• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.281-286
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• 2003

The stationarity is one of the most important properties of a time series. We propose robust sign tests for seasonal autoregressive process to determine whether or not a time series is stationary. The tests have an exact binomial null distribution and are robust to the outliers and the heteroscedastic errors. Monte-Carlo simulation shows that the sign test is locally more powerful than the OLSE-based tests for heavy-tailed and/or heteroscedastic error distributions.

• Communications for Statistical Applications and Methods
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• 제18권1호
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• pp.131-136
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• 2011

The original Bates-Watts framework applies only to the complete parameter vector. Thus, guidelines developed in that framework can be misleading when the adequacy of the linear approximation is very different for different subsets. The subset curvature measures appear to be reliable indicators of the adequacy of linear approximation for an arbitrary subset of parameters in nonlinear models. Given the specific mean shift outlier model, the standard approaches to obtaining test statistics for outliers are discussed. The accuracy of outlier tests is investigated using subset curvatures.

• Journal of the Korean Data and Information Science Society
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• 제16권4호
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• pp.1095-1106
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• 2005

When X and Y have independent two parameter exponential distributions, we develop a Bayesian testing procedures for the equality of two location parameters. The reference prior in non-regular exponential model is derived. Under this reference prior, we propose a Bayesian test procedures for the equality of two location parameters using fractional Bayes factor and intrinsic Bayes factor. Simulation study and some real data examples are provided.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2004년도 춘계학술대회
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• pp.15-23
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• 2004

When X and Y have independent two parameter exponential distributions, we develop a Bayesian testing procedures for the equality of two location parameters. Under the noninformative prior, we propose a Bayesian test procedures for the equality of two location parameters using fractional Bayes factor and intrinsic Bayes factor. Simulation study and some real data examples are provided.

• Journal of the Korean Data and Information Science Society
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• 제24권6호
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• pp.1497-1501
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• 2013

Cumulative residual Kullback-Leibler (CRKL) information is well defined on the empirical distribution function (EDF) and allows us to construct a EDF-based goodness of t test statistic. However, we need to consider a scaled CRKL because CRKL is not scale invariant. In this paper, we consider several criterions for estimating the scale parameter in the scale CRKL and compare the performances of the estimated CRKL in terms of both power and unbiasedness.

• Communications for Statistical Applications and Methods
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• 제7권1호
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• pp.277-284
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• 2000

The transformed sample Lorenz curve provides a powerful and easily computed goodness-of-fit test for exponentiality which does not depend on the unknown scale parameter. We compare the power of the transformed sample Lorenz curve statistic with the other goodness-of-fit tests for exponentiality against various alternatives through Monte Carlo methods and discuss the results.

• Communications for Statistical Applications and Methods
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• 제7권3호
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• pp.927-935
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• 2000

In this paper we propose a poll system n the internet. This system expects to increase the confidence of the internet poll results by sampling theory(proportional allocation). This system provides a cross-tale and result of hypothesis test which plays an important role for decision making. These results do offer a few statistical packages(such as SAS, SPSS) in the world wide web.

• Journal of the Korean Statistical Society
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• 제31권4호
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• pp.447-458
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• 2002

The influence of observations in the equicorrelation model is investigated using the local influence approach when all parameters or subsets of parameters are of interest. When a parameter of interest is scalar, an analytical form of the local influence measure can be found. We will derive a measure for identifying observations that have a large influence on the test of fitting the equicorrelation model. An example is given for illustration.

• Communications for Statistical Applications and Methods
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• 제4권3호
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• pp.891-901
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• 1997

The objective of this research is to investigate the problem of goodness of fit testing based on nonparametric density estimation with a data-driven smoothing parameter. The small and large smaple properties of the proposed test statistic $Z_{mn}$ are investigated with the minimizer $\widehat{m}$ of the estimated mean integrated squared error by the Diggle and Hall (1986) method.

• Journal of the Korean Statistical Society
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• 제36권4호
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• pp.501-522
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• 2007

We propose an estimation procedure that can be used for detecting structural changes in the seasonal cointegrated vector autoregressive model. The asymptotic properties of the estimates and the test statistics for the parameter change are provided. A simulation example is presented to illustrate this method and its concept.