• The Korean Journal of Applied Statistics
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• v.32 no.5
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• pp.753-761
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• 2019

A test procedure based on a Kendall's τ statistic is proposed for the association of bivariate interval censored data. In particular, a leverage bootstrap technique is applied to replace unknown failure times and a classical adjustment method is applied for treating tied observations. The suggested method shows desirable results in simulation studies. An AIDS dataset is analyzed with the suggested method.

• The Korean Journal of Applied Statistics
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• v.21 no.6
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• pp.1065-1075
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• 2008

For the model validation of credit rating models, Kolmogorov-Smirnov(K-S) statistic has been widely used as a testing method of discriminatory power from the probabilities of default for default and non-default. For the credit rating works, K-S statistics are to test two identical distribution functions which are partitioned from a distribution. In this paper under the assumption that the distribution is known, modified K-S statistic which is formulated by using known distributions is proposed and compared K-S statistic.

• Journal of the Korea Society of Computer and Information
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• v.27 no.6
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• pp.167-174
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• 2022

In this paper we investigate the permutation test for the equality of correlation coefficients in several independent populations. Permutation test is a non-parametric testing methodology based upon the exchangeability of observations. Exchangeability is a generalization of the concept of independent, identically distributed random variables. Using permutation method, we may construct asymptotically exact test. This method is asymptotically as powerful as standard parametric tests and is a valuable tool when the sample sizes are small and normality assumption cannot be met. We first review existing parametric approaches to test the equality of correlation coefficients and compare them with the permutation test. At the end, all the approaches are illustrated using Iris data example.

• Journal of Korean Institute of Industrial Engineers
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• v.38 no.3
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• pp.191-197
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• 2012

One-class classification (OCC) is one of the recent growing areas in data mining and pattern recognition. In the present study we examine a k-nearest neighbors data description (kNNDD) algorithm, one of the OCC algorithms widely used. In particular, we propose to use nonparametric estimation methods to determine the threshold of the kNNDD algorithm. A simulation study has been conducted to explore the characteristics of the proposed approach and compare it with the existing approach that determines the threshold. The results demonstrate the usefulness and flexibility of the proposed approach.

• Journal of the Korea Society of Computer and Information
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• v.10 no.6 s.38
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• pp.17-26
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• 2005

In this paper we propose three nonparametric tests such as Wilcoxon test, Median test and Van der Waerden test, based on linear rank statistics for detecting edges in images. The methods used herein are based on detecting changes in gray-levels obtained using an edge-height parameter between two sub-regions in a 5$\times$5 window We compare and analysis the performance of three statistical edge detectors in terms of qualitative measures with the edge maps and objective, quantitative measures.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.16 no.4
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• pp.319-325
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• 1991

A nonparametric detection scheme which uses rank statistics for detection of known signals is considered in a special case of a generalized observation model. Specifically locally optimum rank detectors for detection of known deterministic singals in a singnal-dependent noise model are derived, and compared to those derived for the purely-additive noise model. Examples of the score functions are given, which constitutes the test statistics of the locally optimum rank detectors.

• Journal of the Korean Data and Information Science Society
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• v.21 no.3
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• pp.493-502
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• 2010

For establishing forecasting confidence interval for exchange rate, it is critical to estimate distribution of the exchange rate properly. In this thesis, we use block bootstrap method to estimate the distribution of the exchange rate via sum of its daily ratios. As a result, an easier and more accurate forecasting method is provided.

• The Korean Journal of Applied Statistics
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• v.26 no.1
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• pp.71-79
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• 2013

Semiparametric and nonparametric small area estimations have been studied to overcome a large variance due to a small sample size allocated in a small area. In this study, we investigate semiparametric and nonparametric mixed effect small area estimators using penalized spline and kernel smoothing methods respectively and compare their performances using labor statistics.

• Proceedings of the Korea Water Resources Association Conference
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• 2019.05a
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• pp.306-306
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• 2019

전지구적 기온상승으로 인해 미래기후의 관한 연구가 중요시 되고 있다. 위와 같은 현상으로 인하여 다양한 기후변화 연구가 진행되고 있다. 미래기후 연구에는 GCM (General Circulation Model) 모의 결과가 이용된다. 격자 자료로 구성된 GCM은 연구 지점으로 지역적 상세화와 연구지역의 관측자료 사이의 편이 보정(bias correction)이 필수적이다. 위와 같은 근거로 편이 보정 방법의 선택은 매우 중요하며 편의 보정의 방법에 따라서 결과가 다르게 도출될 수 있다. 또한 국내외 연구에서는 다양한 상세화 기법과 편이 보정 기법을 분석 및 평가하는 연구가 진행되고 있으며, 편의 기법 중 대표적인 기법인 Quantile mapping과 Random Forest 기법이 있다. Quantile mapping 기법은 GCM의 과거 모의 데이터와의 편이 보정에 있어서 우수하게 나타났으나, GCM 데이터의 미래 예측 기간(2010년~2018년)까지의 데이터에서는 극한 강수를 정량적으로 분석 가능한 Random Forest 기법이 편이 보정 과정에서 성능이 우수할 것으로 판단된다. 본 연구에서는 우리나라 21개 관측소를 기준으로 총 4개의 GCM(GISS, CSIRO, CCSM4,MIROC5)의 과거 기간 자료(1970년~2005년)를 실제 관측소에서 관측된 강수량을 편의 보정하는 방법에 있어서 편의 보정 기법의 성능을 비교한 결과와 GCM 미래 예측 기간 자료(2010년~2018년)에서의 편의 보정 기법의 성능 결과를 비교하였다. 이를 토대로 편이 보정 기법의 결과를 6개의 평가지수를 이용하여 정량적으로 분석하였으며, 다기준의사결정기법인 TOPSIS(Technique for Order of Preference by Similarity to Ideal Solution)를 이용하여 편이 보정기법들의 성능에 있어서 우선순위를 선정하였다. 본 연구에서 편이 보정 방법으로 Quantile mapping 방법을 사용했으며, Quantile mapping의 기법으로는 비모수 변환법(non-parametric transformation)과 분포기반 변환법(distribution derived transformation)이 사용되었다. 또한 머신러닝 방법 중 하나인 Random Forest 방법을 동시에 사용하여 결과를 비교하였다. 또한 GCM 자료가 격자식으로 제공하고 있기 때문에 관측소 강수량도 공간적으로 환산하여야 하는데, 본 연구에서는 역거리 가중치법(inverse distance weighting, IDW) 방법을 이용하였다.

• The Korean Journal of Applied Statistics
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• v.22 no.2
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• pp.237-248
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• 2009

The probability of default on the credit evaluation study is represented as a linear combination of two distributions of default and non-default, and the distribution of the probability of default are generally known in most cases. Except the well-known Kolmogorov-Smirnov statistic for testing the identity of two distribution, Kuiper, Cramer-Von Mises, Anderson-Darling, and Watson test statistics are introduced in this work. Under the assumption that the population distribution is known, modified Cramer-Von Mises, Anderson-Darling, and Watson statistics are proposed. Based on score data generated from various probability density functions of the probability of default, the modified test statistics are discussed and compared.