• Communications for Statistical Applications and Methods
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• 제8권3호
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• pp.867-873
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• 2001

In this paper we propose a family of skew- f distributions. The family is derived by a scale mixtures of skew-normal distributions introduced by Azzalini (1985) and Henze (1986). The salient features of the family are mathematical tractability and strict inclusion of the normal law. Further it includes a shape parameter, to some extent, controls the index of skewness. Necessary theory involved in deriving the family of distributions is provided and main properties of the family are also studied.

• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.323-333
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• 2005

In this paper, we develop a MCMC method for estimating the skew normal distributions. The method utilizing the data augmentation technique gives a simple way of inferring the distribution where fully parametric frequentist approaches are not available for small to moderate sample cases. Necessary theories involved in the method and computation are provided. Two numerical examples are given to demonstrate the performance of the method.

• Communications for Statistical Applications and Methods
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• 제29권3호
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• pp.333-351
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• 2022

The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and Student's-t distributions as special cases. In this work, we propose an EM-type algorithm for computing the maximum likelihood estimates for skew-t linear regression models with censored response. In contrast with previous proposals, this algorithm uses analytical expressions at the E-step, as opposed to Monte Carlo simulations. These expressions rely on formulas for the mean and variance of a truncated skew-t distribution, and can be computed using the R library MomTrunc. The standard errors, the prediction of unobserved values of the response and the log-likelihood function are obtained as a by-product. The proposed methodology is illustrated through the analyses of simulated and a real data application on Letter-Name Fluency test in Peruvian students.

• Communications for Statistical Applications and Methods
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• 제30권6호
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• pp.605-629
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• 2023

This paper proposes some diagnostics procedures for the skew-t linear regression model with censored response. The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and student's-t distributions as special cases. Inspired by the power and wide applicability of the EM-type algorithm, local and global influence analysis, based on the conditional expectation of the complete-data log-likelihood function are developed, following Zhu and Lee's approach. For the local influence analysis, four specific perturbation schemes are discussed. Two real data sets, from education and economics, which are right and left censoring, respectively, are analyzed in order to illustrate the usefulness of the proposed methodology.

• Journal of the Korean Data and Information Science Society
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• 제24권6호
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• pp.1211-1219
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• 2013

최근 많은 통계 이론과 응용 문제에 정규분포의 대안으로 왜정규분포에 대한 활용이 높아지고 있다. 본 논문에서는 왜정규분포에 기반한 표본평균의 분포함수에 대한 안장점근사를 다루었다. 안장점근사는 기존의 정규근사에 비해 매우 뛰어난 정확성을 보일 뿐 아니라, 소표본에서도 정확한 근사결과를 제공한다. 본 논문에서 제시한 왜정규분포에 관련된 안장점근사는 복잡한 계산이 요구되는 기존의 Gupta와 Chen (2001)과 Chen 등 (2004)에 대한 근사적 방법으로 사용될 수 있다. 모의실험을 통해 표본평균의 분포함수에 대한 제안된 안장점근사의 정확도를 확인하고, 실제 자료에 대한 응용으로 Roberts (1966)의 쌍둥이 자료의 분석에 적용하였다.

• Communications for Statistical Applications and Methods
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• 제19권4호
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• pp.591-595
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• 2012

We frequently use Tukey's boxplot to identify outliers in the batch of observations of the continuous variable. In doing so, we implicitly assume that the underlying distribution belongs to the family of normal distributions. Such a practice of data handling is often superficial and improper, since in reality too many variables manifest the skewness. In this short paper, we build a modified boxplot and set the outlier identification procedure by assuming that the observations are generated from the skew normal distribution (Azzalini, 1985), which is an extension of the normal distribution. Statistical performance of the proposed procedure is examined with simulated datasets.

• 응용통계연구
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• 제29권4호
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• pp.571-579
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• 2016

이차형식 통계량의 분포함수에 대한 연구는 주로 다변량 정규분포의 가정하에서 진행되어 왔다. 최근 다변량 정규분포를 포함하는 다변량 왜정규분포에 대한 연구가 활발하다. 본 논문에서는 다변량 왜정규분포의 가정하에서 이차형식 통계량의 분포함수에 대한 근사를 다루었다. 근사의 방법으로는 소표본에서도 정확도가 뛰어난 근사법으로 알려진 안장점근사를 사용하였으며, 모의실험을 통해 그 정도를 확인하였다.

• Wind and Structures
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• 제16권3호
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• pp.279-300
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• 2013

This paper presents a new analysis framework for predicting the internal buffeting forces in bridge components under skew wind. A linear regressive model between the internal buffeting force and deformation under normal wind is derived based on mathematical statistical theory. Applying this regression model under normal wind and the time history of buffeting displacement under skew wind with different yaw angles in wind tunnel tests, internal buffeting forces in bridge components can be obtained directly, without using the complex theory of buffeting analysis under skew wind. A self-anchored suspension bridge with a main span of 260 m and a steel arch bridge with a main span of 450 m are selected as case studies to illustrate the application of this linear regressive framework. The results show that the regressive model between internal buffeting force and displacement may be of high significance and can also be applied in the skew wind case with proper regressands, and the most unfavorable internal buffeting forces often occur under yaw wind.

• Communications for Statistical Applications and Methods
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• 제19권6호
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• pp.793-798
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• 2012

In this paper, we propose regression methods based on the likelihood function. We assume Arnold-Beaver Skew Normal(ABSN) errors in a simple linear regression model. It was shown that the novel method performs better with an asymmetric data set compared to the usual regression model with the Gaussian errors. The utility of a novel method is demonstrated through simulation and real data sets.

• 대한수학회지
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• 제47권3호
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• pp.455-466
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• 2010

For an endomorphism $\alpha$ of a ring R, we introduce the weak $\alpha$-skew Armendariz rings which are a generalization of the $\alpha$-skew Armendariz rings and the weak Armendariz rings, and investigate their properties. Moreover, we prove that a ring R is weak $\alpha$-skew Armendariz if and only if for any n, the $n\;{\times}\;n$ upper triangular matrix ring $T_n(R)$ is weak $\bar{\alpha}$-skew Armendariz, where $\bar{\alpha}\;:\;T_n(R)\;{\rightarrow}\;T_n(R)$ is an extension of $\alpha$ If R is reversible and $\alpha$ satisfies the condition that ab = 0 implies $a{\alpha}(b)=0$ for any a, b $\in$ R, then the ring R[x]/($x^n$) is weak $\bar{\alpha}$-skew Armendariz, where ($x^n$) is an ideal generated by $x^n$, n is a positive integer and $\bar{\alpha}\;:\;R[x]/(x^n)\;{\rightarrow}\;R[x]/(x^n)$ is an extension of $\alpha$. If $\alpha$ also satisfies the condition that ${\alpha}^t\;=\;1$ for some positive integer t, the ring R[x] (resp, R[x; $\alpha$) is weak $\bar{\alpha}$-skew (resp, weak) Armendariz, where $\bar{\alpha}\;:\;R[x]\;{\rightarrow}\;R[x]$ is an extension of $\alpha$.