Cheolyong Park

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In this paper, we provide a large bandwidth analysis for a class of local likelihood methods. This work complements the small bandwidth analysis of Park, Kim and Jones (2002). Our treatment is more general than the large bandwidth analysis of Eguchi and Copas (1998). We provide a higher order asymptotic analysis for the risk of the local likelihood density(More)
We present a test for detecting`multivariate structure' in data sets. This procedure consists of transforming the data to remove the correlations, then discretizing the data and nally, studying the cell counts in the resulting contingency table. A formal test can be performed using the usual chi-squared test statistic. We give the limiting distribution of(More)
One shortcoming of the sinusoidal model is that the analysis frame length is generally fixed to a length of about two times or more of the average pitch period. It cannot ensure an optimal spectral resolution to each sinusoidal parameters and results in synthesis artifact such as pre-echo distortion. In this paper, in order to overcome this shortcoming and(More)
We present a preliminary test for nonlinear structure in large data sets. This procedure consists of transforming the data to remove the correlations, then discretizing the data and nally, studying the cell counts in the resulting contingency table. Formal tests can be performed using the usual chi-squared test statistic. A simple Poisson approximation is(More)
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