• Communications for Statistical Applications and Methods
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• 제13권1호
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• pp.135-140
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• 2006

The paper by Paik (1985) introduced a structural property of the designs which was related to the concordance matrix $NN^{t}$ of the design. This special property was termed Property-C. The designs which have Property-C need not calculation of the generalize inverse of C matrix for solution of reduced normal equation. Paik also mentioned that some block designs belong to Property-C. This paper show the Extended Group Divisible designs defined by Hinkelmann (1964) are included in Property-C.

• 대한수학회보
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• 제50권4호
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• pp.1145-1156
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• 2013

In this paper, a kind of modified $q$-Bernstein-Schurer operators is introduced. The Korovkin type statistical approximation property of these operators is investigated. Then the rates of statistical convergence of these operators are also studied by means of modulus of continuity and the help of functions of the Lipschitz class. Furthermore, a Voronovskaja type result for these operators is given.

• Communications for Statistical Applications and Methods
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• 제10권3호
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• pp.731-740
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• 2003

Schervish(1996) and Lavine and Schervish(1999) have shown that the classical P-values and the Bayes factors fail to achieve the so-called coherence property, respectively. In this paper, we propose a new type of Bayesian P-value, namely the type LR Bayesian P-value, satisfying the coherence property. The proposed Bayesian P-values are very easy to use with since they are simple functions of likelihood ratio. Their performances are discussed and compared with those of other methods under several situations.

• 대한기계학회논문집
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• 제18권11호
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• pp.2894-2901
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• 1994

Many researchers presented a probabilistic and statistical property of the material strength. However, the study on probabilistic and statistical property of fatigue fracture toughness has not been nearly presented. Major objectives in this paper are to compare the statistical test results of fatigue fracture toughness with those obtained in the tensile experiments, and to recognize the size effect for the probabilistic and statistical property by using specimens with various thickness.

• Journal of the Korean Statistical Society
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• 제31권1호
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• pp.141-142
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• 2002

• Communications for Statistical Applications and Methods
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• 제19권1호
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• pp.85-95
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• 2012

In this paper we define extended negative quadrant dependence which is weaker negative quadrant dependence and show conditions for having extended negative quadrant dependence property. We also derive generalized Farlie-Gumbel-Morgenstern uniform distributions that possess the extended quadrant dependence property.

• Journal of the Korean Statistical Society
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• 제30권4호
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• pp.573-583
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• 2001

A condition in which the covariances of Matheron's variogram estimators are expressed in a simple form is reviewed. An asymptotic property of the covariances of the variogram estimators is examined, and a sufficient condition that guaranties the finiteness of the asymptotic variance of the normalized variogram estimators is provided.

• Journal of the Korean Statistical Society
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• 제8권2호
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• pp.125-130
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• 1979

It is well known that $L_2(m)$ type PBIB designs have the Property A, so they are BNAS PBIB designs. However, $L_3(m)$ type PBIB designs are not of type of Property A but do have the factorial structure (Cotter, John, and Smith(1973)). In this paper, the properties of the $L_3(m)$ type PBIB designs are investigated. Extended Property A and fractional BNAS are defined and a solution formula for the treatment effects in the $L_32(m)$ type designs is obtained.

• Journal of the Korean Statistical Society
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• 제22권2호
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• pp.259-269
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• 1993

A moving average model, LMA(q) and an autoregressive-moving average model, NLARMA(p, q), with Laplacian marginal distribution are constructed and their properties are discussed; Their autocorrelation structures are completely analogus to those of Gaussian process and they are partially time reversible in the third order moments. Finally, we study the mixing property of NLARMA process.

• Communications for Statistical Applications and Methods
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• 제24권5호
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• pp.443-455
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• 2017

In this paper, we study ARCH(${\infty}$) models with either geometrically decaying coefficients or hyperbolically decaying coefficients. Most popular autoregressive conditional heteroscedasticity (ARCH)-type models such as various modified generalized ARCH (GARCH) (p, q), fractionally integrated GARCH (FIGARCH), and hyperbolic GARCH (HYGARCH). can be expressed as one of these cases. Sufficient conditions for $L_2$-near-epoch dependent (NED) property to hold are established and the functional central limit theorems for ARCH(${\infty}$) models are proved.