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REFERENCE LINKING PLATFORM OF KOREA S&T JOURNALS
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Communications for Statistical Applications and Methods
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Journal DOI :
The Korean Statistical Society
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Volume & Issues
Volume 20, Issue 6 - Nov 2013
Volume 20, Issue 5 - Sep 2013
Volume 20, Issue 4 - Jul 2013
Volume 20, Issue 3 - May 2013
Volume 20, Issue 2 - Mar 2013
Volume 20, Issue 1 - Jan 2013
Selecting the target year
Kullback-Leibler Information in View of an Extended Version of κ-Records
Ahmadi, Mosayeba ; Mohtashami Borzadaran, G.R. ;
Communications for Statistical Applications and Methods, volume 20, issue 1, 2013, Pages 1~13
DOI : 10.5351/CSAM.2013.20.1.001
This paper introduces an extended version of
-records. Kullback-Leibler (K-L) information between two generalized distributions arising from
-records is derived; subsequently, it is shown that K-L information does not depend on the baseline distribution. The behavior of K-L information for order statistics and
-records, is studied. The exact expressions for K-L information between distributions of order statistics and upper (lower)
-records are obtained and some special cases are provided.
A Sufficient Condition on Optimal Berry-Esseen Bounds of Functionals of Gaussian Fields
Kim, Yoon Tae ;
Communications for Statistical Applications and Methods, volume 20, issue 1, 2013, Pages 15~22
DOI : 10.5351/CSAM.2013.20.1.015
We find a sufficient condition for optimal Berry-Esseen bounds in the normal approximation of functionals of Gaussian fields studied by Nourdin and Peccati (2009b).
A Note on Cook`s Distance in the Multivariate Linear Model
Bae, Whasoo ; Hwang, Hyunmi ; Kim, Choongrak ;
Communications for Statistical Applications and Methods, volume 20, issue 1, 2013, Pages 23~28
DOI : 10.5351/CSAM.2013.20.1.023
We propose a version of Cook`s distance (called local distance) in the multivariate linear model. The proposed version is a matrix, while the existing version of Cook`s distance (called global distance) is a scalar. The existing Cook`s distance is the trace of the proposed Cook`s distance. In addition, we argue that the proposed Cook`s distance has a more natural extension of the Cook`s distance in the univariate linear model than the existing Cook`s distance. An illustrative example based on a real data set is given.
Estimation for Two-Parameter Generalized Exponential Distribution Based on Records
Kang, Suk Bok ; Seo, Jung In ; Kim, Yongku ;
Communications for Statistical Applications and Methods, volume 20, issue 1, 2013, Pages 29~39
DOI : 10.5351/CSAM.2013.20.1.029
This paper derives maximum likelihood estimators (MLEs) and some approximate MLEs (AMLEs) of unknown parameters of the generalized exponential distribution when data are lower record values. We derive approximate Bayes estimators through importance sampling and obtain corresponding Bayes predictive intervals for unknown parameters for lower record values from the generalized exponential distribution. For illustrative purposes, we examine the validity of the proposed estimation method by using real and simulated data.
Stationary Bootstrap Prediction Intervals for GARCH(p,q)
Hwang, Eunju ; Shin, Dong Wan ;
Communications for Statistical Applications and Methods, volume 20, issue 1, 2013, Pages 41~52
DOI : 10.5351/CSAM.2013.20.1.041
The stationary bootstrap of Politis and Romano (1994) is adopted to develop prediction intervals of returns and volatilities in a generalized autoregressive heteroskedastic (GARCH)(p, q) model. The stationary bootstrap method is applied to generate bootstrap observations of squared returns and residuals, through an ARMA representation of the GARCH model. The stationary bootstrap estimators of unknown parameters are defined and used to calculate the stationary bootstrap samples of volatilities. Estimates of future values of returns and volatilities in the GARCH process and the bootstrap prediction intervals are constructed based on the stationary bootstrap; in addition, asymptotic validities are also shown.
County Level Clustering on Alcohol and HIV Mortality
Park, Byeonghwa ;
Communications for Statistical Applications and Methods, volume 20, issue 1, 2013, Pages 53~62
DOI : 10.5351/CSAM.2013.20.1.053
This study focuses on spatial/temporal relationship deaths caused by Human Immunodeficiency Virus (HIV) and Alcohol Use Disorder (AUD). Several studies have found links between these two diseases. By looking for clusters in mortality of Alcohol and HIV related deaths this study contributes to the field through the identification of exact spatial/temporal time of high and low occurrence risks based on the observed over the expected number of deaths. This study does not provide political or social interpretations of the data. It merely wants to show where clusters are found.
Estimation on the Generalized Half Logistic Distribution under Type-II Hybrid Censoring
Seo, Jung-In ; Kim, Yongku ; Kang, Suk-Bok ;
Communications for Statistical Applications and Methods, volume 20, issue 1, 2013, Pages 63~75
DOI : 10.5351/CSAM.2013.20.1.063
In this paper, we derive maximum likelihood estimators (MLEs) and approximate maximum likelihood estimators (AMLEs) of unknown parameters in a generalized half logistic distribution under Type-II hybrid censoring. We also obtain approximate confidence intervals using asymptotic variance and covariance matrices based on the MLEs and the AMLEs. As an illustration, we examine the validity of the proposed estimation using real data. Finally, we compare the proposed estimators in the sense of the mean squared error (MSE), bias, and length of the approximate confidence interval through a Monte Carlo simulation for various censoring schemes.
Evaluation of the Efficiency of an Inverse Exponential Kernel Estimator for Spherical Data
Park, Hyun Suk ;
Communications for Statistical Applications and Methods, volume 20, issue 1, 2013, Pages 77~84
DOI : 10.5351/CSAM.2013.20.1.077
This paper deals with the relative efficiency of two kernel estimators
by using spherical data, as proposed by Park (2012), and Bai et al. (1988), respectively. For this, we suggest the computing flows for the relative efficiency on the 2-dimensional unit sphere. An evaluation procedure between two estimators (given the same kernels) is also illustrated through the observed data on normals to the orbital planes of long-period comets.
New Bootstrap Method for Autoregressive Models
Hwang, Eunju ; Shin, Dong Wan ;
Communications for Statistical Applications and Methods, volume 20, issue 1, 2013, Pages 85~96
DOI : 10.5351/CSAM.2013.20.1.085
A new bootstrap method combined with the stationary bootstrap of Politis and Romano (1994) and the classical residual-based bootstrap is applied to stationary autoregressive (AR) time series models. A stationary bootstrap procedure is implemented for the ordinary least squares estimator (OLSE), along with classical bootstrap residuals for estimated errors, and its large sample validity is proved. A finite sample study numerically compares the proposed bootstrap estimator with the estimator based on the classical residual-based bootstrapping. The study shows that the proposed bootstrapping is more effective in estimating the AR coefficients than the residual-based bootstrapping.