• 한국통계학회:학술대회논문집
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• 한국통계학회 2002년도 추계 학술발표회 논문집
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• pp.103-108
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• 2002

We consider an estimation of discontinuous variance function in nonparametric heteroscedastic random design regression model. We first propose estimators of a change point and jump size in variance function and then construct an estimator of entire variance function. We examine the rates of convergence of these estimators and give results on their asymptotics. Numerical work reveals that the effectiveness of change point analysis in variance function estimation is quite significant.

• Journal of the Korean Statistical Society
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• 제35권1호
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• pp.1-23
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• 2006

In this paper we consider an estimation of the discontinuous variance function in nonparametric heteroscedastic random design regression model. We first propose estimators of the change point in the variance function and then construct an estimator of the entire variance function. We examine the rates of convergence of these estimators and give results for their asymptotics. Numerical work reveals that using the proposed change point analysis in the variance function estimation is quite effective.

• Journal of the Korean Statistical Society
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• 제30권2호
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• pp.265-280
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• 2001

Estimation of the edge of a distribution has many important applications. It is related to classification, cluster analysis, neural network, and statistical image recovering. The problem also arises in measuring production efficiency in economic systems. Three most promising nonparametric estimators in the existing literature are introduced. Their statistical properties are provided, some of which are new. Themes of future study are also discussed.

• 한국통신학회논문지
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• 제11권1호
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• pp.73-84
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• 1986

화상이해의 기본적인 특성중의 하나인 edge를 추정하는 statistical 한 방법을 제안하였다. 종래의 edge검출기법은 주로 deterministic한 신호에는 잘 적용되었지만 statistical한 신호에는 만족스러운 결과를 얻을 수 없었다. 본 논문에서는 신호의 statistical 한 성질을 고려한 likelihood함수를 이용하여 결정함수를 구하고, 이것을 최대로 하는 위치를 edge로 선정하는 maximum likelihood edge 검출기법에 대하여 논하였다. 이 기법을 random number generator에 의하여 발생된 통계적인 성질을 갖는 신호에 적용하여 edge가 잘 검출됨을 보였다. 또 이 방법을 통계적인 성질을 갖는 이차원의 화상으로 확장하였을 때에도 정확하게 edge가 검출됨을 알 수 있었다.

• Communications for Statistical Applications and Methods
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• 제1권1호
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• pp.20-26
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• 1994

The hazard function is a non-negative function that measures the propensity of failure in the immediate furture, and is frequently used as a decision criterion, especially in replacement decisions. In this paper, we compute approximate confidence intervals for the lognormal hazard function under Type I censored data, and show how to choose the sample size needed to estimate a point on the hazard function with a specified degree of precision. Also we provide a table that can be used to compute the sample size.

• 수산경영론집
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• 제23권2호
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• pp.91-99
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• 1992

It has been one of the critical issues that the researchers properly evaluate the fishing rights foregone by the coastal development activities like wetland reclamation. Particularly, estimating the productivity of concerned fishing rights is known to play a significant role in their monetary compensation. As a result, this paper attempts to develop a statistical model characterized by Cobb-Douglas production function in conjunction with the fisheries' productivity estimation. The primary hypotheses involving their statistical production function are as below : 1. The quantity of fisheries production is hypothesized to be expressed as a function of capital (K) and labor(L) put into fishing activities. 2. The estimated parameters of K and L are hypothesized to satisfy the conventional condition of production function as a form of Cobb-Douglas. These statistical tests reveal that the shellfish farming productivity heavily depends on the acre of mariculture while the input of labor force also considerably affects its productivity. In case of the fixed net fishing productivity, both the factors of capital and labor similarly affect the marginal change in its productivity. En addition, the productivity of shellfish (arming turns out to follow the increasing returns to scale, whereas that of fixed net fishing comes up with the decreasing returns to scale.

• 대한기계학회논문집
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• 제14권5호
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• pp.1290-1299
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• 1990

본 연구에서는 이러한 개념을 확장하여 직경이 26nm와 38nm인 두 개의 수평관 내 기액 2상유동에서 오리피스의 차압교란치의 확률밀도함수, 자기상관함수와 파워 스 펙트럼 밀도함수를 구하여 유동양식에 따른 이 들 통계치의 특성을 구명하였다. 본 연구에서 다룬 유동양식은 기포, 플러그, 슬러그, 성층, 파상, 환상, pseudo-slug 유 동이다. 이 결과 차압교란치의 통계적 해석을 통한 유동양식 판별법이 매우 유용하 다는 사실을 밝혔으며, 또 본 판별법을 관내 압력강하치의 통계적 해석을 통하여 유동 양식을 구분한 타 연구자들의 방법과 비교 분석하였다.

• Communications for Statistical Applications and Methods
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• 제15권5호
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• pp.783-791
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• 2008

Estimation procedure of the finite population proportion and distribution function is considered. Based on a logistic regression model, an approximately model- optimal estimator is defined and conditions for the estimator to be design-consistent are given. Simulation study shows that the model-optimal design-consistent estimator defined under a logistic regression model performs well in estimating the finite population distribution function.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.497-505
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• 2003

Under normality assumption, the tolerance interval for a future observation is sometimes of great interest in statistics. In this paper, we state the influence function on the standard deviation $\sigma$, and use it to derive the influence function on tolerance limits. Simulation study shows that the two influence functions perform very well.

• Communications for Statistical Applications and Methods
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• 제10권3호
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• pp.1025-1036
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• 2003

Variable selection algorithm for principal component analysis using penalty function is proposed. We use the fact that usual principal component problem can be expressed as a maximization problem with appropriate constraints and we will add penalty function to this maximization problem. Simulated annealing algorithm is used in searching for optimal solutions with penalty functions. Comparisons between several well-known penalty functions through simulation reveals that the HARD penalty function should be suggested as the best one in several aspects. Illustrations with real and simulated examples are provided.