• Journal of the Korean Statistical Society
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• 제28권2호
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• pp.151-165
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• 1999

This paper considers the trimmed least squares estimator of the autoregression parameter in the unstable AR(1) model: X\ulcorner=ØX\ulcorner+$\varepsilon$\ulcorner, where $\varepsilon$\ulcorner are iid random variables with mean 0 and variance $\sigma$$^2$> 0, and Ø is the real number with │Ø│=1. The trimmed least squares estimator for Ø is defined in analogy of that of Welsh(1987). The limiting distribution of the trimmed least squares estimator is derived under certain regularity conditions.

• 응용통계연구
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• 제25권5호
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• pp.793-802
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• 2012

One proposal is made to construct a nonparametric estimator of slope parameters in a regression model under symmetric error distributions. This estimator is based on the use of the idea of minimizing approximate variance of a proposed estimator using regression quantiles. This nonparametric estimator and some other L-estimators are studied and compared with well known M-estimators through a simulation study.

• Steel and Composite Structures
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• 제26권1호
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• pp.1-15
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• 2018

This study reported, the effect of random variation in system properties on bending response of single wall carbon nanotube reinforced composite (SWCNTRC) plates subjected to transverse uniform loading is examined. System parameters such as the SWCNT armchair, material properties, plate thickness and volume fraction of SWCNT are modelled as basic random variables. The basic formulation is based on higher order shear deformation theory to model the system behaviour of the SWCNTRC composite plate. A C0 finite element method in conjunction with the first order perturbation technique procedure developed earlier by the authors for the plate subjected to lateral loading is employed to obtain the mean and variance of the transverse deflection of the plate. The performance of the stochastic SWCNTRC composite model is demonstrated through a comparison of mean transverse central deflection with those results available in the literature and standard deviation of the deflection with an independent First Order perturbation Technique (FOPT), Second Order perturbation Technique (SOPT) and Monte Carlo simulation.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2023년도 학술발표회
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• pp.244-244
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• 2023

Both the frequency and the magnitude of hydrometeorological extreme events such as severe floods and droughts are increasing. In order to prevent a damage from the climatic disaster, hydrological models are often simulated under various meteorological conditions. While performing the simulations, a synthetic data generated through time series models which maintains the key statistical characteristics of the sample data are widely applied. However, the synthetic data can easily maintains both the average and the variance of the sample data, but the quantile is not maintained well. In this study, we proposes a data generation method which maintains the quantile of the sample data well. The equations of the former maintenance of variance extension (MOVE) are expanded to maintain quantile rather than the average or the variance of the sample data. The equations are derived and the coefficients are determined based on the characteristics of the sample data that we aim to preserve. Monte Carlo simulation is utilized to assess the performance of the proposed data generation method. A time series data (data length of 500) is regarded as the sample data and selected randomly from the sample data to create the data set (data length of 30) for simulation. Data length of the selected data set is expanded from 30 to 500 by using the proposed method. Then, the average, the variance, and the quantile difference between the sample data, and the expanded data are evaluated with relative root mean square error for each simulation. As a result of the simulation, each equation which is designed to maintain the characteristic of data performs well. Moreover, expanded data can preserve the quantile of sample data more precisely than that those expanded through the conventional time series model.

• 한국음향학회지
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• 제24권4호
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• pp.210-216
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• 2005

본 논문에서는 잡음에 강인한 음성인식을 위하여 고유공간에 기반을 둔 새로운 특징 정규화 기법을 제안한다. 일반적으로 평균과 분산의 정규화 (MVN)는 켑스트럼 상에서 수행된다. 그러나 최근에 고유공간을 이용한 MVN기법이 소개되었고, 그 고유공간 정규화 기법에서는 하나의 고유공간을 이용하였다. 이 과정에는 켑스트럼 상의 특징 벡터를 선형 주성분 분석 (PCA)행렬을 통하여 고유공간으로 변환시킨 후 MVN을 수행하는 과정이 포함된다. 이 방법에서는 전체 39차의 특징분포를 하나의 고유공간으로 표현하였다. 그러나 이 기법의 경우 전체 특징 분포를 표현함에 세밀함이 떨어지기 때문에 더욱 세밀한 분포의 표현을 위해 본 논문에서는 static 특징, 1차 미분 계수, 2차 미분계수에 각각 유일하고 독립적인 분리된 고유공간을 적용하는 것을 제안하였다. 또한 고유공간에서 정규화 된 훈련 데이터를 이용하여 모델을 만든다. 마지막으로 훈련 데이터의 분포와 잡음환경에서의 테스트 데이터의 분포 특성의 차이를 줄이기 위해 켑스트럼 상에서의 회전 기법을 적용시킨다. 그 결과, 기본적인 고유공간 정규화 기법보다 향상된 성능을 얻을 수 있었다.

• 중환자간호학회지
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• 제9권2호
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• pp.36-47
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• 2016

Purpose: The study examined core job characteristics and job preference to explain work performance among critical care nurses. The theoretical model was constructed based on the job characteristics model with core job characteristics as exogenous variables, and work performance and job preference as endogenous variables. Methods: A total of 228 hospital nurses participated in the study from May to September, 2015. Data were collected through structured questionnaires and analyzed using structural equation modeling. Results: The model showed a good fit to the data with $x^2/df=2.90$, goodness of fit index = .91, root mean square residual = .20, comparative fit index = .93, and incremental fit index = .93. The core job characteristics explained 64% of the variance in job preference. The core job characteristics and job preference explained 52% of the variance in work performance. Conclusions: The core job characteristics can explain the work performance among critical care nurses through job preference. Effective strategies to improve the work performance among critical care nurses should focus on the application of the core job characteristic into a productive work environment. Further studies are warranted to explore the role of job preference of critical care nurses in promoting their work performance.

• 대한산업공학회지
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• 제25권3호
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• pp.336-341
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• 1999

The problem of jointly determining the optimum process mean and screening limits for each market is considered in situations where there are several markets with different price/cost structures. The quality characteristic is assumed to be a normal distribution with unknown mean and known variance. A quadratic loss function is utilized for developing the economic model. Methods of finding the optimum process mean and screening limits are presented and a numerical example is given.

• 응용통계연구
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• 제34권1호
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• pp.39-56
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• 2021

Markowitz (1952)의 분산투자 모형 발표 이후 포트폴리오 최적화에 대한 많은 연구가 이루어졌다. 마코위츠의 평균-분산 포트폴리오 최적화 모형은 수익 분포가 정규분포를 따른다는 가정하에서 성립한다. 그러나 실생활에서는 수익 분포가 정규분포를 따르지 않는 경우가 존재한다. 또한 분산은 이상치의 영향을 많이 받는 민감한 지표이다. 이런 분산의 단점을 보완할 수 있는 하방위험인 숏폴(Shortfall)을 위험 지표로 적용함으로써 수익 분포에 대해 최적화가 가능한 평균-숏폴 포트폴리오 모형이 제안되었다. 또한 Jorion (2003)과 Park(2019)은 포트폴리오의 위험도를 최소화하는 동시에 적은 수의 자산으로 구성(sparse)되고 안정적(stable)인 포트폴리오를 얻는 퍼터베이션 방법을 제안하였다. 본 논문에서는 평균-숏폴 포트폴리오 모형에 퍼터베이션 방법과 adaptive Lasso를 적용하여 사용되는 자산의 수가 적으면서 안정적이고 쉽게 적용 가능한 포트폴리오 모형을 제안한다. 그리고 실증 데이터 분석을 통하여 모형의 타당성을 입증한다.

• Journal of the Korean Statistical Society
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• 제28권2호
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• pp.225-234
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• 1999

We consider the following semi-parametric non-linear mixed effect regression model : y\ulcorner=f($\chi$\ulcorner;$\beta$)+$\sigma$$\mu$($\chi$\ulcorner)+$\sigma$$\varepsilon$\ulcorner,i=1,…,n,y*=f($\chi$;$\beta$)+$\sigma$$\mu$($\chi$) where y'=(y\ulcorner,…,y\ulcorner) is a vector of n observations, y* is an unobserved new random variable of interest, f($\chi$;$\beta$) represents fixed effect of known functional form containing unknown parameter vector $\beta$\ulcorner=($\beta$$_1$,…,$\beta$\ulcorner), $\mu$($\chi$) is a random function of mean zero and the known covariance function r(.,.), $\varepsilon$'=($\varepsilon$$_1$,…,$\varepsilon$\ulcorner) is the set of uncorrelated measurement errors with zero mean and unit variance and $\sigma$ is an unknown dispersion(scale) parameter. On the basis of finite-sample, small-dispersion asymptotic framework, we derive an absolute lower bound for the asymptotic mean squared errors of prediction(AMSEP) of the regular-consistent non-linear predictors of the new random variable of interest y*. Then we construct an optimal predictor of y* which attains the lower bound irrespective of types of distributions of random effect $\mu$(.) and measurement errors $\varepsilon$.

• International Journal of Reliability and Applications
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• 제2권3호
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• pp.189-197
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• 2001

The estimation of mean lifetimes in presence of interval censoring with mixed replacement procedure is examined when the distributions of lifetimes are exponential. It is assumed that, due to physical restrictions and/or economic constraints, the number of failures is investigated only at several inspection times during the lifetime test; thus there is interval censoring. The maximum likelihood estimator is found in an implicit form. The Cramor-Rao lower bound, which is the asymptotic variance of the estimator, is derived. The estimation of mean lifetimes for competing failures model has been expanded.