• Communications for Statistical Applications and Methods
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• 제17권4호
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• pp.551-560
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• 2010

This paper considers a Bayesian approach to modeling a flexible regression function under structural measurement error model. The regression function is modeled based on semiparametric regression with penalized splines. Model fitting and parameter estimation are carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. Their performances are compared with those of the estimators under structural measurement error model without a semiparametric component.

• Journal of the Korean Data and Information Science Society
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• 제21권2호
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• pp.379-385
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• 2010

This paper considers Bayesian approach to modeling a flexible regression function under functional measurement error model. The regression function is modeled based on semiparametric regression with penalized splines. Model fitting and parameter estimation are carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. Their performances are compared with those of the estimators under functional measurement error model without semiparametric component.

• Communications for Statistical Applications and Methods
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• 제16권2호
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• pp.335-348
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• 2009

Fuzzy regression is used as a complement or an alternative to represent the relation between variables among the forecasting models especially when the data is insufficient to evaluate the relation. Such phenomenon often occurs in seasonal time series data which require large amount of data to describe the underlying pattern. Semiparametric model is useful tool in the case where domain knowledge exists about the function to be estimated or emphasis is put onto understandability of the model. In this paper we propose fuzzy semiparametric support vector regression so that it can provide good performance on forecasting of the seasonal time series by incorporating into fuzzy support vector regression the basis functions which indicate the seasonal variation of time series. In order to indicate the performance of this method, we present two examples of predicting the seasonal time series. Experimental results show that the proposed method is very attractive for the seasonal time series in fuzzy environments.

• Journal of the Korean Statistical Society
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• 제18권2호
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• pp.97-106
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• 1989

We consider two semiparametric regression lines where the density of the error terms are unknown. We give simultaneous estimatros of the differences of intercepts and slopes which turn out to be asymptotically minimax as well as efficient in semiparametric sense.

• Communications for Statistical Applications and Methods
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• 제22권4호
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• pp.349-359
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• 2015

We study a semiparametric Bayesian approach to small area estimation under a nested error linear regression model with area level covariate subject to measurement error. Consideration is given to radial basis functions for the regression spline and knots on a grid of equally spaced sample quantiles of covariate with measurement errors in the nested error linear regression model setup. We conduct a hierarchical Bayesian structural measurement error model for small areas and prove the propriety of the joint posterior based on a given hierarchical Bayesian framework since some priors are defined non-informative improper priors that uses Markov Chain Monte Carlo methods to fit it. Our methodology is illustrated using numerical examples to compare possible models based on model adequacy criteria; in addition, analysis is conducted based on real data.

• Journal of the Korean Statistical Society
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• 제31권4호
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• pp.509-518
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• 2002

This paper is concerned with semiparametric Bayesian analysis of the proportional intensity regression model of the Poisson process for multiple event time data. A nonparametric prior distribution is put on the baseline cumulative intensity function and a usual parametric prior distribution is given to the regression parameter. Also we allow heterogeneity among the intensity processes in different subjects by using unobserved random frailty components. Gibbs sampling approach with the Metropolis-Hastings algorithm is used to explore the posterior distributions. Finally, the results are applied to a real data set.

• Journal of the Korean Statistical Society
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• 제20권1호
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• pp.85-92
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• 1991

A set of conditions ensuring local asymptotic normality for independent but not necessarily identically distributed observations in semiparametric models is presented here. The conditions are turned out to be more direct and easier to verify than those of Oosterhoff and van Zwet(1979) in semiparametric models. Examples considered include the simple linear regression model and Cox's proportional hazards model without censoring where the covariates are not random.

• 자원ㆍ환경경제연구
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• 제12권4호
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• pp.545-557
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• 2003

양분형 조건부가치평가모형의 준모수적 추정 방법을 소위 회귀함수 1차 도함수의 밀도가중평균(density weighted average derivative or regression function) 추정을 응용하여 제안한다. 논문에서 제안된 준모수 추정량의 소표본 특성은 몬데칼로 시뮬레이션 결과를 제시함으로써 간접적으로 나타난다. 또 추정량을 동강보존을 위한 지불용의액을 조사한 조건부가치평가자료에 실제 적용함으로써 현실 적용 가능성을 보여준다.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.167-170
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• 2003

We develop semiparametric methods for matched case-control studies using regression splines. Three methods are developed: an approximate crossvalidation scheme to estimate the smoothing parameter inherent in regression splines, as well as Monte Carlo Expectation Maximization (MCEM) and Bayesian methods to fit the regression spline model. We compare the approximate cross-validation approach, MCEM and Bayesian approaches using simulation, showing that they appear approximately equally efficient, with the approximate cross-validation method being computationally the most convenient. An example from equine epidemiology that motivated the work is used to demonstrate our approaches.

• Journal of the Korean Data and Information Science Society
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• 제23권2호
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• pp.385-392
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• 2012

Logistic regression is a well known binary classification method in the field of statistical learning. Mixed-effect regression models are widely used for the analysis of correlated data such as those found in longitudinal studies. We consider kernel extensions with semiparametric fixed effects and parametric random effects for the logistic regression. The estimation is performed through the penalized likelihood method based on kernel trick, and our focus is on the efficient computation and the effective hyperparameter selection. For the selection of optimal hyperparameters, cross-validation techniques are employed. Numerical results are then presented to indicate the performance of the proposed procedure.