• 제목/요약/키워드: Chongju

검색결과 778건 처리시간 0.186초

Test of Homogeneity for a Panel of Seasonal Autoregressive Processes

  • Lee, Sung-Duck
    • Journal of the Korean Statistical Society
    • /
    • 제22권1호
    • /
    • pp.125-132
    • /
    • 1993

  • Large sample test of homogeneity for a panel of more than two seasonal autoregressive processes is derived and its limiting distribution is found. Detailed results are shown for the important special case that the seasonal and nonseasonal autoregressive components are both of order one.

  • PDF

Robust Estimation and Outlier Detection

  • Myung Geun Kim
    • Communications for Statistical Applications and Methods
    • /
    • 제1권1호
    • /
    • pp.33-40
    • /
    • 1994

  • The conditional expectation of a random variable in a multivariate normal random vector is a multiple linear regression on its predecessors. Using this fact, the least median of squares estimation method developed in a multiple linear regression is adapted to a multivariate data to identify influential observations. The resulting method clearly detect outliers and it avoids the masking effect.

  • PDF

Operational Availability Under A Continuous Review Inventory Model for Logistics Support

  • Jeong, H.S.;Kwon, Y.I.
    • International Journal of Reliability and Applications
    • /
    • 제5권2호
    • /
    • pp.75-80
    • /
    • 2004

  • Relationships between inventory policy and operational availability of military equipment maintained under a logistics support system are analyzed. A continuous review inventory model with a stochastic demand typically used in a military logistics support is considered and some numerical studies are provided.

  • PDF