• 대한수학회지
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• 제47권6호
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• pp.1137-1146
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• 2010

In this paper, we study the divergence based goodness of fit test for partially observed sample from diffusion processes. In order to derive the limiting distribution of the test, we study the asymptotic behavior of the residual empirical process based on the observed sample. It is shown that the residual empirical process converges weakly to a Brownian bridge and the associated phi-divergence test has a chi-square limiting null distribution.

• Journal of the Korean Data and Information Science Society
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• 제27권5호
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• pp.1399-1412
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• 2016

We compare many normality tests consisting of different sources of information extracted from the given data: Anderson-Darling test, Kolmogorov-Smirnov test, Cramervon Mises test, Shapiro-Wilk test, Shaprio-Francia test, Lilliefors, Jarque-Bera test, D'Agostino' D, Doornik-Hansen test, Energy test and Martinzez-Iglewicz test. For the purpose of comparison, those tests are applied to the various types of data generated from skewed distribution, unsymmetric distribution, and distribution with different length of support. We then summarize comparison results in terms of two things: type I error control and power. The selection of the best test depends on the shape of the distribution of the data, implying that there is no test which is the most powerful for all distributions.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.191-197
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• 2003

This paper considers the independence test for two stationary infinite order autoregressive processes. For a test, we follow the empirical process method devised by Hoeffding (1948) and Blum, Kiefer and Rosenblatt (1961), and construct the Cram${\acute{e}}$r-von Mises type test statistics based on the least squares residuals. It is shown that the proposed test statistics behave asymptotically the same as those based on true errors.

• 수산해양기술연구
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• 제57권3호
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• pp.246-255
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• 2021

Most fishing vessels are less than 100 m in length (LBP), which is not mandatory for the IMO standards for ship maneuverability. Therefore, research on estimating the maneuverability of fishing vessel hull shapes are somewhat lacking compared to that of merchant ship hull shapes, and at the design stage, the numerical simulation method developed for merchant ships are applied without modification to estimate the maneuverability. Since this can cause estimation errors, the authors have derived a modified empirical formula that can improve the accuracy of estimating the maneuverability of fishing vessels in a previous study. In this study, using the modified empirical formula, the IMO maneuverability evaluation items, the turning motion test and Z-test simulations were performed on the fisheries training vessel BAEK-KYUNG and compared with the sea trial test result to verify the validity of the modified empirical formula. In conclusion, the modified empirical formula was able to estimate quantitatively and qualitatively similar to the result of the sea trial test. Such a study on estimating the maneuverability of fishing vessels will be a good indicator for fishing vessel operators and will help them analyze marine accidents.

• Geomechanics and Engineering
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• 제20권2호
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• pp.121-129
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• 2020

In the design of geotechnical structures, engineers choose either peak or critical state friction angles. Unfortunately, this selection is based on engineer's preference for economy or safety and lacks the assessment of the expected level of deformation. To fill this gap in the design process, this study proposes a strain based empirical method. Proposed method is founded on the experimentally supported assumption that higher dilatancy angles result in more brittle soil response. Using numerous triaxial test data on ten different soils, an empirical design chart is developed that allows the estimation of shear strain at failure based on soil's peak dilatancy angle and mean grain diameter. Developed empirical chart is verified by conducting a small scale retaining wall physical model test. Finally, a design methodology is proposed that makes the selection of design friction angle in structured way possible based on the serviceability limits of the proposed structure.

• Communications for Statistical Applications and Methods
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• 제4권2호
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• pp.565-579
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• 1997

A robust test is proposed for the problem of testing the parallelism of several regression lines against ordered alternatives. The proposed test statistic is based on a linear combination of one-step pairwise GM-estimators. We compare the performance of the proposed test with that of the other tests through a Monte Carlo simulation. The results of the simulation study show that the proposed test has stable levels, good empirical powers in various circumstances, and particularly higher empirical powers under the presence of extreme outliers or leverage points.

• Communications for Statistical Applications and Methods
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• 제15권2호
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• pp.213-228
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• 2008

Using a linear loss function, this paper considers the one-sided testing problem for the exponential distribution via the empirical Bayes(EB) approach. Based on right censored data, we propose an EB test for the exponential parameter and obtain its convergence rate and asymptotic optimality, firstly, under the condition that the censoring distribution is known and secondly, that it is unknown.

• Communications for Statistical Applications and Methods
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• 제20권3호
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• pp.199-205
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• 2013

We employ sieve bootstraps for empirical likelihood tests in time series models because their null distributions are often vulnerable to the presence of serial dependence. We found a significant size refinement of the bootstrapped versions of a Lagrangian Multiplier type test statistic regardless of the bandwidth choice required by long-run variance estimations.

• Composites Research
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• 제26권1호
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• pp.21-28
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• 2013

본 논문에서는 유효 면적의 제한이 있는 복합재 적층판의 탄도한계속도를 예측하였다. 탄도한계속도를 예측하기 위해 정적압입 관통실험과 고속충격 실험 그리고 준실험식을 이용하였다. 정적압입 관통실험을 통해 하중-변위 데이터를 취득하고 이를 이용해서 관통에너지를 측정하였다. 고속충격 실험을 통해 실제 관통 속도 및 관통 에너지를 측정하였다. 정적압입 관통실험과 고속충격 실험을 통해 구한 에너지를 이용해 준실험식을 만들고, 준실험식과 고속충돌 실험결과와 비교해 보았다. 위 방법을 이용해 탄도한계속도를 예측하였고 정적압입 관통 실험과 준실험식에 의한 탄도한계속도 예측의 타당성을 확인하였다.

• 응용통계연구
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• 제30권4호
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• pp.579-590
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• 2017

다변량 자료의 분포함수를 알고 있거나 추정할 수 있으면 다변량 경험분포함수를 정의할 수 있다. 이변량인 경우에는 계단그림과 분위그림을 사용하여 경험분포함수를 시각화할 수 있는데, 본 연구에서는 다변량인 경우에 경험분포함수를 정사각형에 표현할 수 있는 다변량 경험분포그림을 제안하였다. 여러 종류의 다변량 정규분포와 특정한 분포에 대하여 경험분포그림을 작성하고 특징을 살펴보니, 다양한 분산공분산행렬을 포함된 분포함수에 따라 경험분포그림이 민감하게 반응하는 것을 탐색하였다. 이를 바탕으로 경험분포함수를 구할 때 가정한 다변량 분포함수의 적합도 검정방법을 제안하였다. 대표적인 다섯 종류의 적합도 검정방법을 사용하고, 다양한 분포함수들에 대하여 각각의 검정통계량 기각역을 구하였다. 본 연구에서 얻은 기각역은 문헌에서 구할 수 있는 기각역과 큰 차이가 없음을 발견하였다. 그러므로 본 연구에서 제안한 적합도 검정방법을 문헌에서 제시한 기각역으로 쉽게 사용할 수 있는 장점이 있다.