A risk analysis of step-down equity-linked securities based on regime-switching copula

( Manh Duc Nguyen ) , ( Bangwon Ko ) , ( Hyuk-sung Kwon )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2020] 제27권 제1호, 79~95페이지(총17페이지)

TAG dependence model, regime-switching copula, regime-switching log-normal model, stepdown equity-linked security (ELS), structured product

Comparison of parameter estimation methods for normal inverse Gaussian distribution

( Jeongyoen Yoon ) , ( Jiyeon Kim ) , ( Seongjoo Song )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2020] 제27권 제1호, 97~108페이지(총12페이지)

TAG normal inverse Gaussian distribution, feasible domain, maximum likelihood estimation, method of moments estimation, adjusted estimation

Uncertainty decomposition in climate-change impact assessments: a Bayesian perspective

( Ilsang Ohn ) , ( Seung Beom Seo ) , ( Seonghyeon Kim ) , ( Young-oh Kim ) , ( Yongdai Kim )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2020] 제27권 제1호, 109~128페이지(총20페이지)

TAG climate change impact study, multimodel ensemble, Bayesian statistics, uncertainty decomposition

An efficient algorithm for the non-convex penalized multinomial logistic regression

( Sunghoon Kwon ) , ( Dongshin Kim ) , ( Sangin Lee )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2020] 제27권 제1호, 129~140페이지(총12페이지)

TAG concave-convex procedure, modified local quadratic approximation algorithm, multi-nomial logistic regression, non-convex penalty

Comparison of methods for the proportion of true null hypotheses in microarray studies

( Joonsung Kang )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2020] 제27권 제1호, 141~148페이지(총8페이지)

TAG proportion of true null hypotheses, HMM, microarray

Principal component analysis for Hilbertian functional data

( Dongwoo Kim ) , ( Young Kyung Lee ) , ( Byeong U. Park )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2020] 제27권 제1호, 149~161페이지(총13페이지)

TAG principal component analysis, functional data, Hilbert space

Optimal designs for small Poisson regression experiments using second-order asymptotic

( S. Mehr Mansour ) , ( M. Niaparast )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2019] 제26권 제6호, 527~538페이지(총12페이지)

TAG bias, DM-optimal criterion, mean square error, Poisson regression model

On study for change point regression problems using a difference-based regression model

( Jong Suk Park ) , ( Chun Gun Park ) , ( Kyeong Eun Lee )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2019] 제26권 제6호, 539~556페이지(총18페이지)

TAG change point, difference-based intercept estimator, difference-based regression model, piecewise linear regression

Analysis of cause-of-death mortality and actuarial implications

( Hyuk-sung Kwon ) , ( Vu Hai Nguyen )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2019] 제26권 제6호, 557~573페이지(총17페이지)

TAG actuarial model, annuity, cause-of-death mortality, life insurance, longevity risk, mortality risk, multinomial logistic regression model

Unified methods for variable selection and outlier detection in a linear regression

( Han Son Seo )  한국통계학회, CSAM(Communications for Statistical Applications and Methods) [2019] 제26권 제6호, 575~582페이지(총8페이지)

TAG outliers, regression diagnostics, robustness, variable selections

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