• Journal of the Korean Statistical Society
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• 제33권4호
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• pp.353-365
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• 2004

In this paper, we define the weighted U-empirical process for simple linear model and show the weak convergence to a Gaussian process under some conditions. Then we illustrate the usage of our result with examples. In the appendix, we derive the variance of the weighted U-empirical distribution function.

• Journal of the Korean Statistical Society
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• 제31권1호
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• pp.109-120
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• 2002

In this paper, we show the weak convergence of U-empirical processes for two sample problem. We use the result to show the asymptotic normality for the generalized dodges-Lehmann estimates with the Bahadur representation for quantifies of U-empirical distributions. Also we consider the asymptotic normality for the test statistics in a simple way.

• Communications for Statistical Applications and Methods
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• 제23권3호
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• pp.215-230
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• 2016

The powers of some tests for independence hypothesis against positive (negative) quadrant dependence in generalized Farlie-Gumbel-Morgenstern distribution are compared graphically by simulation. Some of these tests are usual linear rank tests of independence. Two other possible rank tests of independence are locally most powerful rank test and a powerful nonparametric test based on the $Cram{\acute{e}}r-von$ Mises statistic. We also evaluate the empirical power of the class of distribution-free tests proposed by Kochar and Gupta (1987) based on the asymptotic distribution of a U-statistic and the test statistic proposed by $G{\ddot{u}}ven$ and Kotz (2008) in generalized Farlie-Gumbel-Morgenstern distribution. Tests of independence are also compared for sample sizes n = 20, 30, 50, empirically. Finally, we apply two examples to illustrate the results.

• Journal of the Korean Statistical Society
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• 제27권1호
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• pp.113-132
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• 1998

In this paper, we consider a minimum distance (M.D.) estimation based on kernels for U-statistics. We use Cramer-von Mises type distance function which measures the discrepancy between U-empirical distribution function(d.f.) and modeled d.f. of kernel. In the distance function, we allow various integrating measures, which can be finite, $\sigma$-finite or discrete. Then we derive the asymptotic normality and study the qualitative robustness of M. D. estimates.

• Communications for Statistical Applications and Methods
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• 제3권2호
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• pp.275-282
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• 1996

A life distribution F with survival function $\overline{F}$=1-F, finite mean $\mu$ and mean residual life m(t) is said to be NBUE(NWUE) if m(t)$\leq$($\geq$) .$\mu$ for t$\geq$0. This NBUE property can equivalently be characterized by the fact that $\varphi$(u)$\geq$($\leq$)u for 0$\leq$u$\leq$1, where $\varphi$(u) is the scaled total-time-on test transform of F. A generalization of the NBUE properties is that there is a value of p such that $\varphi$(u)\geq.u$ for 0$\leq$u$\leq$p and $\varphi$(u)\leq$$\leq$u$\leq$1, or vice versa. This means that we have a trend change in the NBUE property. In this paper we point out an error of Klefsjo's paper (1988). He erroneously takes advantage of trend change point of failure rate to calculate the empirical test size and power in lognormal distribution. We solves the trend change point of mean residual lifetime and recalculate the empirical test size and power of Klefsjo (1988) in mocensoring case.

• Communications for Statistical Applications and Methods
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• 제19권3호
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• pp.345-358
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• 2012

표본선택 모형을 최우추정법으로 추정할 때 오차항의 분포를 제대로 가정하는 것이 매우 중요하다. 표본선택 모형의 선택 방정식과 본 방정식의 오차항 분포를 일반적으로 이변량 정규분포로 가정하지만, 이 가정이 오차항의 실제 분포를 과도하게 제약할 가능성이 있다. 본 연구는 표본선택 모형의 오차항 분포로 $S_U$-정규분포를 도입한다. $S_U$-정규분포는 분포의 비대칭성과 초과첨도를 허용한다는 측면에서 정규분포보다 훨씬 유연하면서, 동시에 정규분포를 극한분포의 형태로 포함하고 있다. 또한 정규분포처럼 다변량 분포함수가 존재하기 때문에 표본선택 모형과 같은 다변량 모형에서도 활용할 수 있다. 본 논문은 $S_U$-정규분포를 이용한 표본선택 모형에서 로그우도 함수와 조건부 기댓값을 도출하고, 시뮬레이션을 통해 정규분포 모형과 추정성과를 비교한다. 또한 자동차 보유 가구들의 자동차 유지비에 관한 실제 데이터를 이용하여 $S_U$-정규분포 표본선택 모형의 추정결과를 제시한다.

• Journal of the Korean Statistical Society
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• 제32권2호
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• pp.175-191
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• 2003

An empirical Bayesian approach is discussed for estimation of characteristics from the two-way balanced rotation sampling design which includes U.S. Current Population Survey and Canadian Labor Force Survey as special cases. An empirical Bayesian estimator is derived for monthly effect under presence of two types of biases and correlations It is shown that the marginal distribution of observation provides more general correlation structure than that frequentist has assumed. Consistent estimators are derived for hyper-parameters in Normal priors.

• 유통과학연구
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• 제19권6호
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• pp.21-28
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• 2021

Purpose: Facing numerous challenges, organizational management is one of the most important research areas for organizations which handles workers' behaviors when they are within their workplace and organization to make more profits. The current research aims to analyze the effect of organizational management factors on direct employee consultation in distribution channels. Research design, data, and methodology: To achieve the purpose of the study and provide adequate empirical results, the current authors conducted the structural equation analysis using IBM AMOS 24.0 and collected 387 U.S employees in distribution channels (Wholesale and Retail shops). Results: Investigating the relationships between three organizational management factors and direct employee consultation, we found out that organizational practitioners in distribution channels face numerous challenges that must be resolved to ensure effective direct employee consultation to benefit employees. Empirical findings suggest that practitioners and leaders in distribution channels should focus on developing employee psychological management and utilizing direct employee consultation. Conclusions: In sum, the present research concludes that it must ensure that the employee in distribution channels should be a comfortable environment to appropriately respond to consultations. An approachable management team is ideal for employee consultations to find the right ways to keep employees at par with the consultation issues.

• KDI Journal of Economic Policy
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• 제32권3호
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• pp.71-99
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• 2010

Adrian and Brunnermeier(2009)가 제안한 CoVaR는 위기의 파급효과를 측정하는 데 유용한 도구이다. 특히 어떤 금융기관이 금융시스템에 대해 어느 정도의 잠재적 리스크를 갖고 있는지를 측정할 수 있다. 본 연구는 CoVaR를 추정하는데 있어서 Adrian and Brunnermeier(2009)가 사용한 분위수 회귀방식이 아니라 이변량 정규분포 및 $S_U$-정규분포 등 모수적 분포함수를 이용하여 CoVaR를 추정하는 방법을 제안한다. 이들 모형을 이용하여 국내 은행산업을 대상으로 CoVaR를 추정하고, 이를 통해 CoVaR의 현실적 유용성을 점검함과 동시에 각 모형들의 추정 성과를 비교한다. 추정 결과, 은행들이 시스템리스크에 양(+)의 기여를 하고 있는 것으로 나타났다. 모형별로는 $S_U$-정규분포모형에 비해 분위수 회귀와 정규분포모형이 CoVaR를 (절댓값에서) 크게 과소평가하며, 위기수준을 높일수록 그 정도가 심해지는 것으로 나타났다.

• Communications for Statistical Applications and Methods
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• 제21권3호
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• pp.213-224
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• 2014

In this paper, we study the problem of transforming to normality. We propose to estimate the transformation parameter by minimizing a weighted squared distance between the empirical characteristic function of transformed data and the characteristic function of the normal distribution. Our approach also allows for other symmetric target characteristic functions. Asymptotics are established for a random sample selected from an unknown distribution. The proofs show that the weight function $t^{-2}$ needs to be modified to have thinner tails. We also propose the method to compute the influence function for M-equation taking the form of U-statistics. The influence function calculations and a small Monte Carlo simulation show that our estimates are less sensitive to a few outliers than the maximum likelihood estimates.