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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
Simple Compromise Strategies in Multivariate Stratification
Park, Inho ;
Communications for Statistical Applications and Methods, volume 20, issue 2, 2013, Pages 97~105
DOI : 10.5351/CSAM.2013.20.2.097
Stratification (among other applications) is a popular technique used in survey practice to improve the accuracy of estimators. Its full potential benefit can be gained by the effective use of auxiliary variables in stratification related to survey variables. This paper focuses on the problem of stratum formation when multiple stratification variables are available. We first review a variance reduction strategy in the case of univariate stratification. We then discuss its use for multivariate situations in convenient and efficient ways using three methods: compromised measures of size, principal components analysis and a K-means clustering algorithm. We also consider three types of compromising factors to data when using these three methods. Finally, we compare their efficiency using data from MU281 Swedish municipality population.
A Note on the Median Control Chart
Park, Hyo-Il ;
Communications for Statistical Applications and Methods, volume 20, issue 2, 2013, Pages 107~113
DOI : 10.5351/CSAM.2013.20.2.107
This study reviews several well-known control charts for the location parameter with a discussion of the relationship between the maintenance of the control chart and a series of hypotheses testing. As a by-product, we then propose a new median control chart with the sign test statistic. We also modify the nonparametric control charts to easily understand the relation. Then we illustrate the construction of several median control charts with the industrial data and compare the efficiency among several control charts. Finally, we discuss some interesting features for the median control charts as concluding remarks.
Portfolio Selection for Socially Responsible Investment via Nonparametric Frontier Models
Jeong, Seok-Oh ; Hoss, Andrew ; Park, Cheolwoo ; Kang, Kee-Hoon ; Ryu, Youngjae ;
Communications for Statistical Applications and Methods, volume 20, issue 2, 2013, Pages 115~127
DOI : 10.5351/CSAM.2013.20.2.115
This paper provides an effective stock portfolio screening tool for socially responsible investment (SRI) based upon corporate social responsibility (CSR) and financial performance. The proposed approach utilizes nonparametric frontier models. Data envelopment analysis (DEA) has been used to build SRI portfolios in a few previous works; however, we show that free disposal hull (FDH), a similar model that does not assume the convexity of the technology, yields superior results when applied to a stock universe of 253 Korean companies. Over a four-year time span (from 2006 to 2009) the portfolios selected by the proposed method consistently outperform those selected by DEA as well as the benchmark.
Biplots of Multivariate Data Guided by Linear and/or Logistic Regression
Huh, Myung-Hoe ; Lee, Yonggoo ;
Communications for Statistical Applications and Methods, volume 20, issue 2, 2013, Pages 129~136
DOI : 10.5351/CSAM.2013.20.2.129
Linear regression is the most basic statistical model for exploring the relationship between a numerical response variable and several explanatory variables. Logistic regression secures the role of linear regression for the dichotomous response variable. In this paper, we propose a biplot-type display of the multivariate data guided by the linear regression and/or the logistic regression. The figures show the directional flow of the response variable as well as the interrelationship of explanatory variables.
Estimation of Unknown Parameters in Optimum Allocation
Park, Hyeonah ; Park, Seunghwan ; Na, Seongryong ;
Communications for Statistical Applications and Methods, volume 20, issue 2, 2013, Pages 137~145
DOI : 10.5351/CSAM.2013.20.2.137
The use of pooled standard deviation can reduce the efficiency loss in optimum allocation when strata standard deviations are estimated and several of them are equal. Also shown is that the pooled standard deviation is useful in optimum allocation under a multivariate setting. In addition to theoretical development, we provide the result of simulation study to support the theory.
Permutation Predictor Tests in Linear Regression
Ryu, Hye Min ; Woo, Min Ah ; Lee, Kyungjin ; Yoo, Jae Keun ;
Communications for Statistical Applications and Methods, volume 20, issue 2, 2013, Pages 147~155
DOI : 10.5351/CSAM.2013.20.2.147
To determine whether each coefficient is equal to zero or not, usual
-tests are a popular choice (among others) in linear regression to practitioners because all statistical packages provide the statistics and their corresponding
-values. Under smaller samples (especially with non-normal errors) the tests often fail to correctly detect statistical significance. We propose a permutation approach by adopting a sufficient dimension reduction methodology to overcome this deficit. Numerical studies confirm that the proposed method has potential advantages over the t-tests. In addition, data analysis is also presented.
A Note on the History of the Gambler's Ruin Problem
Song, Seongjoo ; Song, Jongwoo ;
Communications for Statistical Applications and Methods, volume 20, issue 2, 2013, Pages 157~168
DOI : 10.5351/CSAM.2013.20.2.157
This paper deals with the history of one of the well-known and historically important problems in probability, "Gambler's ruin". This problem was first solved by Pascal and Fermat and published by Huygens in 1657. It was studied and extended by many probabilists in early years and thus, it became an important problem in probability history, introducing many new concepts. We would like to introduce the problem in detail to readers and share the ideas on how new problems are developed, relating to old problems.