• Journal of Korean Institute of Industrial Engineers
• /
• v.18 no.1
• /
• pp.1-9
• /
• 1992

This work is to study the behavior of certain storage systems in which items with different turnover rates are stored. In particular, we assume that items can be divided into two types: high and low turnover. We try to find simple policies that induce favorable zoning, which will reduce the storage and retrieval distance of items. We define a desirable property of a good policy which we call asymptotically efficient, and show that the Zone-z policy is asymptotically efficient if the zone size is proportional to the expected number of high turnover items in the system in equilibrium.

• Communications for Statistical Applications and Methods
• /
• v.14 no.1
• /
• pp.23-32
• /
• 2007

We consider penalized likelihood regression with data from the negative binomial distribution with unknown shape parameter. Smoothing parameter selection and asymptotically efficient low dimensional approximations are employed for negative binomial data along with shape parameter estimation through several different algorithms.

• Communications for Statistical Applications and Methods
• /
• v.13 no.1
• /
• pp.141-150
• /
• 2006

Penalized likelihood regression for exponential families have been considered by Kim (2005) through smoothing parameter selection and asymptotically efficient low dimensional approximations. We derive approximate Bayesian confidence intervals based on Bayes model associated with lower dimensional approximations to provide interval estimates in penalized likelihood regression and conduct empirical studies to access their properties.

• Journal of the Korean Statistical Society
• /
• v.28 no.1
• /
• pp.57-72
• /
• 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
• /
• v.34 no.4
• /
• pp.345-366
• /
• 2005

This paper considers the cointegrating vector estimator in the error correction model with stationary covariates, which combines the stationary vector autoregressive model and the nonstationary error correction model. The cointegrating vector estimator is shown to follow the locally asymptotically mixed normal distribution. The variance of the estimator depends on the co­variate effect of stationary regressors, and the asymptotic efficiency improves as the magnitude of the covariate effect increases. An economic application of the money demand equation is provided.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.9 no.10
• /
• pp.3771-3788
• /
• 2015

This paper studies the distributed energy efficient resource management in the Internet of Things (IoT). Wireless communication networks support the IoT without limitation of distance and location, which significantly impels its development. We study the communication channel and energy management in the wireless communication network supported IoT to improve the ability of connection, communication, share and collaboration, by using the game theory and distributed learning algorithm. First, we formulate an energy efficient neighbor collaborative game model and prove that the proposed game is an exact potential game. Second, we design a distributed energy efficient channel selection learning algorithm to obtain the global optimum in a distributed manner. We prove that the proposed algorithm will asymptotically converge to the global optimum with geometric speed. Finally, we make the simulations to verify the theoretic analysis and the performance of proposed algorithm.

• Communications for Statistical Applications and Methods
• /
• v.9 no.3
• /
• pp.629-637
• /
• 2002

Shapiro and Wilk(1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test based on the statistic is inconsistent Kim(2001a) proposed a modified Shapiro-Wilk's test statistic using the ratio of two asymptotically efficient estimators of scale. In this paper, we study the consistency of the proposed test.

• Communications for Statistical Applications and Methods
• /
• v.12 no.3
• /
• pp.743-758
• /
• 2005

This paper consider penalized likelihood regression with data from exponential family. The fast computation method applied to Gaussian data(Kim and Gu, 2004) is extended to non Gaussian data through asymptotically efficient low dimensional approximations and corresponding algorithm is proposed. Also smoothing parameter selection is explored for various exponential families, which extends the existing cross validation method of Xiang and Wahba evaluated only with Bernoulli data.

• Journal of the Korean Statistical Society
• /
• v.28 no.3
• /
• pp.297-309
• /
• 1999

A sequential procedure of fixed-width confidence intervals for quantiles satisfying a condition of coverage probability is provided based on recursive density estimators. It is shown that the proposed sequential procedure is asymptotically efficient. In addition, the asymptotic normality for the proposed stopping time is derived.

• Journal of the Korean Statistical Society
• /
• v.31 no.2
• /
• pp.251-259
• /
• 2002

Lagged regressor models with general stationary errors independent of the regressors are considered. The regressor process is unstable having characteristic roots on the unit circle. If the order of the lag matches the number of roots on the unit circle, the ordinary least squares estimator (OLSE) is asymptotically efficient in that it has the same limiting distribution as the generalized least squares estimator (GLSE) under the same normalization. This result extends the well-known result of Grenander and Rosenblatt (1957) for asymptotic efficiency of the OLSE in deterministic polynomial and/or trigonometric regressor models to a class of models with stochastic regressors.