• Communications for Statistical Applications and Methods
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• 제7권3호
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• pp.871-884
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• 2000

Using simulation, we compare the perturbation analysis estimate and the forward difference estimate for the first and second derivatives of performance measures in a Markov renewal process. We find the perturbation analysis estimate has much les mean squared error than the traditional forward difference estimate.

• Journal of the Korean Data and Information Science Society
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• 제9권2호
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• pp.323-336
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• 1998

점검표 설계상의 타당성 평가이론에 근거한 점검표 설계 단계별 타당성 평가와 점검표 사용목적에 따른 타당성 평가방법을 제안하여 한국의류학회지를 대상으로 평가이론에 입각하여 점검표의 각 단계별 타당성 평가기준을 설정하였다.

• 물과 미래
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• 제25권2호
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• pp.89-97
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• 1992

본 연구는 한강유역내 수위표지점 중에서 댐에 의한 인위적 유량 조작을 받지 않는 자연하천유역에서의 지점들을 대상으로 홍수빈도예측을 위한 통계학적 모형의 적용성을 비교 검토하였고 그 결과 적용 가능한 것으로 입증하였다. 또한 홍수빈도모형에 의한 홍수추정량으로 부터모형의 통계학적 효용성을 검토한 결과, 단 기간 기록년수의 자료에서 유용한 부분기간치계열 방법에 의한 POT모형이 연최대치계열 방법에 의한 ANNMAX형보다 효과적임이 판명되었다.

• Journal of the Korean Statistical Society
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• 제26권1호
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• pp.23-30
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• 1997

We show that the Maximum Penalized Likelihood Estimate uniquely exits in a Sobolve spece which consists of bivariate density functions. The Maximum Penalized Likehood Estimate is represented as the square of the sum of the solutions of the Modified Helmholtz's equation on the compact subset of R$^{2}$.

• 응용통계연구
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• 제25권4호
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• pp.553-561
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• 2012

Various statistical models to Estimate GDP (measured as a nation's economic situation) have been developed. In this paper an autoregressive distributed lag model, factor model, and a Bayesian VAR model estimate quarterly GDP as a single model; the combined estimates were evaluated to compare a single model. Subsequently, we suggest that some combined models are better than a single model to estimate quarterly GDP.

• Communications for Statistical Applications and Methods
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• 제12권3호
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• pp.783-795
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• 2005

We consider to obtain an estimate of bivariate survival function for the right censored data with the assumption that the two components of censoring vector are independent. The estimate is derived from an ad hoc approach based on the representation of survival function. Then the resulting estimate can be considered as an extension of the Susarla- Van Ryzin estimate to the bivariate data. Also we show the consistency and weak convergence for the proposed estimate. Finally we compare our estimate with Dabrowska's estimate with an example and discuss some properties of our estimate with brief comment on the extension to the multivariate case.

• Journal of the Korean Statistical Society
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• 제27권4호
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• pp.485-494
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• 1998

In the white noise model we construct an adaptive estimate for f(0) for a decreasing function f. We also show that the maximum mean square error of this estimate attains the same rate as the minimax risk simultaneously over a range of Lipschitz classes of order less than or equal to one.

• Journal of the Korean Statistical Society
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• 제26권3호
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• pp.383-395
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• 1997

This paper proves that the standard bootstrap approximation for the least absolute deviation (LAD) estimate of .beta. in AR(1) processes with infinite variance error terms is asymptotically valid in probability when the bootstrap resample size is much smaller than the original sample size. The theoretical validity results are supported by simulation studies.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.423-432
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• 2003

The data observed at different positions are called the estimate of interested variable at new observation point on the Kriging utilize the space estimate technique, in which case there is correlation spatially. In this paper we provide the estimate for Variogram and Kriging methods as a field of kriging theory and dealt with actually measured data. And at the same time we forecast the amount of ozone that was not measured at this point by Kriging method and compared Ordinary Kriging method with Inverse Distance Kriging method.

• Communications for Statistical Applications and Methods
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• 제14권2호
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• pp.317-327
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• 2007

In this paper, we propose a simple estimate of relative risk based on a functional equation. We derive the asymptotic normality with a restricted condition. Then we discuss some interesting features as concluding remarks. Finally we comment briefly about application of the estimate to the testing problems and compare our estimate with that of Begun through simulation study.