point estimator with bootstrapping idea. Achieved significance level of the test is calculated for the proposed test to show the evidence against the null hypothesis. MSE and percentiles of the bootstrap change-point estimators are given to show the distribution of the proposed estimator in simulation.

• Journal of the Korean Statistical Society
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• 제30권1호
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• pp.63-76
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• 2001

An adaptive estimation and testing method is proposed for comparing dispersions among several ordered groups. Based upon the large sampling theory for nonparametric quartile estimators, we derive the order restricted estimators and construct a simple test statistic. This test statistic has a mixture of several chi-square distributions as its asymptotic null distribution. The proposed test is illustratively applied to survival time data for the patients with carcinoma of the oropharynx.

• Journal of the Korean Statistical Society
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• 제23권1호
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• pp.103-114
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• 1994

For a $2 \times 2$ factorial design without the restriction of a linear model or without regard to error terms having homoscedasticity, under the null hypothesis of no interaction we can have the rank transformed F statistic for interaction converge in distribution to a chi-squared random variable with one degree of random if and only if there is only main effect.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2002년도 추계 학술발표회 논문집
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• pp.79-83
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• 2002

A phase III clinical trial of a new drug for neutropenia induced by chemotherapy is presented and consider adding random effects in crossover design which was used in the clinical study. The diagnostics for its heteroscedasticity based on score statistic is derived for detecting homoscedasticity of errors in crossover design. A small simulation study is peformed to investigate the finite sample behaviour of the test statistic which is known to have an asymptotic chi-square distribution under the null hypothesis.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 1998년도 추계학술대회 논문집
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• pp.271-274
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• 1998

In this paper we examine long-term memory of the financial time-series by employing the R/S analysis, the Hurst exponent estimation, and the modified R/S analysis. The null hypothesis of white-noise is tested using the NYSE daily indexes from January 1966 to July 1998, and the results show that long-range dependence exists before the apparent structural break of the Black Monday in 1987.

• Journal of the Korean Data and Information Science Society
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• 제20권1호
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• pp.237-250
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• 2009

We consider a nonparametric test procedure for the multi-sample problem with grouped data. We construct the test statistics based on the scores obtained from the likelihood ratio principle and derive the limiting distribution under the null hypothesis. Also we illustrate our procedure with an example and obtain the asymptotic properties under the Pitman translation alternatives. Also we discuss some concluding remarks. Finally we derive the covariance between components in the Appendix.