• 한국통신학회:학술대회논문집
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• 한국통신학회 1991년도 추계종합학술발표회논문집
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• pp.115-118
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• 1991

In this paper we derived the asymptotic distribution of the MUSIC null-spectrum, from which an exact expression of the asymptotic variance of the MUSIC null-spectrum can be obtained. From this result in addition an explicit expression of the normalized standard deviation (NSD) has been derived and it is shown that the NSD is affected by the number of sensors and the number of signals.

• Communications for Statistical Applications and Methods
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• 제2권2호
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• pp.198-212
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• 1995

This study provides a nonparametric procedure for the statistical inference of the parameters in stationary autoregressive processes. A confidence region and a hypothesis testing procedure based on a class of signed linear rank statistics are proposed and the asymptotic distributions of the test statistic both underthe null hypothesis and under a sequence of local alternatives are investigated. Some desirable asymptotic properties including the asymptotic relative efficiency are discussed for various score functions.

• Journal of the Korean Statistical Society
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• 제28권1호
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• pp.57-72
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• 1999

Falk(1994) showed that the asymptotic efficiency of the Pickands estimator of the extreme value index $\beta$ can considerably be improved by a simple convex combination. In this paper we propose an alternative estimator of $\beta$ which is as asymptotically efficient as the optimal convex combination of the Pickands estimators but has a better finite-sample performance. We prove consistency and asymptotic normality of the proposed estimator. Monte Carlo simulations are conducted to compare the finite-sample performances of the proposed estimator and the optimal convex combination estimator.

• Journal of the Korean Statistical Society
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• 제26권4호
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• pp.467-476
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• 1997

The two-sample t-test is not expected to be optimal when the two samples are not drawn from normal populations. According to Box and Cox (1964), the transformation is estimated to enhance the normality of the tranformed data. We investigate the asymptotic relative efficiency of the ordinary t-test versus t-test applied transformation introduced by Yeo and Johnson (1997) under Pitman local alternatives. The theoretical and simulation studies show that two-sample t-test using transformed date gives higher power than ordinary t-test for location-shift models.

• Journal of the Korean Statistical Society
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• 제26권4호
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• pp.531-541
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• 1997

The asymptotic distribution of residual autocorrelation functions from a generalized p-order random coefficient autoregressive process (GRCA(p)) is derived. To this end, we first describe the GRCA(p) models and then consider the normalised residuals after fitting the model. This result can be applied to the residual analysis for the diagonostic purpose.

• Journal of the Korean Statistical Society
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• 제26권2호
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• pp.155-170
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• 1997

We propose an integer-valued MA(q) process with Poisson disturbance. Its various properties are discussed such as the joint distribution, time reversibility and regression. We derive the asymptotic distribution of autocovariance function and estimators of the parameters in the suggested model. We also consider the relationship between INMA(q) and M/D/.infty. processes.

• Journal of the Korean Statistical Society
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• 제33권4호
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• pp.449-458
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• 2004

Data envelopment analysis (DEA) estimators have been widely used in productivity analysis. The asymptotic distribution of DEA estimator derived by Kneip et al. (2003) is too complicated and abstract for analysts to use in practice, though it should be appreciated in its own right. This paper provides another way to express the limit distribution of the DEA estimator in a tractable way.

• Journal of the Korean Statistical Society
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• 제36권4호
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• pp.471-477
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• 2007

In this paper, we provide a new proof to correct the asymptotic normality for the estimate $\hat{C}_{pmk}\;of\;C_{pmk}$, which is one of the well-known definitions of the process capability index. Also we comment briefly on the correction of the limiting distribution for $\hat{C}_{pmk}$ and on the use of re-sampling methods for the inference of $C_{pmk}$. Finally we discuss the concept of asymptotic unbiasedness.

• 충청수학회지
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• 제21권4호
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• pp.483-492
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• 2008

The k-fold pseudo-Newton's method is proposed and its convergence behavior is investigated near a simple zero. The order of convergence is proven to be at least k + 2. The asymptotic error constant is explicitly given in terms of k and the corresponding simple zero. High-precison numerical results are successfully implemented via Mathematica and illustrated for various examples.

• Journal of the Korean Data and Information Science Society
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• 제10권1호
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• pp.207-214
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• 1999

Optimal estimating functions for a class of autoregressive models with GARCH(1,1) error are discussed. The asymptotic properties of the estimator as the solution of the optimal estimating equation are investigated for the models. We have also some simulation results which suggest that the proposed optimal estimators have smaller sample variances than those of the Conditional least-squares estimators under the heavy-tailed error distributions.