• Title/Summary/Keyword: rank tests

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Joint Test for Seasonal Cointegrating Ranks

  • Seong, Byeong-Chan;Yi, Yoon-Ju
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.719-726
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    • 2008
  • In this paper we consider a joint test for seasonal cointegrating(CI) ranks that enables us to simultaneously model cointegrated structures across seasonal unit roots in seasonal cointegration. A CI rank test for a single seasonal unit root is constructed and extended to a joint test for multiple seasonal unit roots. Their asymptotic distributions and selected critical values for the joint test are obtained. Through a small Monte Carlo simulation study, we evaluate performances of the tests.

Nonparametric Tests in AB/BA/AA/BB Crossover Design

  • Nam, Jusun;Kim, Dongjae
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.607-618
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    • 2002
  • Crossover design is often used in clinical trials about chronic diseases like hypertension, asthma and arthritis. In this paper, we suggest nonparametric approaches of Friedman-type rank test based on Bernard-van Elteren test and of aligned method keeping the information of blocks based on the AB/BA/AA/BB crossover design. The simulation results are presented to compare experimental error and power of several methods.

Seasonal Cointegration Rank Tests for Daily Data

  • Song, Dae-Gun;Park, Suk-Kyung;Cho, Sin-Sup
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.3
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    • pp.695-703
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    • 2005
  • This paper extends the maximum likelihood seasonal cointegration procedure developed by Johansen and Schaumburg (1999) for daily time series. The finite sample distribution of the associated rank test for dally data is also presented.

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Nonparametric Methods for Analyzing Incomplete Ranking Data

  • Lim, Dong-Hoon
    • Communications for Statistical Applications and Methods
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    • v.5 no.3
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    • pp.695-706
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    • 1998
  • In this paper we consider the setting where a group of n judges are to independently rank a series of κ objects, but the intended complete rankings are not realized and we are faced with analyzing randomly incomplete rank vectors. We discuss some tests based on Friedman statistics on the designs completed through rank imputation schemes suggested by Lordo and Wolfe (1994) and evaluate them on the basis of simulated power studies, constructing their appropriate null distributions.

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Rank Tests for Multivariate Linear Models in the Presence of Missing Data

  • Lee, Jae-Won;David M. Reboussin
    • Journal of the Korean Statistical Society
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    • v.26 no.3
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    • pp.319-332
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    • 1997
  • The application of multivariate linear rank statistics to data with item nonresponse is considered. Only a modest extension of the complete data techniques is required when the missing data may be thought of as a random sample, and an appropriate modification of the covariances is derived. A proof of the asymptotic multivariate normality is given. A review of some related results in the literature is presented and applications including longitudinal and repeated measures designs are discussed.

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Two-sample Linear Rank Tests for Efficient Edge Detection in Noisy Images (잡음영상에서 효과적인 에지검출을 위한 이표본 선형 순위 검정법)

  • Lim Dong-Hoon
    • Journal of the Korea Society of Computer and Information
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    • v.11 no.4 s.42
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    • pp.9-15
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    • 2006
  • In this paper we propose Wilcoxon test, Median test and Van der Waerden test such as linear rank tests in two-sample location problem for detecting edges effectively in noisy images. These methods are based on detecting image intensity changes between two pixel neighborhoods using an edge-height model to perform effectively on noisy images. The neighborhood size used here is small and its shape is varied adaptively according to edge orientations. We compare and analysis the performance of these statistical edge detectors on both natural images and synthetic images with and without noise.

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Two Sequential Wilcoxon Tests for Scale Alternatives

  • Mishra, Prafulla-Chandra
    • Journal of the Korean Statistical Society
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    • v.30 no.4
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    • pp.679-691
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    • 2001
  • Two truncated sequential tests are developed for the two-sample scale problem based on the usual Wilcoxon rank-sum statistic for two different dispersion indices - absolute median deviations, when the medians of the two populations X and Y are equal or known and sums of squared mean deviations, when the medians are either unknown or unequal. The first test is briefly called SWAMD test and the second SWSMD test. For the SWAMD test, the percentile points for both the one-sided and two-sided alternatives, (equation omitted) have been found by Wiener approximation and their values computed for a range of values of a and N; analytical expression for the power function has been derived through Wiener process and its performance studied for various sequential designs for exponential distribution. This test has been illustrated by a numerical example. All the results of the SWAMD test, being directly applicable to the SWSMD test, are not dealt with separately Both the tests are compared and their suitable applications indicated.

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Statistical evaluation of the monotonic models for FRP confined concrete prisms

  • Hosseinpour, Farid;Abdelnaby, Adel E.
    • Advances in concrete construction
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    • v.3 no.3
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    • pp.161-185
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    • 2015
  • FRP confining is a widely used method for seismic retrofitting of concrete columns. Several studies investigated the stress-strain behavior of FRP confined concrete prisms with square and rectangular sections both experimentally and analytically. In some studies, the monotonic stress-strain behavior of confined concrete was investigated and compressive strength models were developed. To study the reliability of these models, thorough statistical tests are required. This paper aims to investigate the reliability of the presented models using statistical tests including t-test, wilcoxon rank sum test, wilcoxon signed rank test and sign test with a level of significance of 5%. Wilk Shapiro test was also employed to evaluate the normality of the data distribution. The results were compared for different cross section and confinement types. To see the accuracy of the models when there were no significant differences between the results, the coefficient of confidence was used.

Tests for Seasonal Cointegrating Vectors

  • Seong, Byeong-C.;Cho, Sin-S.;Ahn, Sung-K.
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.275-279
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    • 2003
  • We obtain the asymptotic distributions of tests statistics for various types of seasonal cointegration based on GRR estimators of Ahn and Cho (2003). These tests are useful in testing for restrictions about cointegrating vectors after Chi-square tests for CCI and common PCIV in Ahn and Cho (2003) or tests for the known CCI and the known PCIVs have been performed.

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Separation Heuristic for the Rank-1 Chvatal-Gomory Inequalities for the Binary Knapsack Problem (이진배낭문제의 크바탈-고모리 부등식 분리문제에 대한 발견적 기법)

  • Lee, Kyung-Sik
    • Journal of Korean Institute of Industrial Engineers
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    • v.38 no.2
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    • pp.74-79
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    • 2012
  • An efficient separation heuristic for the rank-1 Chvatal-Gomory cuts for the binary knapsack problem is proposed. The proposed heuristic is based on the decomposition property of the separation problem for the fixedcharge 0-1 knapsack problem characterized by Park and Lee [14]. Computational tests on the benchmark instances of the generalized assignment problem show that the proposed heuristic procedure can generate strong rank-1 C-G cuts more efficiently than the exact rank-1 C-G cut separation and the exact knapsack facet generation.