Journal of the Korean Statistical Society
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Effects of manufacturing defects on the device failure rate
Journal of the Korean Statistical Society - Tập 42 - Trang 481-495 - 2013
Nonparametric estimation of quantile functions for randomly right censored data
Journal of the Korean Statistical Society - Tập 42 - Trang 169-176 - 2012
In this paper we compare four nonparametric quantile function estimators for randomly right censored data: the Kaplan–Meier estimator, the linearly interpolated Kaplan–Meier estimator, the kernel-type survival function estimator, and the Bézier curve smoothing estimator. Also, we compare several kinds of confidence intervals of quantiles for four nonparametric quantile function estimators.
CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type
Journal of the Korean Statistical Society - Tập 45 - Trang 114-122 - 2015
In this paper, westudy the LASSO-type penalized CGMM(GMM with continuum of moment method) estimator for the process of Ornstein-Uhlenbeck type. This LASSO-type estimator is obtained by minimizing the summation of the CGMM object function and a LASSO-type penalty, which is included for model selection. In the proposed method, model selection and estimation are done simultaneously. Under some regula...... hiện toàn bộ
Bayesian reliability when system and subsystem failure data are obtained in the same time period
Journal of the Korean Statistical Society - Tập 42 - Trang 95-103 - 2012
Previously, Bayesian anomaly was reported for estimating reliability when subsystem failure data and system failure data were obtained from the same time period. As a result, a practical method for mitigating Bayesian anomaly was developed. In the first part of this paper, however, we show that the Bayesian anomaly can be avoided as long as the same failure information is incorporated in the model...... hiện toàn bộ
Nonparametric longitudinal regression model to analyze shape data using the Procrustes rotation
Journal of the Korean Statistical Society - - Trang 1-20 - 2023
Shape, as an intrinsic concept, can be considered as a source of information in some statistical analysis contexts. For instance, one of the important topics in morphology is to study the shape changes along time. From a topological viewpoint, shape data are points on a particular manifold and so to construct a longitudinal model for treating shape variation is not as trivial as thought. Unlike us...... hiện toàn bộ
Unit root tests based on IV estimators for time series with multiple breaks
Journal of the Korean Statistical Society - Tập 37 - Trang 23-28 - 2008
Unit root tests are developed for multiple break time series. The tests, being based on an instrumental variable estimator and recursive mean adjustment, have standard Gaussian null asymptotics regardless of the number of breaks, which is not shared by other existing tests. A Monte-Carlo experiment shows that the proposed tests have stable sizes and reasonable powers.
Bootstrap inference for network vector autoregression in large-scale social network
Journal of the Korean Statistical Society - Tập 50 - Trang 1238-1258 - 2021
A large amount of online social network data such as Facebook or Twitter are extensively generated by the growth of social network platforms in recent years. Development of a network time series model and its statistical inference are as important as the rapid progress on the social network technology and evolution. In this work we consider a network vector autoregression for the large-scale socia...... hiện toàn bộ
A systematic review on model selection in high-dimensional regression
Journal of the Korean Statistical Society - Tập 48 - Trang 1-12 - 2018
High dimensional models are getting much attention from diverse research fields involving very many parameters with a moderate size of data. Model selection is an important issue in such a high dimensional data analysis. Recent literature on theoretical understanding of high dimensional models covers a wide range of penalized methods including LASSO and SCAD. This paper presents a systematic overv...... hiện toàn bộ
Extension of some large deviation results for posterior distributions
Journal of the Korean Statistical Society - Tập 43 - Trang 189-200 - 2014
Analytical binomial lookback options with double-exponential jumps
Journal of the Korean Statistical Society - Tập 38 - Trang 397-404 - 2009
Tổng số: 825
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