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Asymmetric kernel density estimation for biased data 偏差数据的非对称核密度估计
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2024-09-05 DOI: 10.1007/s42952-024-00280-5
Yoshihide Kakizawa
{"title":"Asymmetric kernel density estimation for biased data","authors":"Yoshihide Kakizawa","doi":"10.1007/s42952-024-00280-5","DOIUrl":"https://doi.org/10.1007/s42952-024-00280-5","url":null,"abstract":"<p>Nonparametric density estimation for nonnegative data is considered in a situation where a random sample is not directly available but the data are instead observed from the length-biased sampling. Due to the so-called boundary bias problem of the location-scale kernel, the approach in this paper is an application of asymmetric kernel. Some nonparametric density estimators are proposed. The mean integrated squared error, strong consistency, and asymptotic normality of the estimators are investigated. Simulation studies and a real data analysis illustrate the estimators.</p>","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2024-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142190208","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Community detection for networks based on Monte Carlo type algorithms 基于蒙特卡洛算法的网络社群检测
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2024-08-26 DOI: 10.1007/s42952-024-00287-y
Wei Yu
{"title":"Community detection for networks based on Monte Carlo type algorithms","authors":"Wei Yu","doi":"10.1007/s42952-024-00287-y","DOIUrl":"https://doi.org/10.1007/s42952-024-00287-y","url":null,"abstract":"<p>The community detection is a significant problem in network data analysis. In this paper, we implement community detection by minimizing an objective function based on the difference between the adjacency matrix and its expected value, and explain the rationality of the objective function. To solve the optimization problem, we propose a new algorithm which is referred to the thoughts of Markov Chain Monte Carlo and low discrepancy sequence in the random simulation fields. We introduce a new indicator to compare the performance of the methods by measuring the similarity of the true community and the estimated community. Synthetic networks and real networks are analyzed to investigate the effectiveness of the new method. Results show that the performance of the proposed method is stable in all simulated scenarios. And in most cases, it outperforms existing methods.</p>","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2024-08-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142190205","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Integrated volatility estimation: the case of observed noise variables 综合波动率估算：观测噪声变量的情况
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2024-08-21 DOI: 10.1007/s42952-024-00286-z
Erindi Allaj
{"title":"Integrated volatility estimation: the case of observed noise variables","authors":"Erindi Allaj","doi":"10.1007/s42952-024-00286-z","DOIUrl":"https://doi.org/10.1007/s42952-024-00286-z","url":null,"abstract":"<p>We propose a new estimator of the integrated volatility in presence of observed noise variables, measured, for example, by the trading volume or the bid-ask-spread. We find that, under specific conditions, the proposed estimator is consistent and the error, adjusted for the noise effects, between the proposed estimator and the integrated volatility has the same asymptotic distribution of the realized volatility estimator under no noise effects. Finally, our results are validated by a simulation and an empirical study.</p>","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2024-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142190206","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Using statistical models for optimal packaging in semiconductor manufacturing processes 使用统计模型优化半导体制造工艺中的封装
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2024-08-07 DOI: 10.1007/s42952-024-00284-1
Dongguen Kim, Heejin Kim, Yejin Kim, Minwoo Chae, Young Myoung Ko, Young-Mok Bae, Hyungsub Sim, Young Chan Oh, Keum Hwan Noh
{"title":"Using statistical models for optimal packaging in semiconductor manufacturing processes","authors":"Dongguen Kim, Heejin Kim, Yejin Kim, Minwoo Chae, Young Myoung Ko, Young-Mok Bae, Hyungsub Sim, Young Chan Oh, Keum Hwan Noh","doi":"10.1007/s42952-024-00284-1","DOIUrl":"https://doi.org/10.1007/s42952-024-00284-1","url":null,"abstract":"<p>The importance of the back-end process in semiconductor manufacturing has recently received significant attention from global manufacturers. The analysis of manufacturing data often provides crucial insights into problems inherent in the manufacturing processes. An important goal of the back-end process is to improve the yield of final products, called packages. A simple way to achieve this goal is to characterize low-quality wafers based on the analysis of manufacturing data and discard them before proceeding to the packaging step. Alternatively, this paper proposes a novel packaging method that significantly improves the package yield using statistical models scoring the quality of dies. We prove that the proposed packaging method is optimal and conduct thorough numerical experiments, showing its superiority.</p>","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2024-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141947663","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Generalized parametric help in Hilbertian additive regression 希尔伯特加法回归中的广义参数帮助
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2024-07-30 DOI: 10.1007/s42952-024-00283-2
Seung Hyun Moon, Young Kyung Lee, Byeong U. Park
{"title":"Generalized parametric help in Hilbertian additive regression","authors":"Seung Hyun Moon, Young Kyung Lee, Byeong U. Park","doi":"10.1007/s42952-024-00283-2","DOIUrl":"https://doi.org/10.1007/s42952-024-00283-2","url":null,"abstract":"<p>This paper introduces a powerful bias reduction technique applied to local linear additive regression. The main idea is to make use of a parametric family. Existing techniques based on this idea use a parametric model that is linear in the parameter. In this paper we generalize the approaches by allowing nonlinear parametric families. We develop the methodology and theory for response variables taking values in a general separable Hilbert space. Under mild conditions, our proposed approach not only offers flexibility but also gains bias reduction while maintaining the variance of the local linear additive regression estimators. We also provide numerical evidences that support our approach.</p>","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2024-07-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141867270","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Objective Bayesian multiple testing for k normal populations k 个正常群体的客观贝叶斯多重检验
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2024-07-29 DOI: 10.1007/s42952-024-00281-4
Sang Gil Kang, Yongku Kim
{"title":"Objective Bayesian multiple testing for k normal populations","authors":"Sang Gil Kang, Yongku Kim","doi":"10.1007/s42952-024-00281-4","DOIUrl":"https://doi.org/10.1007/s42952-024-00281-4","url":null,"abstract":"<p>This article proposes objective Bayesian multiple testing procedures for a normal model. The challenging task of considering all the configurations of true and false null hypotheses is addressed here by ordering the null hypotheses based on their Bayes factors. This approach reduces the size of the compared models for posterior search from <span>(2^k)</span> to <span>(k+1)</span>, for <i>k</i> null hypotheses. Furthermore, the consistency of the proposed multiple testing procedures is established and their behavior is analyzed with simulated and real examples. In addition, the proposed procedures are compared with classical and Bayesian multiple testing procedures in all the possible configurations of true and false ordered null hypotheses.</p>","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2024-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141872985","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Kernel machine in semiparametric regression with nonignorable missing responses 具有不可忽略的缺失响应的半参数回归中的核机器
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2024-07-26 DOI: 10.1007/s42952-024-00279-y
Zhenzhen Fu, Ke Yang, Yaohua Rong, Yu Shu
{"title":"Kernel machine in semiparametric regression with nonignorable missing responses","authors":"Zhenzhen Fu, Ke Yang, Yaohua Rong, Yu Shu","doi":"10.1007/s42952-024-00279-y","DOIUrl":"https://doi.org/10.1007/s42952-024-00279-y","url":null,"abstract":"<p>Missing data is prevalent in many fields. Among all missing mechanisms, nonignorable missing data is more challenging for model identification. In this paper, we propose a semiparametric regression model estimation method with nonignorable missing responses. To be specific, we first construct a parametric model for the propensity score and apply the generalized method of moments to obtain the estimated propensity score. For nonignorable missing responses, based on the inverse probability weighting approach, we propose the penalized garrotized kernel machine method to flexibly depict the complex nonlinear relationships between the response and the predictors, allow for interactions between the predictors, and eliminate the redundant variables automatically. The cyclical coordinate descent algorithm is provided to solve the corresponding optimization problems. Numerical results and real data analysis indicate that our proposed method achieves better prediction performance compared with the competing ones.</p>","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2024-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141778016","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Spatial regression with multiplicative errors, and its application with LiDAR measurements 带乘法误差的空间回归及其在激光雷达测量中的应用
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2024-07-23 DOI: 10.1007/s42952-024-00282-3
Hojun You, Wei-Ying Wu, Chae Young Lim, Kyubaek Yoon, Jongeun Choi
{"title":"Spatial regression with multiplicative errors, and its application with LiDAR measurements","authors":"Hojun You, Wei-Ying Wu, Chae Young Lim, Kyubaek Yoon, Jongeun Choi","doi":"10.1007/s42952-024-00282-3","DOIUrl":"https://doi.org/10.1007/s42952-024-00282-3","url":null,"abstract":"<p>Multiplicative errors in addition to spatially referenced observations often arise in geodetic applications, particularly with light detection and ranging (LiDAR) measurements. However, regression involving multiplicative errors remains relatively unexplored in such applications. In this regard, we present a penalized modified least squares estimator to handle the complexities of a multiplicative error structure while identifying significant variables in spatially dependent observations. The proposed estimator can be also applied to classical additive error spatial regression. By establishing asymptotic properties of the proposed estimator under increasing domain asymptotics with stochastic sampling design, we provide a rigorous foundation for its effectiveness. A comprehensive simulation study confirms the superior performance of our proposed estimator in accurately estimating and selecting parameters, outperforming existing approaches. To demonstrate its real-world applicability, we employ our proposed method, along with other alternative techniques, to estimate a rotational landslide surface using LiDAR measurements. The results highlight the efficacy and potential of our approach in tackling complex spatial regression problems involving multiplicative errors.</p>","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2024-07-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141777998","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Online debiased lasso estimation and inference for heterogenous updating regressions 异质更新回归的在线去偏拉索估计和推理
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2024-07-19 DOI: 10.1007/s42952-024-00278-z
Yajie Mi, Lei Wang
{"title":"Online debiased lasso estimation and inference for heterogenous updating regressions","authors":"Yajie Mi, Lei Wang","doi":"10.1007/s42952-024-00278-z","DOIUrl":"https://doi.org/10.1007/s42952-024-00278-z","url":null,"abstract":"<p>In the era of big data, online updating problems have attracted extensive attention. In practice, the covariates set of the models may change according to the conditions of data streams. In this paper, we propose a two-stage online debiased lasso estimation and inference method for high-dimensional heterogenous linear regression models with new variables added midway. At the first stage, the homogenization strategy is conducted to represent the heterogenous models by defining the pseudo covariates and responses. At the second stage, we conduct the online debiased lasso estimation procedure to obtain the final estimator. Theoretically, the asymptotic normality of the heterogenous online debiased lasso estimator (HODL) is established. The finite-sample performance of the proposed estimators is studied through simulation studies and a real data example.</p>","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2024-07-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141738030","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Scale invariant and efficient estimation for groupwise scaled envelope model 分组比例包络模型的规模不变性和高效估算
IF 0.6 4区 数学
Journal of the Korean Statistical Society Pub Date : 2024-07-14 DOI: 10.1007/s42952-024-00277-0
Jing Zhang, Zhensheng Huang
{"title":"Scale invariant and efficient estimation for groupwise scaled envelope model","authors":"Jing Zhang, Zhensheng Huang","doi":"10.1007/s42952-024-00277-0","DOIUrl":"https://doi.org/10.1007/s42952-024-00277-0","url":null,"abstract":"<p>Motivated by different groups containing different group information under the heteroscedastic error structure, we propose the groupwise scaled envelope model that is invariable to scale changes and is permissible for distinct regression coefficients and the heteroscedastic error structure across groups. It retains the potential of the scaled envelope methods to keep the scale invariant and allows for both different regression coefficients and different error structures for diverse groups. Further, we demonstrate the maximum likelihood estimators and its theoretical properties including parameter identifiability, asymptotic distribution and consistency of the groupwise scaled envelope estimator. Lastly, simulation studies and a real-data example demonstrate the advantages of the groupwise scaled envelope estimators, including a comparison with the standard model estimators, groupwise envelope estimators, scaled envelope estimators and separate scaled envelope estimators.</p>","PeriodicalId":49992,"journal":{"name":"Journal of the Korean Statistical Society","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2024-07-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141614495","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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