• Journal of the Korean Statistical Society
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• v.33 no.2
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• pp.233-244
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• 2004

The influence of observations is investigated in fitting proportional covariance matrices model. Local influence measures are obtained when all parameters or subsets of the parameters are of interest. We will also derive the local influence measure for investigating the influence of observations in testing the proportionality of covariance matrices. A numerical example is given for illustration.

• Communications for Statistical Applications and Methods
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• v.4 no.2
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• pp.589-610
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• 1997

When a modeling process is applied to an actual commodity market in the real world, interactions over closely related commodities through the marketing channel should also be formulated into the model to reflect the information that exists in the whole market system, otherwise unreliable estimates and test statistics may be produced by ignoring those effects. Single-equation type model in this case tends to yield inefficient estimates, and sometimes biased and inconsistent, which will mislead us. A system of equation method to examine the structure of the imported commodity market system is developed and its emtirical results are analyzed, then followed by some policy experiments and its implications.

• Communications for Statistical Applications and Methods
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• v.6 no.2
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• pp.423-432
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• 1999

Accelerated life testing of product is commonly used to reduced test time and costs. In this papers is considered when the product is a two component system with lifetimes following the bivariate exponential distribution of Sarkar(1987) using inverse power rule model. Also we derived the maximum likelihood estimators of parameters for asymptotic normality. We compare the mean square error of the proposed estimator for the life distribution under use conditions stree through Monte Carlo simulation.

• Communications for Statistical Applications and Methods
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• v.6 no.2
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• pp.357-366
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• 1999

Let us assume that two different log-linear models are selected by various model selection methods. When these are non-hierarchical it is not easy to choose one of these models. In this paper the well-known Cox's statistic is applied to compare these non-hierarchical log-linear models. Since it is impossible to obtain the analytic solution about the problem we proposed a alternative method by extending Pesaran and pesaran's (1993) simulation approach. We find that the values of proposed test statistic and the estimates are very much stable with some empirical results.

• Journal of the Korean Data and Information Science Society
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• v.7 no.2
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• pp.179-188
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• 1996

Accelerated life testing(ALT) of products quickly yields information on life. In this paper, we investigate asymptotic normalities of maximum likelihood(ML) estimators of parameters for ALT model under Type II censored data using results of Bhattacharyya(1985). Further illustrations include the treatment of asymptotic of the exponential and Weibull regression models.

• Journal of Korean Society for Quality Management
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• v.22 no.2
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• pp.166-176
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• 1994

Some rank score tests are proposed for testing the equality of all sampling distribution functions against ordered location-scale alternatives in k-sample problem. Under the null hypothesis and a contiguous sequence of ordered location-scale alternatives, the asymptotic properties of the proposed test statistics are investigated. Also, the asymptotic local powers are compared with each others. The results show that the proposed tests based on the Hettmansperger-Norton type statistic are more powerful than others for the general ordered location-scale alternatives. However, the Shiraishi's tests based on the sum of two Bartholomew's rank analogue statistics are robust.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.109-114
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• 2003

The concept of dispersion is intrinsic to the theory and practice of statistics. A formulation of the concept of dispersion can be obtained by comparing the probability of intervals centered about a location parameter, which is peakedness ordering introduced first by Birnbaum (1948). We consider statistical inference concerning peakedness ordering between two arbitrary distributions. We propose nonparametric maximum likelihood estimator of two distributions under peakedness ordering and a likelihood ratio test for equality of dispersion in the sense of peakedness ordering.

• 한국데이터정보과학회:학술대회논문집
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• 2002.06a
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• pp.75-84
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• 2002

This paper compares long-run returns of privatization initial public offerings to those of domestic stock markets of respective countries using a sample of 196 privatization initial public offerings from 39 countries. The evidence indicates that the privatization initial public offerings (IPOs) significantly outperform their domestic stock markets. There are substantial differences in the long-run performance of privatization IPOs depending on the return estimation techniques, however. Evidence indicates that the inference based either on conventional t or on skewness-adjusted t statistics may yield misspecified test statistics. The quality of estimation tends to be improved by simply eliminating the outliers from the sample, especially for the buy-and-hold abnormal return technique.

• Journal of Korean Society for Quality Management
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• v.19 no.1
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• pp.16-27
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• 1991

Propose three rank tests based on different kinds of ranking methods for comparing several treatments with a control in a randomized block experiment. Monte Carlo power simulation study is examined in some small sample sizes and configurations to recommend a better test for applications.

• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.198-212
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• 1995

This study provides a nonparametric procedure for the statistical inference of the parameters in stationary autoregressive processes. A confidence region and a hypothesis testing procedure based on a class of signed linear rank statistics are proposed and the asymptotic distributions of the test statistic both underthe null hypothesis and under a sequence of local alternatives are investigated. Some desirable asymptotic properties including the asymptotic relative efficiency are discussed for various score functions.