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of 48
pro vyhledávání: '"Kee Hoon Kang"'
Autor:
Jang jungteak, Kee-Hoon Kang
Publikováno v:
Communications for Statistical Applications and Methods. 27:365-376
Interval-valued data, a type of symbolic data, is given as an interval in which the observation object is not a single value. It can also occur frequently in the process of aggregating large databases into a form that is easy to manage. Various regre
Autor:
Soohyun Im · Kee-Hoon Kang
Publikováno v:
Journal of the Korean Data And Information Science Sociaty. 29:351-365
Autor:
Kee-Hoon Kang, Song Jea Woo
Publikováno v:
Advances and Applications in Statistics. 52:203-213
Publikováno v:
Journal of Computational and Graphical Statistics. 25:1041-1056
The work revisits the autocovariance function estimation, a fundamental problem in statistical inference for time series. We convert the function estimation problem into constrained penalized regression with a generalized penalty that provides us wit
Autor:
Kee-Hoon Kang
Publikováno v:
Advances and Applications in Statistics. 48:109-121
Publikováno v:
Journal of Applied Statistics. 43:2643-2660
We propose an exploratory data analysis approach when data are observed as intervals in a nonparametric regression setting. The interval-valued data contain richer information than single-valued data in the sense that they provide both center and ran
Publikováno v:
International Statistical Review. 85:33-35
Autor:
Jungteak Jang, Kee-Hoon Kang
Publikováno v:
Communications for Statistical Applications & Methods; May2020, Vol. 27 Issue 3, p365-376, 12p
Publikováno v:
Communications for Statistical Applications and Methods. 20:115-127
This paper provides an effective stock portfolio screening tool for socially responsible investment (SRI) based upon corporate social responsibility (CSR) and financial performance. The proposed approach utilizes nonparametric frontier models. Data e
Autor:
Sun Young Hwang, Kee-Hoon Kang
Publikováno v:
Journal of the Korean Statistical Society. 41:543-554
We propose a new class of generalized multicast autoregressive (GMCAR, for short, hereafter) models indexed by a multi-casting tree where each individual produces exactly the same number of offspring. This class includes standard bifurcating autoregr