• 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.

• 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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• 제17권3호
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• pp.441-450
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• 2010

In this paper we consider the problem of forecasting binomial time series, modelled by the binomial autoregressive model. This paper considers proposed by McKenzie (1985) and is extended to a higher order by $Wei{\ss}$(2009). Since the binomial autoregressive model is a Markov chain, we can apply the earlier work of Bu and McCabe (2008) for integer valued autoregressive(INAR) model to the binomial autoregressive model. We will discuss how to compute the h-step-ahead forecast of the conditional probabilities of $X_{T+h}$ when T periods are used in fitting. Then we obtain the maximum likelihood estimator of binomial autoregressive model and use it to derive the maximum likelihood estimator of the h-step-ahead forecast of the conditional probabilities of $X_{T+h}$. The methodology is illustrated by applying it to a data set previously analyzed by $Wei{\ss}$(2009).

• Communications for Statistical Applications and Methods
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• 제27권2호
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• pp.201-210
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• 2020

Baseline-category logit random effects models have been used to analyze longitudinal nominal data. The models account for subject-specific variations using random effects. However, the random effects covariance matrix in the models needs to explain subject-specific variations as well as serial correlations for nominal outcomes. In order to satisfy them, the covariance matrix must be heterogeneous and high-dimensional. However, it is difficult to estimate the random effects covariance matrix due to its high dimensionality and positive-definiteness. In this paper, we exploit the modified Cholesky decomposition to estimate the high-dimensional heterogeneous random effects covariance matrix. Bayesian methodology is proposed to estimate parameters of interest. The proposed methods are illustrated with real data from the McKinney Homeless Research Project.

• Communications for Statistical Applications and Methods
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• 제27권4호
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• pp.431-443
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• 2020

The K-means clustering algorithm has had successful application in sufficient dimension reduction. Unfortunately, the algorithm does have reproducibility and nestness, which will be discussed in this paper. These are clear deficits for the K-means clustering algorithm; however, the hierarchical clustering algorithm has both reproducibility and nestness, but intensive comparison between K-means and hierarchical clustering algorithm has not yet been done in a sufficient dimension reduction context. In this paper, we rigorously study the two clustering algorithms for two popular sufficient dimension reduction methodology of inverse mean and clustering mean methods throughout intensive numerical studies. Simulation studies and two real data examples confirm that the use of hierarchical clustering algorithm has a potential advantage over the K-means algorithm.

• Journal of the Korean Society for Precision Engineering
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• 제15권9호
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• pp.15-24
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• 1998

In this research. we have proposed a new technique to determine .the combination of design parameters for the process design of a hot forged product using artificial neural network(ANN) and statistical design of experiments(DOE). The investigated problem involves the adequate selection of the aspect ratio of billet, the ram velocity and the friction factor as design parameters. An optimal billet satisfying the forming limitation, die filling, load and energy as well as more uniform distribution of effective strain, is determined by applying the ability of artificial neural network and considering the analysis of mean and variation on the functional requirement. This methodology will be helpful in designing and controlling parameters on the shop floor which would yield the best design solution.

• Food Science and Biotechnology
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• 제15권4호
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• pp.494-498
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• 2006

An increase in variance (overdispersion) can occur when a binomial statistical analysis is applied to sensory difference test data in which replicate sensory evaluations (tastings) and multiple evaluators (judges) are combined to increase the sample size. Such a practice can cause extensive Type I errors, leading to serious misinterpretations of the data, especially when traditional simple binomial analysis is applied. Alternatively, the use of beta binomial analysis will circumvent the problem of overdispersion. This brief review discusses the uses and computation methodology of beta binomial analysis and in practice evidence for the occurrence of overdispersion.

• Journal of Korean Society of Industrial and Systems Engineering
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• 제23권60호
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• pp.73-81
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• 2000

The testing processes for VLSI finished devices are considerably complex because they require different types of ATE to be linked together. Due to the interaction effect between two or more linked ATEs, it is difficult to trace down the cause of the unexpected longer ATE setup time and random yields, which frequently occur in the VLSI circuit-testing laboratory. The goal of this paper is to develop and demonstrate the methodology designed to eliminate the possible interaction factors that might affect the random yields and/or unexpected longer setup time as well as increase the productivity. The statistical method such as design of experiment or multivariate analysis cannot be applied to the final testing floor here directly due to the environmental constraints. Expanded product data information (PDI) is constructed by combining product data information and ATE control information. An architecture utilizing expanded PDI is designed, which enables the engineer to conduct statistical approach investigation and reduce the setup time, as well as increase yield.

• Communications for Statistical Applications and Methods
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• 제26권2호
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• pp.175-189
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• 2019

The problem of the estimation of quantitative sensitive variable using the item sum technique (IST) on successive occasions has been discussed. IST difference, IST regression, and IST general class of estimators have been proposed to estimate quantitative sensitive variable at the current occasion in two occasion successive sampling. The proposed new estimators have been elaborated under Trappmann et al. (Journal of Survey Statistics and Methodology, 2, 58-77, 2014) as well as Perri et al. (Biometrical Journal, 60, 155-173, 2018) allocation designs to allocate long list and short list samples of IST. The properties of all proposed estimators have been derived including optimum replacement policy. The proposed estimators have been mutually compared under the above mentioned allocation designs. The comparison has also been conducted with a direct method. Numerical applications through empirical as well as simplistic simulation has been used to show how the illustrated IST on successive occasions may venture in practical situations.

• Communications for Statistical Applications and Methods
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• 제28권5호
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• pp.563-582
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• 2021

This paper deals with developing a general class of accelerated sequential procedures and obtaining the associated second-order approximations for the expected sample size and 'regret' (difference between the risks of the proposed accelerated sequential procedure and the optimum fixed sample size procedure) function. We establish that the estimation problems based on various lifetime distributions can be tackled with the help of the proposed class of accelerated sequential procedures. Extensive simulation analysis is presented in support of the accuracy of our proposed methodology using the Pareto distribution and a real data set on carbon fibers is also analyzed to demonstrate the practical utility. We also provide the brief details of some other inferential problems which can be seen as the applications of the proposed class of accelerated sequential procedures.