• Journal of the Korean Data and Information Science Society
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• v.17 no.2
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• pp.543-557
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• 2006

This paper is concerned with the applicability of the chi-square approximation to the six disparity statistics: the Pearson chi-square, the generalized likelihood ratio, the power divergence, the blended weight chi-square, the blended weight Hellinger distance, and the negative exponential disparity statistic. Three dimensional contingency tables of small and moderate sample sizes are generated to be fitted to all possible hierarchical log-linear models: the completely independent model, the conditionally independent model, the partial association models, and the model with one variable independent of the other two. For models with direct solutions of expected cell counts, point estimates and confidence intervals of the 90 and 95 percentage points of six statistics are explored. For model without direct solutions, the empirical significant levels and the empirical powers of six statistics to test the significance of the three factor interaction are computed and compared.

• Journal of the Korea institute for structural maintenance and inspection
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• v.6 no.1
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• pp.255-262
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• 2002

This paper presents a statistical analysis of empirical fragility curves for bridge. The empirical fragility curves are developed utilizing bridge damage data obtained from the 1995 Hyogoken Nanbu(Kobe) earthquake. Two-parameter lognormal distribution functions are used to represent the fragility curves with the parameters estimated by the maximum likelihood method. This paper also presents methods of testing the goodness of fit of the fragility curves and estimating the confidence intervals of the two parameters(median and log-standard deviation) of the distribution. An analytical interpretation of randomness and uncertainty associated with the median is provided.

• Journal of the Korean Statistical Society
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• v.30 no.1
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• pp.41-61
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• 2001

The minimum negative exponential disparity estimator(MNEDE), introduced by Lindsay(1994), is an excellenet competitor to the minimum Hellinger distance estimator(Beran 1977) as a robust and yet efficient alternative to the maximum likelihood estimator in parametric models. In this paper we define the negative exponential deviance test(NEDT) as an analog of the likelihood ratio test(LRT), and show that the NEDT is asymptotically equivalent to he LRT at the model and under a sequence of contiguous alternatives. We establish that the asymptotic strong breakdown point for a class of minimum disparity estimators, containing the MNEDE, is at least 1/2 in continuous models. This result leads us to anticipate robustness of the NEDT under data contamination, and we demonstrate it empirically. In fact, in the simulation settings considered here the empirical level of the NEDT show more stability than the Hellinger deviance test(Simpson 1989). The NEDT is illustrated through an example data set. We also define a goodness-of-fit statistic to assess adequacy of a specified parametric model, and establish its asymptotic normality under the null hypothesis.

• Asia pacific journal of information systems
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• v.24 no.1
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• pp.65-91
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• 2014

Our study adopted ELM (Elaboration Likelihood Model) to measure the impact of central and peripheral cues on e-healthcare website behavior and its consequence on perceived loyalty of users. While most of ELM studies did not elaborate the antecedent of both central and peripheral cues, we measured the antecedents of those information processing routes to clarify how technical and quality factors (i.e. information organization, security concern, and website attractiveness) develop the nature of either central or peripheral route. We found that information organization was the main antecedent of information quality presented on the website. Second, the results revealed that website security has a positive effect on website credibility. Third, we also found that website attractiveness was positively associated with website credibility. Fourth, consistent with elaboration likelihood model, the empirical findings suggested that information quality (central cue) and website credibility (peripheral cue) were strong predictors of behavior intention to use health website. Our findings also suggested that behavior intention to use health website significantly influenced perceived loyalty.

• The Korean Journal of Applied Statistics
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• v.35 no.4
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• pp.501-515
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• 2022

Despite the stylized statistical features of returns of financial returns such as fat-tailed distribution and leverage effect, no stochastic volatility models that can explicitly capture these features have been presented in the existing frequentist approach. we propose an approximate parameterization of stochastic volatility models that can explicitly capture the fat-tailed distribution and leverage effect of financial returns and a maximum likelihood estimation of the model using Langrock et al. (2012)'s hidden Markov model approximation in a frequentist approach. Through extensive simulation experiments and an empirical analysis, we present the statistical evidences validating the efficacy and accuracy of proposed parameterization.

• Communications for Statistical Applications and Methods
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• v.22 no.6
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• pp.615-624
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• 2015

We consider the estimation of seasonal cointegration in the presence of conditional heteroskedasticity (CH) using a feasible generalized least squares method. We capture cointegrating relationships and time-varying volatility for long-run and short-run dynamics in the same model. This procedure can be easily implemented using common methods such as ordinary least squares and generalized least squares. The maximum likelihood (ML) estimation method is computationally difficult and may not be feasible for larger models. The simulation results indicate that the proposed method is superior to the ML method when CH exists. In order to illustrate the proposed method, an empirical example is presented to model a seasonally cointegrated times series under CH.

• Communications for Statistical Applications and Methods
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• v.13 no.3
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• pp.607-619
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• 2006

We consider the problem of testing the existence of change in mean and estimating the change-point when the data are from the normal distribution. A change-point estimator using the likelihood ratio test statistic, Gombay and Horvath (1990) test statistic, and nonparametric change-point estimator using Carlstein (1988) empirical distribution are studied when there exists one change-point in the mean. A power study is done to compare the change test statistics. And a comparison study of change-point estimators for estimation capability is done via simulations with S-plus software.

• Proceedings of the Korean Statistical Society Conference
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• 2003.10a
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• pp.319-324
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• 2003

본 논문에서는 matched-pair design에서의 두 처리간 동등성/ 비열등성 검정에 대해 고려하였다. 기존에 비율차이나 risk ratio관점에서 동등성/비열등성 검정을 시행한 것과는 달리, 본 논문에서는 odds ratio에 기초하여 두 가지 검정통계량을 유도하였다. (1) constrained maximum likelihood estimator(mle)를 이용한 fieller type 통계량 (2) 제약없이 구한 mle를 사용한 wald-type 통계량). 비율 차이나 risk ratio에 기초한 기존의 통계적 방법들(비율차이에 근거한 (3) score-type 통계량과 (4) wald-type 통계량, risk ratio에 기초한 (5) fieller-type 통계량과 (6) wald-type 통계량)과 본 논문에서 제시한 두가지 통계량의 성능을 비교하기 위해 모의실험을 시행하였다. 모의실험 결과, 본 논문에서 제안한 constrained mle를 사용한 fieller type 통계량은 empirical type I error 측면에서 매우 만족스러운 결과를 보이고 있으며, 특히 비대각 셀의 확률이 작아질 경우에도 안정적인 성능을 보여준다.

• Wind and Structures
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• v.22 no.4
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• pp.393-408
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• 2016

Weibull distribution is a suitable distribution to use in modeling the life time data. It has been found to be a exact fit for the empirical distribution of the wind speed measurement samples. In brief this paper consist of important properties and characters of Weibull distribution. Also we discuss the application of Weibull distribution to wind speed measurements and derive an expression for the probability distribution of the power produced by a wind turbine at a fixed location, so that the modeling problem reduces to collecting data to estimate the three parameters of the Weibull distribution using Maximum likelihood Method.

• Journal of the Korean Data and Information Science Society
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• v.25 no.4
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• pp.903-914
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• 2014

The inverse Weibull distribution has been proposed as a model in the analysis of life testing data. Also, inverse Weibull distribution has been recently derived as a suitable model to describe degradation phenomena of mechanical components such as the dynamic components (pistons, crankshaft, etc.) of diesel engines. In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and the shape parameter in the inverse Weibull distribution under multiply type-II censoring. We also develop four modified empirical distribution function (EDF) type tests for the inverse Weibull or extreme value distribution based on multiply type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.