• Honam Mathematical Journal
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• v.44 no.1
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• pp.1-16
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• 2022

In this paper, we define and study warped product skew semi-invariant submanifolds of a locally golden Riemannian manifold. We investigate a necessary and sufficient condition for a skew semi-invariant submanifold of a locally golden Riemannian manifold to be a locally warped product. An equality between warping function and the squared normed second fundamental form of such submanifolds is established. We also construct an example of warped product skew semi-invariant submanifolds.

• Journal of the Korean Statistical Society
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• v.23 no.2
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• pp.513-522
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• 1994

A multi-dimensional design is most easily constructed via the amalgamation of one-dimensional component block designs. However, not all sets of component designs are compatible to be amalgamated. The conditions for compatibility are related to the concept of a complete matching in a graph. In this paper, we give sufficient conditions for unequal-replicate designs. Two types of conditions are proposed; one is based on the number of verices adjacent to at least one vertex and the other is ona a degree of vertex, in a bipartite graph. The former is an extension of the sufficient conditions of equal-replicate designs given by Dean an Lewis (1988).

• Communications for Statistical Applications and Methods
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• v.22 no.3
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• pp.305-312
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• 2015

We extend a generalized partially linear single-index model and newly define a generalized partially double-index model (GPDIM). The philosophy of sufficient dimension reduction is adopted in GPDIM to estimate unknown coefficient vectors in the model. Subsequently, various combinations of popular sufficient dimension reduction methods are constructed with the best combination among many candidates determined through a bootstrapping procedure that measures distances between subspaces. Distinguishing values are newly defined to match the estimates to the corresponding population coefficient vectors. One of the strengths of the proposed model is that it can investigate the appropriateness of GPDIM over a single-index model. Various numerical studies confirm the proposed approach, and real data application are presented for illustration purposes.

• The Korean Journal of Applied Statistics
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• v.6 no.1
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• pp.95-103
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• 1993

Necessary and sufficient conditions for the equality between the best linear unbiased estimators in two linear models with different covariance matrices, $V_1 and V_2$, say, are derived. Various applications of this discovery are also given. Necessary and sufficient conditions for the equality between the best linear unbiased estimator and the ordinary least squares estimator are discussed related to this topic.

• Communications for Statistical Applications and Methods
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• v.30 no.2
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• pp.179-189
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• 2023

Hybrid sufficient dimension reduction (SDR) methods to a weighted mean of kernel matrices of two different SDR methods by Ye and Weiss (2003) require heavy computation and time consumption due to bootstrapping. To avoid this, Park et al. (2022) recently develop the so-called cross-distance selection (CDS) algorithm. In this paper, two variations of the original CDS algorithm are proposed depending on how well and equally the covk-SAVE is treated in the selection procedure. In one variation, which is called the larger CDS algorithm, the covk-SAVE is equally and fairly utilized with the other two candiates of SIR-SAVE and covk-DR. But, for the final selection, a random selection should be necessary. On the other hand, SIR-SAVE and covk-DR are utilized with completely ruling covk-SAVE out, which is called the smaller CDS algorithm. Numerical studies confirm that the original CDS algorithm is better than or compete quite well to the two proposed variations. A real data example is presented to compare and interpret the decisions by the three CDS algorithms in practice.

• Communications of the Korean Mathematical Society
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• v.21 no.3
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• pp.533-541
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• 2006

We consider a autoregressive moving average process of order p and q with Markov switching coefficients and find sufficient conditions for irreducibility of the process. Identifying small sets is also examined.

• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.141-146
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• 2007

In this paper, we consider a Box-Cox transformed threshold GARCH(1,1) process and find a sufficient condition under which the process is geometrically ergodic and has the ${\beta}$-mixing property with an exponential decay rate.

• Journal of the Korean Statistical Society
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• v.32 no.2
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• pp.193-202
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• 2003

We consider a double threshold AR-ARCH type process and give sufficient conditions under which the higher-order moments exist. Geometric ergodicity and strict stationarity are also studied.

• Journal of Korean Society for Quality Management
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• v.22 no.1
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• pp.205-213
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• 1994

We construct a new lower bound of Cramer-Rao type for the median-unbiased estimator in the presence a nuisance parameter. We also identify useful necessary and sufficient conditions for the attainability of the lower bound. Some applications including the analysis of censored reliability data are considered as examples.

• Journal of the Korean Statistical Society
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• v.18 no.1
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• pp.62-71
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• 1989

We consider a Markov proces ${X_n} on [0,\infty)^k$ which is generated by $X_{n+1} = f(X_n) + \varepsilon_{n+1}$ where f is a continuous, nondecreasing concave function. Sufficient conditions for the existence of a unique invariant probability measure for ${X_n}$ are obtained.