• Honam Mathematical Journal
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• v.26 no.2
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• pp.219-236
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• 2004

In this paper, the problem of estimating a p-variate ($p{\geq}4$) normal mean vector is considered in a decision-theoretic setup. Using a simple property of the noncentral chi-square distribution, a sequence of smooth estimators dominating the Lindley type estimator has been produced and each improved estimator is better than previous one.

• Journal of the Korean Data and Information Science Society
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• v.13 no.2
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• pp.11-19
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• 2002

In this paper, the problem of estimating a p-variate $(p\geq4)$ normal mean vector in a decision-theoretic setup is considered. Using a technique of Guo and Pal (1992), a sequence of estimators dominating the Lindley type estimator is derived and each improved estimator is better than the previous one.

• Communications of the Korean Mathematical Society
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• v.11 no.3
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• pp.743-756
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• 1996

The purpose of this paper is to compute the covariant derivative of a shape operator of a generic submanifold of a complex space form without using the Green-Stoke's theorem. In particular, we classify complete generic submanifolds of a complex number space $C^m$ with parallel mean curvature vector satisfying a certain condition.

• Journal of the Korean Mathematical Society
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• v.38 no.1
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• pp.135-146
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• 2001

Let M(sup)n be a space-ike submanifold in a de Sitter space M(sub)p(sup)n+p (c) with constant scalar curvature. We firstly extend Cheng-Yau's Technique to higher codimensional cases. Then we study the rigidity problem for M(sup)n with parallel normalized mean curvature vector field.

• Bulletin of the Korean Mathematical Society
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• v.41 no.2
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• pp.337-345
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• 2004

In allelic model X = ($\chi_1\chi$_2ㆍㆍㆍ, \chi_d$), M_f(t) = f(p(t)) - ${{\int^t}_0}\;Lf(p(t))ds$ is a P-martingale for diffusion operator L under the certain conditions. In this note, we can show existence and uniqueness of solution for stochastic differential equation and martingale problem associated with mean vector. Also, we examine that if the operator related to this martingale problem is connected with Markov processes under certain circumstance, then this operator must satisfy the maximum principle.

• Journal of applied mathematics & informatics
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• v.15 no.1_2
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• pp.415-423
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• 2004

In allelic model X = ($x_1,\;x_2,...x_{d}$), $M_f(t)$= f(p(t)) - ${{\int}^{t}}_0$Lf(p(t))ds is a P-martingale for diffusion operator L under the certain conditions. In this note, we can show uniqueness of martingale problem associated with mean vector and obtain a complete description of ergodic property by using of the semigroup method.

• Journal of the Korean Data and Information Science Society
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• v.3 no.1
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• pp.33-46
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• 1992

The set of eigenvectors of the second moment matrix and the mean vector are the measures of orientation for a distribution supported on the unit sphere. Bootstrap confidence cone for the eigenvector is constructed and the consistency of this method is discussed. The performance of our bootstrap cone for the eigenvector is compared with that of the asymptotic confidence cones for two measures under the parametric assumptions for the underlying distributions and that of the bootstrap cone for the mean vector by Monte Carlo simulation.

• Journal of the Chungcheong Mathematical Society
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• v.5 no.1
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• pp.87-97
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• 1992

Sequential procedure with ${\beta}$-protection for the mean vector ${\mu}(\theta)$ of a p(> 1)-variate multivariate distribution $P_{\theta}$, ${\theta}{\in}{\Theta}$, with covariance matrix ${\sum}(\theta)$ is considered when the only nuisance parameters is ${\sum}(\theta)$. We obtain a confidence set for ${\mu}(\theta)$ with coverage probability condition and ${\beta}$-protection at ${\mu}-{\delta}(\mu)$ for some imprecision function ${\delta}:\mathbb{R}^p{\rightarrow}\mathbb{R}^p$.

• Communications for Statistical Applications and Methods
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• v.12 no.2
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• pp.463-472
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• 2005

In this paper, the problem of estimating a p-variate (p $\ge$4) normal mean vector is considered in decision-theoretic set up. Using a simple property of the noncentral chi-square distribution, a sequence of estimators dominating the Lindley type estimator with the cases of unknown covariance matrices has been produced and each improved estimator is better than previous one.

• Communications of the Korean Mathematical Society
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• v.15 no.3
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• pp.533-540
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• 2000

In the present paper, we study a non-degenrate ruled surface along a null curve in a 3-dimensional Minkowski space E31, which is called a null scroll, an investigate some characterizations of null scrolls satisfying the condition H=AH, A Mat(3, ), where denotes the Laplacian of the surface with respect to the induced metric, H the mean curvature vector and Mat(3, ) the set of 3$\times$3-real matrices.