• Journal of the Korean Data and Information Science Society
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• 제15권3호
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• pp.617-624
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• 2004

In this article the fuzzy number rank and the fuzzy rank transformation method are introduced in order to analyse the non-parametric fuzzy regression model which cannot be described as a specific functional form such as the crisp data and fuzzy data as a independent and dependent variables respectively. The effectiveness of fuzzy rank transformation methods is compared with other methods through the numerical examples.

• Communications for Statistical Applications and Methods
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• 제9권1호
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• pp.101-113
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• 2002

In this paper we introduce a new score generating (unction for the rank regression in the linear regression model. The score function compares the $\gamma$'th and s\`th power of the tail probabilities of the underlying probability distribution. We show that the rank estimate asymptotically converges to a multivariate normal. further we derive the asymptotic Pitman relative efficiencies and the most efficient values of $\gamma$ and s under the symmetric distribution such as uniform, normal, cauchy and double exponential distributions and the asymmetric distribution such as exponential and lognormal distributions respectively.

• Communications for Statistical Applications and Methods
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• 제16권5호
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• pp.781-790
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• 2009

본 논문에서는 퍼지수를 포함한 모수적 회귀모형을 추정하기 위하여 분포무관추정량으로 알려진 순위 변환방법과 Theil 방법을 소개한다. 순위 변환방법은 퍼지수의 ${\alpha}$-수준집합의 중심과 폭에 대한 순위를 이용하고 Theil 방법은 ${\alpha}$-수준집합의 중심과 폭에 대한 추정한 값들의 중위수를 이용한다. 예제를 이용하여 분포무관추정량으로 추정된 퍼지회귀모형의 효율성을 최소자승법과 여러 가지 방법으로 추정된 퍼지회귀모형과 비교한다.

• Communications for Statistical Applications and Methods
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• 제22권1호
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• pp.41-54
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• 2015

In this article, we propose nonconcave penalties on a reduced-rank regression model to select variables and estimate coefficients simultaneously. We apply HARD (hard thresholding) and SCAD (smoothly clipped absolute deviation) symmetric penalty functions with singularities at the origin, and bounded by a constant to reduce bias. In our simulation study and real data analysis, the new method is compared with an existing variable selection method using $L_1$ penalty that exhibits competitive performance in prediction and variable selection. Instead of using only one type of penalty function, we use two or three penalty functions simultaneously and take advantages of various types of penalty functions together to select relevant predictors and estimation to improve the overall performance of model fitting.

• Communications for Statistical Applications and Methods
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• 제19권3호
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• pp.367-379
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• 2012

야구경기에서 순위를 예측하는 것은 야구팬들에게 관심의 대상이 된다. 이러한 순위를 예측하기 위해서 2011년 한국프로야구 기록 자료를 바탕으로 산술평균방법, 가중평균방법, 주성분분석방법, 주성분회귀분석 방법을 제시한다. 표준화를 통한 산술평균, 상관계수를 이용한 가중평균과 주성분 분석을 이용해서 순위를 예측하고, 최종모형으로 주성분회귀분석 모형이 선택되었다. 주성분 분석으로 축약된 변수를 이용해서 회귀분석을 실시하여, 투수부분, 타자부분, 투수와 타자부분의 순위예측 모형을 제안한다. 예측된 회귀모형을 통해서 2012년도 순위 예측이 가능하다.

• Communications for Statistical Applications and Methods
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• 제15권5호
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• pp.719-726
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• 2008

In this paper we consider a joint test for seasonal cointegrating(CI) ranks that enables us to simultaneously model cointegrated structures across seasonal unit roots in seasonal cointegration. A CI rank test for a single seasonal unit root is constructed and extended to a joint test for multiple seasonal unit roots. Their asymptotic distributions and selected critical values for the joint test are obtained. Through a small Monte Carlo simulation study, we evaluate performances of the tests.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.257-266
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• 2003

Distribution-free estimation methods are proposed for slope, $\beta$ in the simple linear regression model. In this paper, we suggest the point estimators using the sequential slope based on sign test and Wilcoxon signed rank test. Also confidence intervals are presented for each estimation methods. Monte Carlo simulation study is carried out to compare the efficiency of these methods with least square method and Theil´s method. Some properties for the proposed methods are discussed.

• Journal of the Korean Data and Information Science Society
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• 제19권2호
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• pp.487-496
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• 2008

Recently survival analysis becomes popular in a variety of fields so that a number of statistical packages are developed for analyzing the survival model. In this paper, several types of survival models are introduced and considered briefly. In addition, widely used three packages(SAS, SPSS, and STATA) for survival data are reviewed and their characteristics are investigated.

• Communications for Statistical Applications and Methods
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• 제22권5호
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• pp.415-434
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• 2015

In this paper we overview the literature on common features analysis of economic time series. Starting from the seminal contributions by Engle and Kozicki (1993) and Vahid and Engle (1993), we present and discuss the various notions that have been proposed to detect and model common cyclical features in macroeconometrics. In particular, we analyze in details the link between common cyclical features and the reduced-rank regression model. We also illustrate similarities and differences between the common features methodology and other popular types of multivariate time series modelling. Finally, we discuss some recent developments in this area, such as the implications of common features for univariate time series models and the analysis of common autocorrelation in medium-large dimensional systems.

• Communications for Statistical Applications and Methods
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• 제3권3호
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• pp.113-123
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• 1996

Data-dependent (adaptive) choice of asymptotically efficient score functions for rank estimators and M-estimators of regression parameters in a linear regression model with left-truncated and right-censored data are developed herein. The locally adaptive smoothing techniques of Muller and Wang (1990) and Uzunogullari and Wang (1992) provide good estimates of the hazard function h and its derivative h' from left-truncated and right-censored data. However, since we need to estimate h'/h for the asymptotically optimal choice of score functions, the naive estimator, which is just a ratio of estimated h' and h, turns out to have a few drawbacks. An altermative method to overcome these shortcomings and also to speed up the algorithms is developed. In particular, we use a subroutine of the PPR (Projection Pursuit Regression) method coded by Friedman and Stuetzle (1981) to find the nonparametric derivative of log(h) for the problem of estimating h'/h.