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Berry–Esseen Type bound of a sequence {XN/YN} and its application
Yoon Tae Kim,Hyun Suk Park 한국통계학회 2016 Journal of the Korean Statistical Society Vol.45 No.4
Using the recent results obtained by combining Malliavin calculus and Stein’s method, we obtain the Berry–Esseen type bound of a sequence of the random variables of the form {XN/YN, N ∈ N}, where XN and YN are square integrable random variables such that their Malliavin derivatives also are square integrable. The aim of this paper is to develop the new techniques, allowing us to obtain sharp Berry–Esseen bound. As an application, we will discuss the rate of convergence of the distribution of the maximum likelihood estimator of a parameter appearing in a stochastic partial differential equation.
진지한여가 특성이 삶의 만족도에 미치는 영향: 자원봉사활동 참여 베이비붐세대를 중심으로
김은정,최성기 한국호텔관광학회 2016 호텔관광연구 Vol.18 No.6
This research aims to examine the impact of serious leisure factors as volunteering of baby-boom generation(born in 1995~1963) on the life satisfaction; focused on the moderating effect of social integration. A survey for this research was conducted of a sample of 215 baby-boom generation in Seoul and capital region. The analysis method of SPSS 18.0 and LIMDEP 8.0 was used to analyze. The serious leisure as volunteering of baby-boom generation consists of 3 factors - 'durable satisfaction', 'career' and ‘unique identity’. The empirical analysis result of this research is: First, the classification of 'durable satisfaction' and 'career' of serious leisure has a significant positive(+) influence on the life satisfaction. Second, for the baby-boom generation group with higher social integration, 'durable satisfaction' of serious leisure has a significant positive(+) influence on the life satisfaction. While for the lower group, 'career' of serious leisure has a significant positive(+) influence on the life satisfaction. The government and a operating group of volunteer have to develop diverse programs and hold a meeting for sharing information among volunteers, in order to attract their continuous participation.
Some remarks on the likelihood inference for the ratios of regression coefficients in linear model
김영화,양완연,김명준,박천건 한국데이터정보과학회 2004 한국데이터정보과학회지 Vol.15 No.1
The paper focuses primarily on the standard linear multiple regression model where the parameter of interest is a ratio of two regression coefficients. The general model includes the calibration model, the Fieller-Creasy problem, slope-ratio assays, parallel-line assays, and bioequivalence. We provide an orthogonal transformation (cf. Cox and Reid (1987)) of the original parameter vector. Also, we give some remarks on the difficulties associated with likelihood based confidence interval.
Implementation-Friendly QRM-MLD Using Trellis-Structure Based on Viterbi Algorithm
Choi, Sang-Ho,Heo, Jun,Ko, Young-Chai The Korea Institute of Information and Commucation 2009 Journal of communications and networks Vol.11 No.1
The maximum likelihood detection with QR decomposition and M-algorithm (QRM-MLD) has been presented as a suboptimum multiple-input multiple-output (MIMO) detection scheme which can provide almost the same performance as the optimum maximum likelihood (ML) MIMO detection scheme but with the reduced complexity. However, due to the lack of parallelism and the regularity in the decoding structure, the conventional QRM-MLD which uses the tree-structure still has very high complexity for the very large scale integration (VLSI) implementation. In this paper, we modify the tree-structure of conventional QRM-MLD into trellis-structure in order to obtain high operational parallelism and regularity and then apply the Viterbi algorithm to the QRM-MLD to ease the burden of the VLSI implementation.We show from our selected numerical examples that, by using the QRM-MLD with our proposed trellis-structure, we can reduce the complexity significantly compared to the tree-structure based QRM-MLD while the performance degradation of our proposed scheme is negligible.
Implementation-Friendly QRM-MLD Using Trellis-Structure Based on Viterbi Algorithm
Sang-Ho Choi,허준,고영채 한국통신학회 2009 Journal of communications and networks Vol.11 No.1
The maximum likelihood detection with QR decomposition and M-algorithm (QRM-MLD) has been presented as a suboptimum multiple-input multiple-output (MIMO) detection scheme which can provide almost the same performance as the optimum maximum likelihood (ML) MIMO detection scheme but with the reduced complexity. However, due to the lack of parallelism and the regularity in the decoding structure, the conventional QRM-MLD which uses the tree-structure still has very high complexity for the very large scale integration (VLSI) implementation. In this paper, we modify the tree-structure of conventional QRM-MLD into trellis-structure in order to obtain high operational parallelism and regularity and then apply the Viterbi algorithm to the QRM-MLD to ease the burden of the VLSI implementation.We show from our selected numerical examples that, by using the QRM-MLD with our proposed trellis-structure, we can reduce the complexity significantly compared to the tree-structure based QRM-MLD while the performance degradation of our proposed scheme is negligible.
Jongsun Ahn,Rosihan,Dae Hee Won,Young Jae Lee,Gi Wook Nam,Moon-Beom Heo,Sangkyung Sung 대한전기학회 2011 Journal of Electrical Engineering & Technology Vol.6 No.4
Reliability is an essential factor in a navigation system. Therefore, an integrity monitoring system is considered one of the most important parts in an avionic navigation system. A fault due to systematic malfunctioning definitely requires integrity reinforcement through systematic analysis. In this paper, we propose a method to detect faults of the GPS signal by using a distributed nonlinear filter based probability test. In order to detect faults, consistency is examined through a likelihood ratio between the main and auxiliary particle filters (PFs). Specifically, the main PF which includes all the measurements and the auxiliary PFs which only do partial measurements are used in the process of consistency testing. Through GPS measurement and the application of the autonomous integrity monitoring system, the current study illustrates the performance of the proposed fault detection algorithm
Ahn, Jong-Sun,Rosihan, Rosihan,Won, Dae-Hee,Lee, Young-Jae,Nam, Gi-Wook,Heo, Moon-Beom,Sung, Sang-Kyung The Korean Institute of Electrical Engineers 2011 Journal of Electrical Engineering & Technology Vol.6 No.4
Reliability is an essential factor in a navigation system. Therefore, an integrity monitoring system is considered one of the most important parts in an avionic navigation system. A fault due to systematic malfunctioning definitely requires integrity reinforcement through systematic analysis. In this paper, we propose a method to detect faults of the GPS signal by using a distributed nonlinear filter based probability test. In order to detect faults, consistency is examined through a likelihood ratio between the main and auxiliary particle filters (PFs). Specifically, the main PF which includes all the measurements and the auxiliary PFs which only do partial measurements are used in the process of consistency testing. Through GPS measurement and the application of the autonomous integrity monitoring system, the current study illustrates the performance of the proposed fault detection algorithm.
Some Remarks on the Likelihood Inference for the Ratios of Regression Coefficients in Linear Model
Kim, Yeong-Hwa,Yang, Wan-Yeon,Kim, M.J.,Park, C.G. Korean Data and Information Science Society 2004 한국데이터정보과학회지 Vol.15 No.1
The paper focuses primarily on the standard linear multiple regression model where the parameter of interest is a ratio of two regression coefficients. The general model includes the calibration model, the Fieller-Creasy problem, slope-ratio assays, parallel-line assays, and bioequivalence. We provide an orthogonal transformation (cf. Cox and Reid (1987)) of the original parameter vector. Also, we give some remarks on the difficulties associated with likelihood based confidence interval.
Some Remarks on the Likelihood Inference for the Ratios of Regression Coefficients in Linear Model
Yeong Hwa Kim,Wan Yeon Yang,M. J. Kim,C. G. Park 한국데이터정보과학회 2004 한국데이터정보과학회지 Vol.15 No.1
The paper focuses primarily on the standard linear multiple regression model where the parameter of interest is a ratio of two regression coefficients. The general model includes the calibration model, the Fieller-Creasy problem, slope-ratio assays, parallel-line assays, and bioequivalence. We provide an orthogonal transformation (cf. Cox and Reid (1987)) of the original parameter vector. Also, we give some remarks on the difficulties associated with likelihood based confidence interval.
Comparison of the Korean and US Stock Markets Using Continuous-time Stochastic Volatility Models
CHOI, SEUNGMOON Korea Development Institute 2018 KDI Journal of Economic Policy (KDI JEP) Vol.40 No.4
We estimate three continuous-time stochastic volatility models following the approach by Aït-Sahalia and Kimmel (2007) to compare the Korean and US stock markets. To do this, the Heston, GARCH, and CEV models are applied to the KOSPI 200 and S&P 500 Index. For the latent volatility variable, we generate and use the integrated volatility proxy using the implied volatility of short-dated at-the-money option prices. We conduct MLE in order to estimate the parameters of the stochastic volatility models. To do this we need the transition probability density function (TPDF), but the true TPDF is not available for any of the models in this paper. Therefore, the TPDFs are approximated using the irreducible method introduced in Aït-Sahalia (2008). Among three stochastic volatility models, the Heston model and the CEV model are found to be best for the Korean and US stock markets, respectively. There exist relatively strong leverage effects in both countries. Despite the fact that the long-run mean level of the integrated volatility proxy (IV) was not statistically significant in either market, the speeds of the mean reversion parameters are statistically significant and meaningful in both markets. The IV is found to return to its long-run mean value more rapidly in Korea than in the US. All parameters related to the volatility function of the IV are statistically significant. Although the volatility of the IV is more elastic in the US stock market, the volatility itself is greater in Korea than in the US over the range of the observed IV.