• Communications for Statistical Applications and Methods
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• v.21 no.4
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• pp.349-361
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• 2014

This paper compares of lasso type estimators in various high-dimensional data situations with sparse parameters. Lasso, adaptive lasso, fused lasso and elastic net as lasso type estimators and ridge estimator are compared via simulation in linear models with correlated and uncorrelated covariates and binary regression models with correlated covariates and discrete covariates. Each method is shown to have advantages with different penalty conditions according to sparsity patterns of regression parameters. We applied the lasso type methods to Arabidopsis microarray gene expression data to find the strongly significant genes to distinguish two groups.

• Communications for Statistical Applications and Methods
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• v.17 no.4
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• pp.483-491
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• 2010

This study provides the explicit computation of the ruin probability of a Le￠vy process on finite time horizon in Theorem 1 with the help of a fluctuation identity. This paper also gives the numerical results of the ruin probability in Variance Gamma(VG) and Normal Inverse Gaussian(NIG) models as illustrations. Besides, the paths of VG and NIG processes are simulated using the same parameter values as in Madan et al. (1998).

• Journal of the Korean Statistical Society
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• v.27 no.4
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• pp.435-449
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• 1998

In this paper, we consider the problem of constructing the lower cofidence intervals for the reliability P(X < Y z,w), where the stress X and the strength Y are the random variables with explanatory variables z and w, respectively. As an estimator of the reliability, a Mann-Whitney type statistic is considered. It is shown that under regularity conditions, the proposed estimator is asymptotically normal. Based on the result, the distribution free lower confidence intervals are constructed.

• Journal of the Korean Statistical Society
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• v.27 no.4
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• pp.495-506
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• 1998

The proposed class of generalized logistic models, indexed by an extra parameter, can be used to model or to examine symmetric or asymmetric discrepancies from the logistic model. When there are a finite number of different design points, we are mainly concerned with maximum likelihood estimation of parameters and in deriving their large sample behavior A score test and a bootstrap hypothesis test are also considered to check if the standard logistic model is appropriate to fit the data or if a generalization is needed .

• Communications for Statistical Applications and Methods
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• v.6 no.1
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• pp.117-130
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• 1999

Nayak(1994) suggested a combined randomized response model that combined the Warner's model and greenberg et al.'s model. In this paper we extend Nayak's model to two sample case of including unknown unrelated character also propose some combined models such W-M model and G-M model that modify the Nayak's model. We suggest the efficiency conditions of our models for Nayak's model, also find the efficiency condition of G-M model for the W-M model.

• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.909-917
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• 2003

Although many classification models have been used to classify binary data, none of the classification models dominates all varying circumstances depending on the number of variables and the size of data(Asparoukhov and Krzanowski (2001)). This paper proposes a classification model which uses information on marginal distributions of sub-variables and its maximum entropy distribution. Classification experiments by using simulation are discussed.

• Communications for Statistical Applications and Methods
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• v.8 no.3
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• pp.633-641
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• 2001

The least squares method is usually applied when estimating the parameters in the regression models. However the least square estimator is not very efficient when the distribution of the error is skewed. In this paper, we propose the asymmetric least square estimator for a particular nonlinear time series regression model, and give the simple and practical sufficient conditions for the strong consistency of the estimators.

• Communications for Statistical Applications and Methods
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• v.6 no.2
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• pp.375-382
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• 1999

Linear-by-linear association models are commonly used to analyze ordered categorical data. To fit these models appropriate scores need to be chosen. In this paper we perform sensitivity analyses in two-way contingency tables to investigate the effect of scores on goodness-of-fits and on tests of significance. In addition we show that the best score which yields the best fit of data can be selected based on the sensitivity analysis results.

• Communications for Statistical Applications and Methods
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• v.6 no.2
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• pp.487-500
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• 1999

We propose a class of hierarchical Bayes estimators of the error variance under the relative squared error loss in balanced fixed-effects two-way analysis of variance models. Also we provide analytic expressions for the risk improvement of the hierarchical Bayes estimators over multiples of the error sum of squares. Using these expressions we identify a subclass of the hierarchical Bayes estimators each member of which dominates the best multiple of the error sum of squares which is known to be minimax. Numerical values of the percentage risk improvement are given in some special cases.

• Communications for Statistical Applications and Methods
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• v.17 no.1
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• pp.99-106
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• 2010

In this paper, we present two methods for obtaining prediction intervals for the times to failure of units censored in multiple stages in a progressively censored sample from proportional hazard rate models. A numerical example and a Monte Carlo simulation study are presented to illustrate the prediction methods.