• 대한수학회논문집
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• 제20권1호
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• pp.145-159
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• 2005

In this paper we consider the problem of testing statistical hypotheses for unknown parameters in nonlinear regression models and propose three asymptotically equivalent tests based on regression quantiles estimators, which are Wald test, Lagrange Multiplier test and Likelihood Ratio test. We also derive the asymptotic distributions of the three test statistics both under the null hypotheses and under a sequence of local alternatives and verify that the asymptotic relative efficiency of the proposed test statistics with classical test based on least squares depends on the error distributions of the regression models. We give some examples to illustrate that the test based on the regression quantiles estimators performs better than the test based on the least squares estimators of the least absolute deviation estimators when the disturbance has asymmetric and heavy-tailed distribution.

• 한국정보과학회논문지:소프트웨어및응용
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• 제41권8호
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• pp.598-604
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• 2014

본 연구는 주요변수를 선정하는 기법을 개발하기 위해서 단계적 회귀와 변수들의 효율성을 평가하기 위해 사용되는 자료봉합분석을 결합한 새로운 방법을 제안하였다. 이를 위해서 먼저 단계적 회귀를 이용하여 중요 변수들을 일차적으로 선정하고, 선정된 각 변수들의 중요도를 이해하기 위해 귀무가설을 세웠고, 중요 변수를 선택하기 위해 Kruskal-Wallis 검정을 사용했다. 또한 해당되는 변수를 Conover-Inman 검정을 사용하여 변동이 발생하는 각 변수들의 우선순위를 결정하였다. 따라서 그 결과, 많은 변수들과 DEA(Data Envelopment Analysis)의 한계를 극복하기 위해 원래 계획된 변수들 중 기준에 의해 원래 유지된 변수와 높은 연관성을 가진 변수들을 남기는 방식으로 변수를 선정하는 기법을 개발한 Jenkins의 기존연구에서는 I2, I4, I5, I6 변수가 누락되었고 I1, I3 변수만이 DEA에 사용되었지만, 본 논문에서 제안된 모델의 효율성 결과로는 I2와 I4 변수를 각각 유지하였다. 본 연구는 다른 문헌에서 단계적 변수의 선택을 보여주기 위해 같은 데이터 집합을 사용하였는데, 여기서 Jenkins의 연구와 같이 변수 I6과 I1, I2를 삭제하였고, I3, I4, I5는 유지하였다. 결론적으로 단계적 회귀 DEA 모델을 사용하여 긴 계산적 절차 없이 변수 선택이 가능함을 발견했으며 기존 연구의 데이터를 적용하여 제안된 모델을 검증하였다. 개발한 DEA모델 결과는 상호 변수에 따라 포함되거나 생략할 수 있기 때문에 실제 현실 상황에서의 지식과 경영적 판단에 매우 유용할 것이다.

• 한국항공우주학회지
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• 제50권11호
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• pp.801-807
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• 2022

본 논문에서는 초소형 S-대역 PCM/FM 텔레메트리 송신기를 제안한다. 크기의 소형화로 한정적인 공간에 적용이 가능하며 운용 환경 및 시스템마다 다르게 설정되는 규격에도 안정적인 데이터 송신이 가능한 장비를 설계 및 제작하였다. 장비의 소형화를 위하여 RF 직접변환 구조를 적용하였으며, 최소한의 소자로 송신기의 역할을 수행할 수 있도록 1장의 인쇄회로기판에 RF송신반, 전원분배반, 신호처리반을 구현하였다. 목표한 규격대로 성능의 저하 없이 S-대역(2,200~2,400MHz)에서 1~10W의 출력 가변이 가능하고 390kbps~12.5Mbps의 Data Rate 설정이 가능하도록 설계 및 제작을 진행하였다. 설계 검증을 위하여 장비를 제작한 후 RF 성능 시험 및 비트오류율 측정 시험을 진행하였다. 본 장비는 IRIG (Inter-Range Instrumentation Group) 표준이 제시하는 PCM/FM 변조 신호의 OBW(Occupied Bandwidth), null-to-null 대역폭, 1st IMD(Inter Modulation Distortion), Spurious Emission, Phase Noise 특성이 만족함을 확인하였으며, 송신기 점검 장비를 이용하여 본 장비가 전달받은 Data를 왜곡 없이 정상적으로 송신함을 확인하였다.

• Journal of the Korean Data and Information Science Society
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• 제15권4호
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• pp.921-934
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• 2004

We consider the problem of identifying and testing outliers in linear regression. First, we consider the scale-ratio tests for testing the null hypothesis of no outliers. A test based on the ratio of two residual scale estimates is proposed. We show the asymptotic distribution of test statistics and investigate the properties of the test. Next we consider the problem of identifying the outliers. A forward procedure based on the suggested test is proposed and shown to perform fairly well. The forward procedure is unaffected by masking and swamping effects because the test statistics used a robust scale estimate.

• Communications for Statistical Applications and Methods
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• 제23권2호
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• pp.163-177
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• 2016

We consider a jump diffusion process for high-frequency financial asset data. We apply the stationary bootstrapping to construct a bootstrap test for jumps. First-order asymptotic validity is established for the stationary bootstrapping of the jump ratio test under the null hypothesis of no jump. Consistency of the stationary bootstrap test is proved under the alternative of jumps. A Monte-Carlo experiment shows the advantage of a stationary bootstrapping test over the test based on the normal asymptotic theory. The proposed bootstrap test is applied to construct continuous-jump decomposition of the daily realized variance of the KOSPI for the year 2008 of the world-wide financial crisis.

• Genomics & Informatics
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• 제16권3호
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• pp.52-58
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• 2018

In this report, we present a case study of how pharmacogenomics and pharmacometabolomics can be useful to characterize safety and pharmacokinetic profiles in early phase new drug development clinical trials. During conducting a first-in-human trial for a new molecular entity, we were able to determine the mechanism of dichotomized variability in plasma drug concentrations, which appeared closely related to adverse drug reactions (ADRs) through integrated omics analysis. The pharmacogenomics screening was performed from whole blood samples using the Affymetrix DMET (Drug-Metabolizing Enzymes and Transporters) Plus microarray, and confirmation of genetic variants was performed using real-time polymerase chain reaction. Metabolomics profiling was performed from plasma samples using liquid chromatography coupled with quadrupole time-of-flight mass spectrometry. A GSTM1 null polymorphism was identified in pharmacogenomics test and the drug concentrations was higher in GSTM1 null subjects than GSTM1 functional subjects. The apparent drug clearance was 13-fold lower in GSTM1 null subjects than GSTM1 functional subjects (p < 0.001). By metabolomics analysis, we identified that the study drug was metabolized by cysteinylglycine conjugation in GSTM functional subjects but those not in GSTM1 null subjects. The incidence rate and the severity of ADRs were higher in the GSTM1 null subjects than the GSTM1 functional subjects. Through the integrated omics analysis, we could understand the mechanism of inter-individual variability in drug exposure and in adverse response. In conclusion, integrated multi-omics analysis can be useful for elucidating the various characteristics of new drug candidates in early phase clinical trials.

• Journal of the Korean Statistical Society
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• 제32권2호
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• pp.163-174
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• 2003

We propose a test for independence of bivariate censored data under univariate censorship. To do this, we first introduce a process defined by the difference between bivariate survival function estimator proposed by Lin and Ying (1993) and the product of the product-limit estimators (Kaplan and Meier, 1958) for the marginal survival functions, and derive its asymptotic properties under the null hypothesis of independence. We propose a Cramer-von Mises-type test procedure based on the process . We conduct simulation studies to investigate the finite-sample performance of the proposed test and illustrate the proposed test with a real example.

• Communications for Statistical Applications and Methods
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• 제26권6호
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• pp.623-633
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• 2019

This paper proposes two distance measures between two cumulative hazard functions that can be obtained by comparing their difference and ratio, respectively. Then we estimate the measures and present goodness of t test statistics. Since the proposed test statistics are expressed in terms of the cumulative hazard functions, we can easily give more weights on earlier (or later) departures in cumulative hazards if we like to place an emphasis on earlier (or later) departures. We also show that these test statistics present comparable performances with other well-known test statistics based on the empirical distribution function for an exponential null distribution. The proposed test statistic is an omnibus test which is applicable to other lots of distributions than an exponential distribution.

• Communications for Statistical Applications and Methods
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• 제25권5호
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• pp.559-568
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• 2018

Gene classification can involve complex order-restricted inference. Examining gene expression pattern across groups with order-restriction makes standard statistical inference ineffective and thus, requires different methods. For this problem, Roy's union-intersection principle has some merit. The M-estimator adjusting for outlier arrays in a microarray study produces a robust test statistic with distribution-insensitive clustering of genes. The M-estimator in conjunction with a union-intersection principle provides a nonstandard robust procedure. By exact permutation distribution theory, a conditionally distribution-free test based on the proposed test statistic generates corresponding p-values in a small sample size setup. We apply a false discovery rate (FDR) as a multiple testing procedure to p-values in simulated data and real microarray data. FDR procedure for proposed test statistics controls the FDR at all levels of ${\alpha}$ and ${\pi}_0$ (the proportion of true null); however, the FDR procedure for test statistics based upon normal theory (ANOVA) fails to control FDR.

• Journal of the Korean Statistical Society
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• 제30권3호
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• pp.347-366
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• 2001

Robust analogues of the likelihood ratio test are considered for testing of hypotheses involving multiple discrete distributions. The test statistics are generalizations of the Hellinger deviance test of Simpson(1989) and disparity tests of Lindsay(1994), obtained by looking at a 'penalized' version of the distances; harris and Basu (1994) suggest that the penalty be based on reweighting the empty cells. The results show that often the tests based on the ordinary and penalized distances enjoy better robustness properties than the likelihood ratio test. Also, the tests based on the penalized distances are improvements over those based on the ordinary distances in that they are much closer to the likelihood ratio tests at the null and their convergence to the x$^2$ distribution appears to be dramatically faster; extensive simulation results show that the improvement in performance of the tests due to the penalty is often substantial in small samples.