• Title/Summary/Keyword: 붓스트랩방법

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The Application of Bootstrap Methods for Correspondence Analysis (대응분석에 있어서 붓스트랩 방법의 활용에 대한 고찰)

  • 강창완;김대학;전명식
    • The Korean Journal of Applied Statistics
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    • v.14 no.2
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    • pp.401-413
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    • 2001
  • 이차원 분할자료에 대해서 행과 열의 관계를 저차원상에 시각적으로 표현하는 탐색적대응분석에 대하여 붓스트랩방법의 사용가능성을 살펴보았다. 기존의 탐색적 면만이 강조되어 왔던 대응분석에서 좌표점의 변이와 좌표점간의 거리에 대한 통계적 추론을 붓스트랩방법으로 해결할 수 있음을 보이고 또한 좌표축의 설명력에 대하여 붓스트랩신뢰구간의 포함확률의 일치성을 모의실험을 통해 제시하였다.

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붓스트랩방법의 실제적활용1) -군집표본추출법에 근거한 분할표분석을 중심으로

  • 전명식
    • Communications for Statistical Applications and Methods
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    • v.3 no.1
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    • pp.179-188
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    • 1996
  • 복합조사표본추출법(complex survey sampling)에 근거한 분할표분석에 카이제곱검정법을 사용할 때의 문제점들과 해결방법들을 살펴보았다. 나아가, 군집표본추출의 경우에 붓스트랩방법의 타당성을 보였으며, 실제자료분석을 통하여 실제 활용가능성과 잇점을 제시하였다.

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A Bootstrap Test for Linear Relationship by Kernel Smoothing (희귀모형의 선형성에 대한 커널붓스트랩검정)

  • Baek, Jang-Sun;Kim, Min-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.95-103
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    • 1998
  • Azzalini and Bowman proposed the pseudo-likelihood ratio test for checking the linear relationship using kernel regression estimator when the error of the regression model follows the normal distribution. We modify their method with the bootstrap technique to construct a new test, and examine the power of our test through simulation. Our method can be applied to the case where the distribution of the error is not normal.

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Bootstrap inference for covariance matrices of two independent populations (두 독립 모집단의 공분산 행렬에 대한 붓스트랩 추론)

  • 김기영;전명식
    • The Korean Journal of Applied Statistics
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    • v.4 no.1
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    • pp.1-11
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    • 1991
  • It is of great interest to consider the homogeniety of covariance matrices in MANOVA of discriminant analysis. If we lock at the problem of testing hypothesis, H : $\Sigma_1 = \Sigma_2$ from an invariance point of view where $\Sigma_i$ are the covariance matrix of two independent p-variate distribution, the testing problem is invariant under the group of nonsingular transformations and the hypothesis becomes H : $\delta_1 = \delta_2 = \cdots = \delta_p = 1$ where $\delta = (\delta_1, \delta_2, \cdots, \delta_p)$ is a vector of latent roots of $\Sigma$. Bias-corrected estimators of eigenvalues and sampling distribution of the test statistics proposed are obtained. Pooled-bootstrap method also considered for Bartlett's modified likelihood ratio statistics.

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Application of Bootstrap Method for Change Point Test based on Kernel Density Estimator

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.107-117
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    • 2004
  • Change point testing problem is considered. Kernel density estimators are used for constructing proposed change point test statistics. The proposed method can be used to the hypothesis testing of not only parameter change but also distributional change. Bootstrap method is applied to get the sampling distribution of proposed test statistic. Small sample Monte Carlo Simulation were also conducted in order to show the performance of proposed method.

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A Comparative Study of Determining the Number of Clusters with a Method Proposed (군집수의 예측에 관한 방법의 제안 및 비교)

  • Chae, Seong-San;Lim, Nam-Kyoo
    • The Korean Journal of Applied Statistics
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    • v.18 no.2
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    • pp.329-341
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    • 2005
  • A method of determining the number of clusters is proposed based on some asymptotic results on the Rand's(1971} $C_k$, k = 2, 3, . . ., N - 1, statistic. Simulation is conducted to compare the proposed method with Chae and Warde(1991), and Huh and Lee(2004).

A Computer Intensive Method for Modern Statistical Data Analysis I ; Bootststrap Method and Its Applications (통계적 데이터 분석방법을 위한 컴퓨터의 활용 I : 붓스트랩 이론과 응용+)

  • 전명식
    • The Korean Journal of Applied Statistics
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    • v.3 no.1
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    • pp.121-141
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    • 1990
  • Computer intensive bootstrap methods are studied as a tool of statistics. Practical calculation and theoretical justification problem of the methods in estimating the sampling distribution and construction confidence region of parameters are discussed through several examples. Statistical meaning of the methods are also considered.

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Bootstrapping trimmed estimator in statistical inference (붓스트랩방법을 활용한 절사추정량의 이론 및 응용연구)

  • 이재창;전명식;강창완
    • The Korean Journal of Applied Statistics
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    • v.9 no.2
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    • pp.1-11
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    • 1996
  • As an estimate of a location parameter for a given data set, $\alpha$-trimmed mean has been studied for a long time by many statisticians because of its nice propoerties including robustness. However, its performance depends on the proportion of trimming say $\alpha$. In this paper, we suggest a data-driven choice of $\alpha$ and study its validity. Also, we suggest a new estimator and consider double-bootstrap to improve its performance. By using simulation study, the proposed method is compared with the exiting one in various cases. Real data sets are also analyzed by using the proposed method.

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Comparison of Survival Function Estimators for the Cox's Regression Model using Bootstrap Method (Cox 회귀모형(回歸模型)에서 붓스트랩방법(方法)에 의한 생존함수추정량(生存函數推定量)의 비교연구(比較硏究))

  • Cha, Young-Joon
    • Journal of the Korean Data and Information Science Society
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    • v.4
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    • pp.1-11
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    • 1993
  • The Cox's regression model is frequently used for covariate effects in survival data analysis, But, much of the statistical work has focused on asymptotic behavior so the small sample evaluation has been neglected. In this paper, we compare the small or moderate sample performances of the survival function estimators for the Cox's regression model using bootstrap method. The smoothed PL type estimator and the Link estimator are slightly better than corresponding the PL type estimator and the Nelson type estimator in the sense of the achieved error rates.

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Construction of a Design Curve for Fatigue Model Using Bootstrap Method (붓스트랩방법을 이용한 피로모형의 설계곡선 설정)

  • 서순근;조유희
    • Journal of Korean Society for Quality Management
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    • v.30 no.4
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    • pp.106-119
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    • 2002
  • The fatigue curve with estimated parameters represents the estimate of the median or mean life at a given applied stress But, in order to assist a designer in making decisions regarding the fatigue failure mode, it is common practice to construct a design curve on the lower or safe side of data. In this study, to overcome the limitations(i.e., no runout, equal variance, and quality of the approximation, etc) of Shen, Wirsching, and Cashman's method which suggested the approximate design curve for nonlinear models using tolerance interval constructed by Owen's method, an algorithm to find design curves under the fatigue model using a parametric bootstrap method, is proposed and illustrated with multiple fatigue data sets.