• 제목/요약/키워드: statistical properties

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Distribution of Votaw's $\lambda_1$(mvc) Criterion

  • Nagar, D.K.;Gupta, A.K.
    • Journal of the Korean Statistical Society
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    • 제23권2호
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    • pp.303-323
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    • 1994
  • In this paper, distribution of Votaw's $\lambda_1$(mvc) criterion has been obtained using inverse Mellin transform, residue theorem and properties of special functions.

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A Study on the Least Squared Estimator of Autoregressive Models when Consecutive Missing Observations Exist

  • Ryu, Gui-Yeol
    • Communications for Statistical Applications and Methods
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    • 제3권3호
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    • pp.59-74
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    • 1996
  • The properties of the residuals are investigated when K-consecutive observations are interpolated. The central limit theorem is also proved for the LSE for autoregressive parameters when $\kappa4--consecutive observations are contaminated. The performance of the interpolated LSE in small samples is investigated by simulation. And the interpolated with the Yule-Walker type estimator.

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CHANGE-POINT ESTIMATION WITH SAMPLE FOURIER COEFFICIENTS

  • 김재희
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 추계 학술발표회 논문집
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    • pp.109-114
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    • 2002
  • In this paper we propose a change-point estimator with left and right regressions using the sample Fourier coefficients on the orthonormal bases. The asymptotic properties of the proposed change-point estimator are established. The limiting distribution and the consistency of the estimator are derived.

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Asymptotic Properties of a Robust Estimator for Regression Models with Random Regressor

  • Chang, Sook-Hee;Kim, Hae-Kyung
    • Communications for Statistical Applications and Methods
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    • 제6권2호
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    • pp.345-356
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    • 1999
  • This paper deals with the problem of estimating regression coefficients in nonlinear regression model having random regressor. The sufficient conditions for consistency of the $L_1$-estimator with random regressor are given and discussed in this paper. An example is given to illustrate the application of the main results.

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A Family of Truncated Skew-Normal Distributions

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • 제11권2호
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    • pp.265-274
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    • 2004
  • The paper extends earlier work on the skew-normal distribution, a family of distributions including normal, but with extra parameter to regulate skewness. The present work introduces a singly truncated parametric family that strictly includes a truncated normal distribution, and studies its properties, with special emphasis on the relation with bivariate normal distribution.

On Some Properties of Amount of Information

  • Kim, Jae-Joo;Suh, Kil-Won
    • Journal of the Korean Statistical Society
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    • 제4권2호
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    • pp.97-109
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    • 1975
  • To gain knowledge about the unknown state $\theta$ of nature, we perform experiments. Sufficiency of an experiment for another experiment has been introduced for the comparison of experiments. The knoledge before and after an experiment makes it possible to discuss the amount of information provided by the experiment.

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Random Elements in $L^1(R)$ and Kernel Density Estimators

  • Lee, Sung-Ho;Lee, Robert -Taylor
    • Journal of the Korean Statistical Society
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    • 제22권1호
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    • pp.83-91
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    • 1993
  • Random elements in $L^1(R)$ and some properties of $L^1(R)$ space are investigated with application to kernel density estimators. A weak law of large numbers for compact uniformly integrable random elements is introduced for further application.

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Jackknife Estimates for Parameter Changes in the Weibull Distribution

  • Jungsoo;Changsoo
    • Communications for Statistical Applications and Methods
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    • 제7권1호
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    • pp.199-210
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    • 2000
  • We shall propose several estimators for the shape and scale parameters I the Weibull distribution based upon the complete or truncated samples when both parameters are functions of a known exposure level and study properties for proposed several estimators

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Asymptotic Normality of PL estimator for interval censored bivariate life-times

  • Kang, Shin-Soo
    • Communications for Statistical Applications and Methods
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    • 제7권1호
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    • pp.245-256
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    • 2000
  • Large sample properties of Life-Table estimator are discussed for interval censored bivariate survival data. We restrict out attention to the situation where response times within pairs are not distinguishable and the univariate survival distribution is the same for any individual within any pair.

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Bayesian Confidence Intervals in Penalized Likelihood Regression

  • Kim Young-Ju
    • Communications for Statistical Applications and Methods
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    • 제13권1호
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    • pp.141-150
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    • 2006
  • Penalized likelihood regression for exponential families have been considered by Kim (2005) through smoothing parameter selection and asymptotically efficient low dimensional approximations. We derive approximate Bayesian confidence intervals based on Bayes model associated with lower dimensional approximations to provide interval estimates in penalized likelihood regression and conduct empirical studies to access their properties.