• Communications for Statistical Applications and Methods
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• 제2권2호
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• pp.243-248
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• 1995

The problem of optimal design for a nonparametric regression with binary data is considered. The aim of the statistical analysis is the estimation of a quantal response surface in two dimensions. Bias, variance and IMSE of kernel estimates are derived. The optimal design density with respect to asymptotic IMSE is constructed.

• 응용통계연구
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• 제26권6호
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• pp.903-913
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• 2013

최근 소셜 네크워크 서비스의 발달로 인해 개인의 감정이나 의견을 표현하는 소셜 데이터들이 하루에도 수백만 건씩 생산되고 있다. 또한 소셜 데이터는 개인의 의견에 또 다른 생각을 더하는 등 정보의 생산과 소비가 누구나 가능해짐으로써 사회현상을 잘 반영해주는 도구로 성장하고 있다. 본 연구에서는 블로그에 올라온 부정적인 감성어들을 분석하여 블로거의 감성변화를 탐지하기 위해 다변량 관리도를 이용하고자 한다. 이를 위해 2008년 1월 1일부터 2009년 12월 31일 사이에 생성되었던 모든 블로그를 사용하였다. 품질 특성치가 다변량으로 주어지는 경우 호텔링의 $T^2$ 관리도가 널리 사용된다. 그러나 이 관리도는 품질 특성치들의 분포가 다변량 정규분포라는 가정을 하고 있어, 비정규 다변량 자료에 대한 관리도의 성능은 좋지 않다. 이에 본 논문에서는 Sun과 Tsung (2003)이 제안한 써포트 벡터머신에서 단일 집합 분류 기법 중 하나인 SVDD(support vector data description) 알고리즘과 이를 확장한 K-관리도를 소개하고, 실제 데이터 분석에 적용해 보았다.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.433-443
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• 2003

In this study, we provide a comparison of multivariate Q-techniques in the up-to-date versions of SAS, SPSS, Minitab and S-plus well known to those who study statistics. We can analyze data through the direct Input method(command) in SAS and use of menu method in SPSS, Minitab and S-plus. The analysis performance method is chosen by the high frequency of use. Widely we compare with each Q-techniques form according to input data, input option, statistical chart and statistical output.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2000년도 추계학술발표회 논문집
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• pp.187-191
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• 2000

In the analysis of repeated measurements, multivariate regression models that account for the correlations among the observations from the same subject are widely used. Like the usual univariate regression models, these multivariate regression models also need some model diagnostic procedures. In this paper, we propose a simple graphical method to detect outliers and to investigate the goodness of model fit in repeated measures data. The graphical method is based on the quantile-quantile(Q-Q) plots of the $X^2$ distribution and the standard normal distribution. We also propose diagnostic measures to detect influential observations. The proposed method is illustrated using two examples.

• Journal of the Korean Data and Information Science Society
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• 제12권1호
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• pp.127-133
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• 2001

In this article we establish multivariate cumulative sum (CUSUM) control charts based on residual vector with correlated observations. We first find the residual vector and its expectation and variance-covariance matrix and then evaluate the average run length (ARL) of the control charts.

• Journal of the Korean Data and Information Science Society
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• 제12권1호
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• pp.135-142
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• 2001

A multivariate statistic based on interdirection is proposed for detecting dependence among many vectors. The asymptotic distribution of the proposed statistic is derived under the null hypothesis of independence. Also we find the asymptotic distribution under the alternatives contiguous to the null hypothesis, which is needed for later use of computing relative efficiencies.

• Communications for Statistical Applications and Methods
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• 제3권1호
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• pp.11-19
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• 1996

Canonical correlation analysis is a multivariate technique for identifying and quantifying the statistical relationship between two sets of variables. Like most multivariate techniques, the main objective of canonical correlation analysis is to reduce the dimensionality of the dataset. It would be particularly useful if high dimensional data can be represented in a low dimensional space. In this study, we will construct statistical graphs for paired sets of multivariate data. Specifically, plots of the observations as well as the variables are proposed. We discuss the geometric interpretation and goodness-of-fit of the proposed plots. We also provide a numerical example.

• Journal of the Korean Data and Information Science Society
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• 제17권1호
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• pp.221-231
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• 2006

A chi-squared test of multivariate normality is suggested which is oriented for detecting deviations from elliptical symmetry. We derive the limiting distribution of the test statistic via a central limit theorem on empirical processes. A simulation study is conducted to study the accuracy of the limiting distribution in finite samples. Finally, we compare the power of our method with those of other popular tests of multivariate normality under a non-normal distribution.

• Journal of the Korean Data and Information Science Society
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• 제17권1호
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• pp.161-171
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• 2006

In this paper, we consider the random number generation method for multivariate Poisson distribution with specific covariance matrix. Random number generating method for the multivariate Poisson distribution is considered into two part, by first solving the linear equation to determine the univariate Poisson parameter, then convoluting independent univariate Poisson variates with appropriate expectations. We propose a numerical algorithm to solve the linear equation given the specific covariance matrix.

• Journal of the Korean Data and Information Science Society
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• 제15권2호
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• pp.423-430
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• 2004

We provide the exact form of a Rao-Robson version of the chi-squared test of multivariate normality suggested by Park(2001). This test is easy to apply in practice since it is easily computed and has a limiting chi-squared distribution under multivariate normality. A self-contained formal argument is provided that it has the limiting chi-squared distribution. A simulation study is provided to study the accuracy, in finite samples, of the limiting distribution. Finally, a simulation study in a nonnormal distribution is conducted in order to compare the power of our test with those of other popular normality tests.