Nonparametric analysis of income distributions among different regions based on energy distance with applications to China Health and Nutrition Survey data

( Zhihua Ma ) , ( Yishu Xue ) , ( Guanyu Hu )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2019] 제26권 제1호, 57~67페이지(총11페이지)

TAG income distribution, nonparametric test, energy distance, K-means clustering

Efficient estimation and variable selection for partially linear single-index-coefficient regression models

( Young-ju Kim )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2019] 제26권 제1호, 69~78페이지(총10페이지)

TAG partially linear, penalized likelihood, smoothing splines, variable selection, singleindex, varying coefficient model

Application of covariance adjustment to seemingly unrelated multivariate regressions

( Lichun Wang ) , ( Lawrence Pettit )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2018] 제25권 제6호, 577~590페이지(총14페이지)

TAG seemingly unrelated regressions, matrix power series, two-stage estimator

Penalized variable selection for accelerated failure time models

( Eunyoung Park ) , ( Il Do Ha )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2018] 제25권 제6호, 591~604페이지(총14페이지)

TAG AFT model, LASSO, penalized likelihood, SCAD, variable selection

A rolling analysis on the prediction of value at risk with multivariate GARCH and copula

( Yang Bai ) , ( Yibo Dang ) , ( Cheolwoo Park ) , ( Taewook Lee )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2018] 제25권 제6호, 605~618페이지(총14페이지)

TAG backtesting, copula, dependency, multivariate GARCH, GOGARCH, multidimensional VaR, portfolio risk management, quantitative finance

Investigating the underlying structure of particulate matter concentrations: a functional exploratory data analysis study using California monitoring data

( Eduardo L. Montoya )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2018] 제25권 제6호, 619~631페이지(총13페이지)

TAG functional data, particulate matter, principal component analysis

Linear regression under log-concave and Gaussian scale mixture errors: comparative study

( Sunyul Kim ) , ( Byungtae Seo )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2018] 제25권 제6호, 633~645페이지(총13페이지)

TAG NPMLE, log-concave, Gaussian scale mixture

On the maximum likelihood estimation for a normal distribution under random censoring

( Namhyun Kim )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2018] 제25권 제6호, 647~658페이지(총12페이지)

TAG Kaplan-Meier estimators, Koziol-Green model, maximum likelihood estimators, normal distribution, random censoring

Neural network heterogeneous autoregressive models for realized volatility

( Jaiyool Kim ) , ( Changryong Baek )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2018] 제25권 제6호, 659~671페이지(총13페이지)

TAG realized volatility (RV), heterogeneous autoregressive (HAR) model, neural network (NN), long memory

Resistant GPA algorithms based on the M and LMS estimation

( Geehong Hyun ) , ( Bo-hui Lee ) , ( Yong-seok Choi )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2018] 제25권 제6호, 673~685페이지(총13페이지)

TAG generalized Procrustes analysis, least median of squares estimator, least squares, M-estimation, mean shape, resistant, shape analysis

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