• Communications for Statistical Applications and Methods
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• 제19권1호
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• pp.85-95
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• 2012

In this paper we define extended negative quadrant dependence which is weaker negative quadrant dependence and show conditions for having extended negative quadrant dependence property. We also derive generalized Farlie-Gumbel-Morgenstern uniform distributions that possess the extended quadrant dependence property.

• Journal of the Korean Statistical Society
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• 제27권2호
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• pp.205-220
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• 1998

Dependence concepts for ordered two-way contingency tables have been of considerable interest. We consider a dependence concept which is less restrictive than likelihood ratio dependence and more restrictive than regression dependence. Maximum likelihood estimation of cell probability under this dependence restriction is studied. The likelihood ratio statistics for and against this dependence are proposed and their large sample distributions are derived. A real data is analyzed to illustrate the estimation and testing procedures.

• Communications for Statistical Applications and Methods
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• 제5권1호
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• pp.193-203
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• 1998

In this paper, we introduce a new concept of the multivariate positive dependence. This concept is weaker than the positive orthant dependence. Some basic properties and preservation results are presented.

• Communications for Statistical Applications and Methods
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• 제9권2호
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• pp.367-379
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• 2002

We introduce a new concept of $\theta$ conditionally independent and positive and negative dependence of bivariate stochastic processes and their corresponding hitting times. We have further extended this theory to stronger conditions of dependence similar to those in the literature of positive and negative dependence and developed theorems which relate these conditions. Finally we are given some examples to illustrate these concepts.

• 응용통계연구
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• 제17권3호
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• pp.519-533
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• 2004

본 연구에서는 베리오그램 추정을 통한 공간 종속성 추정방법에 있어서 의사우도 사용 방법을 설명하고, 모의실험을 통하여 전통적으로 사용되는 다른 방법들과 그 특성을 비교하고자 한다. 의사우도를 이용한 공간 종속 추정방법들은 그 통계적 성질이 우수할 뿐만 아니라, 전통적인 방법들에서 요구되어지는 관측치가 갖는 래그(lag)들을 미리 지정된 래그로 그룹화하는 과정이 필요 없어서 활용상의 우수성도 함께 가지고 있다. 또한, 이 방법에 대한 로버스트 방법을 개발하고 그 특성을 알아보고자 한다.

• Journal of the Korean Statistical Society
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• 제26권1호
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• pp.131-146
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• 1997

In this paper the problem of measuring the stochastic dependence among sets fo random variates is considered, and attention is specifically directed to forming a single well-defined measure of the dependence among sets of normal variates. A new information theoretic measure of the dependence called dependence index (DI) is introduced and its several properties are studied. The development of DI is based on the generalization and normalization of the mutual information introduced by Kullback(1968). For data analysis, minimum cross entropy estimator of DI is suggested, and its asymptotic distribution is obtained for testing the existence of the dependence. Monte Carlo simulations demonstrate the performance of the estimator, and show that is is useful not only for evaluation of the dependence, but also for independent model testing.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.269-273
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• 2003

We consider an efficient parametric estimation method of spatial dependence in weak stationary processes. Spatial dependence is modeled through variogram and correlogram. Most of parametric estimation methods of correlogram use two step method; nonparametric estimation and parametric integration. We bind these two steps into one step by using GEE method instead of least squares type optimization. Our one step method is more efficient statistically and gives a clear interpretation of related concepts used in traditional two step methods.

• Communications for Statistical Applications and Methods
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• 제3권2호
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• pp.187-195
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• 1996

This paper deals with the stochastic comparisons of order statistics from independent but nonidentically distributed (i.n.i.d) variates. And we consider order statistics under positive dependence, negative dependence, and exchangeability.

• Journal of the Korean Statistical Society
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• 제30권3호
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• pp.407-418
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• 2001

Buhlmann(1944) established the validity of the block bootstrap proposed by Kunsch when it is applied to p-dimensional $\alpha$-mixing dependent sequence. But his result requires a rather restrictive condition on p in the sense that p is entangled with dependence structure. We address that such restriction on p(or complication of dependence structure with p) could be removed completely when the underlying dependence structure is replace by more weakly dependent structure such as ø-mixing.

• Journal of the Korean Statistical Society
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• 제20권1호
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• pp.77-83
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• 1991

In this article various notions of multivariate negative dependence for random variables are obtained. Various properties and interrelationships are also derived from these notions. Several counterexamples are given to illustrate that other implications may not hold.