• Communications for Statistical Applications and Methods
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• 제28권6호
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• pp.627-641
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• 2021

An asymmetric least squares estimation method has been employed to estimate linear models for percentile regression. An asymmetric maximum likelihood estimation (AMLE) has been developed for the estimation of Poisson percentile linear models. In this study, we propose generalized nonlinear percentile regression using the AMLE, and the use of the parametric bootstrap method to obtain confidence intervals for the estimates of parameters of interest and smoothing functions of estimates. We consider three conditional distributions of response variables given covariates such as normal, exponential, and Poisson for three mean functions with one linear and two nonlinear models in the simulation studies. The proposed method provides reasonable estimates and confidence interval estimates of parameters, and comparable Monte Carlo asymptotic performance along with the sample size and quantiles. We illustrate applications of the proposed method using real-life data from chemical and radiation epidemiological studies.

• Communications for Statistical Applications and Methods
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• 제25권2호
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• pp.217-234
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• 2018

Copulas are a tool for constructing multivariate distributions and formalizing the dependence structure between random variables. From copula literature review, there are a few asymmetric copulas available so far while data collected from the real world often exhibit asymmetric nature. This necessitates developing asymmetric copulas. In this study, we discuss a method to construct a new class of bivariate asymmetric copulas based on products of symmetric (sometimes asymmetric) copulas with powered arguments in order to determine if the proposed construction can offer an added value for modeling asymmetric bivariate data. With these newly constructed copulas, we investigate dependence properties and measure of association between random variables. In addition, the test of symmetry of data and the estimation of hyper-parameters by the maximum likelihood method are discussed. With two real example such as car rental data and economic indicators data, we perform the goodness-of-fit test of our proposed asymmetric copulas. For these data, some of the proposed models turned out to be successful whereas the existing copulas were mostly unsuccessful. The method of presented here can be useful in fields such as finance, climate and social science.

• Journal of the Korean Statistical Society
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• 제27권4호
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• pp.495-506
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• 1998

The proposed class of generalized logistic models, indexed by an extra parameter, can be used to model or to examine symmetric or asymmetric discrepancies from the logistic model. When there are a finite number of different design points, we are mainly concerned with maximum likelihood estimation of parameters and in deriving their large sample behavior A score test and a bootstrap hypothesis test are also considered to check if the standard logistic model is appropriate to fit the data or if a generalization is needed .

• Communications for Statistical Applications and Methods
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• 제20권5호
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• pp.405-416
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• 2013

This paper develops a maximum profile likelihood estimator of unknown parameters of the exponentiated Gumbel distribution based on upper record values. We propose an approximate maximum profile likelihood estimator for a scale parameter. In addition, we derive Bayes estimators of unknown parameters of the exponentiated Gumbel distribution using Lindley's approximation under symmetric and asymmetric loss functions. We assess the validity of the proposed method by using real data and compare these estimators based on estimated risk through a Monte Carlo simulation.

• Communications for Statistical Applications and Methods
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• 제26권5호
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• pp.445-461
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• 2019

It is possible that data are not always fitted with sufficient precision by the existing distributions; therefore this article presents a methodology that enables the use of families of asymmetric distributions as alternative probabilistic models for survival analysis, with censorship on the right, different from those usually studied (the Exponential, Gamma, Weibull, and Lognormal distributions). We use a more flexible parametric model in terms of density behavior, assuming that data can be fit by a distribution of stable distribution families considered unconventional in the analyses of survival data that are appropriate when extreme values occur, with small probabilities that should not be ignored. In the methodology, the determination of the analytical expression of the risk function h(t) of the $L{\acute{e}}vy$ distribution is included, as it is not usually reported in the literature. A simulation was conducted to evaluate the performance of the candidate distribution when modeling survival times, including the estimation of parameters via the maximum likelihood method, survival function ${\hat{S}}$(t) and Kaplan-Meier estimator. The obtained estimates did not exhibit significant changes for different sample sizes and censorship fractions in the sample. To illustrate the usefulness of the proposed methodology, an application with real data, regarding the survival times of patients with colon cancer, was considered.

• 한국통신학회논문지
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• 제31권11C호
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• pp.1052-1057
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• 2006

본 논문에서는 고밀도 광기록 장치에서 발생하는 디스크 기울임 현상으로 인한 검출 성능 저하를 방지하기 위해서 디스크 기울임 분석기를 갖는 적응 등화 PRML 검출 방법을 VerilogHDL을 이용하여 구현하였다. 디스크 기울임의 분석을 위하여 고정된 패턴으로 일정한 간격마다 반복되는 동기 데이터를 이용하여 분석된 디스크의 기울임 정도를 측정하여 ROM에 저장된 등화기 계수값과 가지 메트릭의 기준값을 갱신한다. 이러한 방법은 지속적으로 계수값을 계산하여 갱신시켜줘야 하는 기존의 적응등화 방법에 비해 간단하게 각각의 계수값을 갱신시킬 수 있다. Hynix $0.35{\mu}m$ STD cell library로 회로를 합성한 결과 35K 정도의 게이트를 필요로 하고 최대동작속도 140MHz의 성능을 보였다.

• Communications for Statistical Applications and Methods
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• 제14권2호
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• pp.389-399
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• 2007

In this paper, Bayes estimates for the parameters k, c and reliability function of the Burr type XII model based on a type II censored samples under asymmetric loss functions viz., LINEX and SQUAREX loss functions are obtained. An approximation based on the Laplace approximation method (Tierney and Kadane, 1986) is used for obtaining the Bayes estimators of the parameters and reliability function. In order to compare the Bayes estimators under squared error loss, LINEX and SQUAREX loss functions respectively and the maximum likelihood estimator of the parameters and reliability function, Monte Carlo simulations are used.

• Journal of applied mathematics & informatics
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• 제29권5_6호
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• pp.1435-1451
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• 2011

In this paper the estimation of the parameters as well as survival and hazard functions are presented for the two-parameter Pareto distribution by using Bayesian and non-Bayesian approaches under upper record values. Maximum likelihood estimation (MLE) and interval estimation are derived for the parameters. Bayes estimators of reliability performances are obtained under symmetric (Squared error) and asymmetric (Linex and general entropy (GE)) losses, when two parameters have discrete and continuous priors, respectively. Finally, two numerical examples with real data set and simulated data, are presented to illustrate the proposed method. An algorithm is introduced to generate records data, then a simulation study is performed and different estimates results are compared.

• 한국통신학회논문지
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• 제31권10C호
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• pp.927-932
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• 2006

본 논문은 고밀도 광 기록 저장장치에서 오류의 주 원인이 되는 tangential tilt의 문제를 해결하기 위한 개선된 부분응답최대유사도 신호 검출 방법을 제안한다. 틸트의 변화에 따라 등화기 계수와 비터비 디코더의 가지 기준값을 적응적으로 갱신하여 채널의 변화에 잘 적응하도록 하였다. 채널의 변화를 감지하는 요소로 주기적으로 반복되는 데이터의 동기패턴을 이용하여 누적 평균을 취한 후 변화량에 해당되는 등화기 계수값과 비터비 디코더의 가지 기준값을 동시에 갱신한다. 제안된 방법을 적용한 결과 기존의 PRML 검출기에 비해 비트 오류율 10-6에서 최대 4dB이상 성능이 향상되는 것을 확인할 수 있었다.

• Communications for Statistical Applications and Methods
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• 제8권2호
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• pp.357-366
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• 2001

The present paper develops a method to check the propriety of link functions for binary data. In order to parameterize a certain type of goodness of the link, a family of link functions indexed by a shape parameter is proposed. I first investigate the maximum likelihood estimation of the shape parameter as well as regression parameters and then derive their large sample behaviors of the estimators. A score test is considered to evaluate the goodness of the current link function. For illustration, I employ two families of power transformations, the modulus transformation by John and Draper (1980) and the extended power transformation by Yeo and Johnson (2000), which are appropriate to detect symmetric and asymmetric inadequacy of the selected link function. respectively.