• 제목/요약/키워드: statistical approach

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A Quasi-Likelihood Approach to Nonlinear Filtering Problems

  • Kim, Yoon-Tae
    • Journal of the Korean Statistical Society
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    • 제27권2호
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    • pp.221-235
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    • 1998
  • Suppose that an observed process can be written as the additive model of the signal process and the noise process with unknown parameters. In practice the signal process is not directly observed. We consider the problem of estimating parameter from the observation process using the quasi-likelihood method.

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Nonparametric Regression with Left-Truncated and Right-Censored Data

  • Park, Jinho
    • Communications for Statistical Applications and Methods
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    • 제6권3호
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    • pp.791-800
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    • 1999
  • Gross and Lai(1996) proposed a new approach for ordinary regression with left-truncated and right-censored (I.t.r.c) data. This paper shows how to apply nonparametric algorithms such as multivariate adaptive regression splines to 1.t.r.c data.

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P-value calculation methods for semi-partial correlation coefficients

  • Kim, Seongho
    • Communications for Statistical Applications and Methods
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    • 제29권3호
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    • pp.397-402
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    • 2022
  • The mathematical expression of the p-value calculation for the semi-partial correlation coefficient differs between Kim (2015) and Cohen et al. (2003). These two expressions were compared and the advantages of Kim (2015)'s approach over Cohen et al. (2003) were discussed.

An Interindustry Approach to Formulations of Price Indexes (물가지수체계의 연관분석적 평가법)

  • Kim, J.B.
    • Journal of the Korean Statistical Society
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    • 제1권1호
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    • pp.3-10
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    • 1973
  • 오늘날 각국에 널리 통용되고 있는 물가지수의 작성법은 반드시 개관적 지표성을 뚜렷이 인정할만한 정립된 이론의 토대 위에 서있는 것같지 않다. 지금 우리에게 보편적 산식이 되어있는 Laspeyres식을 본다 할 때 대상상품의 종목이나 가중치의 결정방법도 문제려니와 기준시점(연도)의 이동에 따른 전후 지수체계의 불가피한 비연결성은 치명적 결함의 조건이다.

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A GEE approach for the semiparametric accelerated lifetime model with multivariate interval-censored data

  • Maru Kim;Sangbum Choi
    • Communications for Statistical Applications and Methods
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    • 제30권4호
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    • pp.389-402
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    • 2023
  • Multivariate or clustered failure time data often occur in many medical, epidemiological, and socio-economic studies when survival data are collected from several research centers. If the data are periodically observed as in a longitudinal study, survival times are often subject to various types of interval-censoring, creating multivariate interval-censored data. Then, the event times of interest may be correlated among individuals who come from the same cluster. In this article, we propose a unified linear regression method for analyzing multivariate interval-censored data. We consider a semiparametric multivariate accelerated failure time model as a statistical analysis tool and develop a generalized Buckley-James method to make inferences by imputing interval-censored observations with their conditional mean values. Since the study population consists of several heterogeneous clusters, where the subjects in the same cluster may be related, we propose a generalized estimating equations approach to accommodate potential dependence in clusters. Our simulation results confirm that the proposed estimator is robust to misspecification of working covariance matrix and statistical efficiency can increase when the working covariance structure is close to the truth. The proposed method is applied to the dataset from a diabetic retinopathy study.

Discriminative Weight Training for a Statistical Model-Based Voice Activity Detection (통계적 모델 기반의 음성 검출기를 위한 변별적 가중치 학습)

  • Kang, Sang-Ick;Jo, Q-Haing;Park, Seung-Seop;Chang, Joon-Hyuk
    • The Journal of the Acoustical Society of Korea
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    • 제26권5호
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    • pp.194-198
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    • 2007
  • In this paper, we apply a discriminative weight training to a statistical model-based voice activity detection(VAD). In our approach, the VAD decision rule is expressed as the geometric mean of optimally weighted likelihood ratios(LRs) based on a minimum classification error(MCE) method which is different from the previous works in that different weights are assigned to each frequency bin which is considered more realistic. According to the experimental results, the proposed approach is found to be effective for the statistical model-based VAD using the LR test.

Influence Measures for a Test Statistic on Independence of Two Random Vectors

  • Jung Kang-Mo
    • Communications for Statistical Applications and Methods
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    • 제12권3호
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    • pp.635-642
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    • 2005
  • In statistical diagnostics a large number of influence measures have been proposed for identifying outliers and influential observations. However it seems to be few accounts of the influence diagnostics on test statistics. We study influence analysis on the likelihood ratio test statistic whether the two sets of variables are uncorrelated with one another or not. The influence of observations is measured using the case-deletion approach, the influence function. We compared the proposed influence measures through two illustrative examples.

Semiparametric Bayesian multiple comparisons for Poisson Populations

  • Cho, Jang Sik;Kim, Dal Ho;Kang, Sang Gil
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.427-434
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    • 2001
  • In this paper, we consider the nonparametric Bayesian approach to the multiple comparisons problem for I Poisson populations using Dirichlet process priors. We describe Gibbs sampling algorithm for calculating posterior probabilities for the hypotheses and calculate posterior probabilities for the hypotheses using Markov chain Monte Carlo. Also we provide a numerical example to illustrate the developed numerical technique.

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A study on applying multivariate statistical method for making casual structure in management information (경영정보의 인과구조 구축을 위한 다변량통계기법 적용에 관한 연구)

  • 조성훈;김태성
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 한국경영과학회 1996년도 추계학술대회발표논문집; 고려대학교, 서울; 26 Oct. 1996
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    • pp.117-120
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    • 1996
  • The objective of this study is to suggest modified Covariance Structure Analysis that combine with existing Multivariate Statistical Method which is used Casual Analysis Method in Management Information. For this purpose, we'll consider special feature and limitation about Correlation Analysis, Regression Analysis, Path Analysis and connect Covariance Structure Analysis with Statistical Factor Analysis so that theoretical casual model compare with variables structure in collecting data. A example is also presented to show the practical applicability of this approach.

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Quantification Plots for Several Sets of Variables

  • Park, Mira;Huh, Myung-Hoe
    • Journal of the Korean Statistical Society
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    • 제25권4호
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    • pp.589-601
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    • 1996
  • Geometric approach to extend the classical two-set theory of canonical correlation analysis to three or more sets is considered. It provides statistical graphs to represent the data in a low dimensional space. Procedures are developed for computing the canonical variables and the corresponding properties are investigated. The solution is equivalent to that of the usual problem in the case of two sets. Goodness-of-fit of the proposed plots is studied and a numerical example is included.

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