• Journal of the Korean Statistical Society
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• 제19권2호
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• pp.139-144
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• 1990

For the first-order bilinear time series model $X_t = aX_{t-1} + e_i + be_{t-1}X_{t-1}$ where ${e_i}$ is a sequence of independent normal random variables with mean 0 and variance $\sigma^2$, the asymptotic distribution of sample autocarrelation function is obtained and shown to follow a normal distribution. The variance of the asymptotic distribution is of a complicated form and hence a bootstrap estimate of the variance is proposed for large sample inference. This result can be used to distinguish between different bilinear models.

• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.473-481
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• 2005

The testing problem for sphericity structure of the covariance matrix in a multivariate normal distribution is introduced when there is a sample with 2-step monotone missing data pattern. The maximum likelihood method is described to estimate the parameters on the basis of the sample. Using these estimates, the likelihood ratio criterion for testing sphericity is derived.

• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.539-544
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• 2005

In this paper, we propose the one-step least squares method based on the squared differences to estimate the parameters of the variogram used for spatial data modelling, and discuss its asymptotic efficiency. The proposed method does not require to specify lags of interest and partition lags, so that we can delete the subjectiveness and ambiguity originated from the lag selection in estimating spatial dependence.

• Communications for Statistical Applications and Methods
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• 제6권3호
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• pp.729-748
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• 1999

In this paper we present combined estimator of capture-recapture and line transect model using bivariate detection function and detection probability according to objects being in cluster population. Here bivariate detection function use distance and cluster size. The simulation shows that combined estimator approaches the more true value the larger size parameter. Therefore this estimator using the bivariate detection function is more efficient in estimate the population size and density by size parameter.

• Journal of the Korean Statistical Society
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• 제31권3호
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• pp.315-328
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• 2002

As an extension of the well-known Pickands (1975) estimate. for the extreme value index, Yun (2002) introduced a generalized Pickands estimator. This paper searches for a minimax estimator in the sense of minimizing the maximum asymptotic relative efficiency of the Pickands estimator with respect to the generalized one. To reduce the asymptotic variance of the resulting estimator, convex combinations of the minimax estimator are also considered and their asymptotic normality is established. Finally, the optimal combination is determined and proves to be superior to the generalized Pickands estimator.

• 대한전자공학회논문지SD
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• 제44권12호
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• pp.31-36
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• 2007

본 논문은 100 nm BSIMSOI 3.2 기술을 사용한 부분 공핍형 SOI (Partially-Depleted SOI: PD-SOI) 회로들의 정확한 타이밍 분석을 위한 새로운 통계적 특징화 방법과 추정 방법을 제안한다. 제안된 타이밍 추정 방법은 Matlab, Hspice, 그리고 C 언어로 구현되고, ISCAS 85 벤치마크 회로들을 사용해서 검증된다. 실험 편과는 Monte Carlo 시뮬레이션과 비교해 5 % 내의 에러를 보여준다.

• Journal of the Korean Data and Information Science Society
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• 제18권4호
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• pp.879-890
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• 2007

Statistical matching is a method of data integration for data sources that do not share the same units. It could produce rapidly lots of new information at low cost and decrease the response burden affecting the quality of data. This paper proposes a statistical matching technique combining k-NN (k-nearest neighborhood) and regression methods. We select k records in a donor file that have similarity in value with a specific observation of the common variable in a recipient file and estimate an imputation value for the recipient file, using regression modeling in the donor file. An empirical comparison study is conducted to show the properties of the proposed method.

• 응용통계연구
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• 제17권3호
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• pp.393-402
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• 2004

본 연구에서는 통계청에서 매년 실시하고 있는 사업체 기초통계조사 자료를 조사모집단으로 하여 전자상거래 시장규모, e-비즈니스 투자규모 뿐만 아니라, 전자상거래 및 e-비즈니스 일반현황을 동시에 파악하기 위한 표본설계방안을 제안하고자 한다.

• Journal of Information Processing Systems
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• 제8권2호
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• pp.241-262
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• 2012

An understanding of quality attributes is relevant for the software organization to deliver high software reliability. An empirical assessment of metrics to predict the quality attributes is essential in order to gain insight about the quality of software in the early phases of software development and to ensure corrective actions. In this paper, we predict a model to estimate fault proneness using Object Oriented CK metrics and QMOOD metrics. We apply one statistical method and six machine learning methods to predict the models. The proposed models are validated using dataset collected from Open Source software. The results are analyzed using Area Under the Curve (AUC) obtained from Receiver Operating Characteristics (ROC) analysis. The results show that the model predicted using the random forest and bagging methods outperformed all the other models. Hence, based on these results it is reasonable to claim that quality models have a significant relevance with Object Oriented metrics and that machine learning methods have a comparable performance with statistical methods.

• Communications for Statistical Applications and Methods
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• 제23권3호
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• pp.251-258
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• 2016

It is important to verify the identity of plant-based multivitamins prepared with a natural-concept and popular for daily consumption because they are easily purchased in markets with imperfect information. For this study, a generalized partially double-index model (GPDIM) was employed as a main statistical method to identify the contribution of vitamins and phytochemicals to antioxidant potentials using data on antioxidant capacities and chemical fingerprinting. A bootstrapping approach via sufficient dimension reduction is adopted to estimate the two unknown coefficient vectors in the GPDIM. Fifth order polynomial regressions are fitted to measure the contributions of vitamins and phytochemicals after estimating the coefficient vectors with the two double indices.