• 대한수학회지
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• 제44권3호
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• pp.525-539
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• 2007

Consider the regression model $Y_i=g(x_i)+e_i\;for\;i=1,\;2,\;{\ldots},\;n$, where: (1) $x_i$ are fixed design points, (2) $e_i$ are independent random errors with mean zero, (3) g($\cdot$) is unknown regression function defined on [0, 1]. Under $Y_i$ are censored randomly, we discuss the asymptotic normality of the weighted kernel estimators of g when the censored distribution function is known or unknown.

• 대한수학회보
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• 제34권1호
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• pp.103-114
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• 1997

The asymptotic Dirichlet problem for harmonic functions on a noncompact complete Riemannian manifold has a long history. It is to find the harmonic function satisfying the given Dirichlet boundary condition at infinity. By now, it is well understood [A, AS, Ch, S], when M is a Cartan-Hadamard manifold with sectional curvature $-b^2 \leq K_M \leq -a^2 < 0$. (By a Cartan-Hadamard manifold, we mean a complete simply connected manifold of non-positive sectional curvature.)

• 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.

• 한국품질경영학회:학술대회논문집
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• 한국품질경영학회 1998년도 The 12th Asia Quality Management Symposium* Total Quality Management for Restoring Competitiveness
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• pp.259-268
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• 1998

A family of test statistics is proposed for testing whether or not the mean residual life(MRL) changes its trend. We do not assume that the turning point or the proportion before the turning point is known. This family includes the test statistic proposed by Aly (1990) and Hawkins, Kochar and Leader (1992) for complete samples. We establish the asymptotic null distribution of test statistics and obtain asymptotic critical values of the asymptotic null distribution using Durbin's approximation. We study Monte Carlo simulation to compare the proposed tests with previously known tests.

• Communications for Statistical Applications and Methods
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• 제26권6호
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• pp.527-538
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• 2019

This paper considers the issue of obtaining the optimal design in Poisson regression model when the sample size is small. Poisson regression model is widely used for the analysis of count data. Asymptotic theory provides the basis for making inference on the parameters in this model. However, for small size experiments, asymptotic approximations, such as unbiasedness, may not be valid. Therefore, first, we employ the second order expansion of the bias of the maximum likelihood estimator (MLE) and derive the mean square error (MSE) of MLE to measure the quality of an estimator. We then define DM-optimality criterion, which is based on a function of the MSE. This criterion is applied to obtain locally optimal designs for small size experiments. The effect of sample size on the obtained designs are shown. We also obtain locally DM-optimal designs for some special cases of the model.

• Journal of the Korean Statistical Society
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• 제36권1호
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• pp.57-76
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• 2007

Kriging is a nonparametric regression method used in geostatistics for estimating curves and surfaces for spatial data. It may come as a surprise that the Kriging estimator, normally derived as the best linear unbiased estimator, is also the solution of a particular variational problem. Thus, Kriging estimators can also be interpreted as generalized smoothing splines where the roughness penalty is determined by the covariance function of a spatial process. We build off the early work by Silverman (1982, 1984) and the analysis by Cox (1983, 1984), Messer (1991), Messer and Goldstein (1993) and others and develop an equivalent kernel interpretation of geostatistical estimators. Given this connection we show how a given covariance function influences the bias and variance of the Kriging estimate as well as the mean squared prediction error. Some specific asymptotic results are given in one dimension for Matern covariances that have as their limit cubic smoothing splines.

• 대한수학회보
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• 제52권1호
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• pp.35-43
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• 2015

Let q > 1 be an odd integer and c be a fixed integer with (c, q) = 1. For each integer a with $1{\leq}a{\leq}q-1$, it is clear that the exists one and only one b with $0{\leq}b{\leq}q-1$ such that $ab{\equiv}c$ (mod q). Let N(c, q) denote the number of all solutions of the congruence equation $ab{\equiv}c$ (mod q) for $1{\leq}a$, $b{\leq}q-1$ in which a and $\bar{b}$ are of opposite parity, where $\bar{b}$ is defined by the congruence equation $b\bar{b}{\equiv}1$ (modq). The main purpose of this paper is using the mean value theorem of Dirichlet L-functions to study the mean value properties of a summation involving $(N(c,q)-\frac{1}{2}{\phi}(q))$ and Kloosterman sums, and give a sharper asymptotic formula for it.

• 대한수학회지
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• 제58권6호
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• pp.1529-1547
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• 2021

In this series, we investigate the calculation of mean values of derivatives of Dirichlet L-functions in function fields using the analogue of the approximate functional equation and the Riemann Hypothesis for curves over finite fields. The present paper generalizes the results obtained in the first paper. For µ ≥ 1 an integer, we compute the mean value of the µ-th derivative of quadratic Dirichlet L-functions over the rational function field. We obtain the full polynomial in the asymptotic formulae for these mean values where we can see the arithmetic dependence of the lower order terms that appears in the asymptotic expansion.

• 대한수학회지
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• 제44권6호
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• pp.1243-1254
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• 2007

In this paper, we study the mean values of the homogeneous Dedekind sums and Cochrane sums in short intervals $[1,\;\frac{p}{3}]\;and\;[1,\;\frac{p}{4}]$, and give some asymptotic formulae by using the mean values of the Dirichlet L-functions.

• Journal of the Korean Statistical Society
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• 제26권1호
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• pp.101-116
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• 1997

This is primarily an expository paper that presents several nonparametric procedures for testing exponentiality against certain monotonicity properties of the mean residual life function, tests against the trend change in such function attract a great deal of attention of late in reliability analysis. In this note, we present some of the known testing procedures regarding the behavior of mean residual life function. These tests are also compared in terms of asymptotic relative efficiency and empirical power against a few alternatives. The tests based on incomplete data are also briefly discussed.