Skip to main content

8 Result(s)

within Hee-Seok Oh Remove this filter Economic Theory/Quantitative Economics/Mathematical Methods Remove this filter

and

  1. No Access

    Article

    Multi-feature clustering of step data using multivariate functional principal component analysis

    This study presents a new statistical method for clustering step data, a popular form of health recording data easily obtained from wearable devices. As step data are high-dimensional and zero-inflated, classi...

    Wookyeong Song, Hee-Seok Oh, Ying Kuen Cheung, Yaeji Lim in Statistical Papers (2024)

  2. No Access

    Article

    Quantile spectral analysis of long-memory processes

    This study examines the problem of robust spectral analysis of long-memory processes. We investigate the possibility of using Laplace and quantile periodograms for a non-Gaussian distribution structure. The La...

    Yaeji Lim, Hee-Seok Oh in Empirical Economics (2022)

  3. No Access

    Article

    Identifying local smoothness for spatially inhomogeneous functions

    We consider a problem of estimating local smoothness of a spatially inhomogeneous function from noisy data under the framework of smoothing splines. Most existing studies related to this problem deal with esti...

    Dongik Jang, Hee-Seok Oh, Philippe Naveau in Computational Statistics (2017)

  4. No Access

    Article

    Simultaneous confidence interval for quantile regression

    This paper considers a problem of constructing simultaneous confidence intervals for quantile regression. Recently, Krivobokova et al. (J Am Stat Assoc 105:852–863, 2010) provided simultaneous confidence interval...

    Yaeji Lim, Hee-Seok Oh in Computational Statistics (2015)

  5. No Access

    Article

    The role of functional data analysis for instantaneous frequency estimation

    This paper proposes a method for estimating the instantaneous frequency of a nonstationary signal; this method is based on a combination of empirical mode decomposition and functional data analysis. The propos...

    Minjeong Park, Sinsup Cho, Hee-Seok Oh in Computational Statistics (2013)

  6. No Access

    Article

    Cross-validated wavelet shrinkage

    Cross-validation has been successfully used in various areas of statistics. However, it has not been used much in wavelet shrinkage estimation because fast wavelet methods cannot be applied to deleted data. In...

    Hee-Seok Oh, Donghoh Kim, Youngjo Lee in Computational Statistics (2009)

  7. No Access

    Article

    Bayesian selection of primary resolution and wavelet basis functions for wavelet regression

    This paper considers a Bayesian approach to selecting a primary resolution and wavelet basis functions. Most of papers on wavelet shrinkage have been focused on thresholding of wavelet coefficients, given a pr...

    Chun Gun Park, Hee-Seok Oh, Hakbae Lee in Computational Statistics (2008)

  8. No Access

    Article

    Robust penalized regression spline fitting with application to additive mixed modeling

    An increasingly popular method for smoothing noisy data is penalized regression spline fitting. In this paper a new procedure is proposed for fitting robust penalized regression splines. This procedure is comp...

    Thomas C. M. Lee, Hee-Seok Oh in Computational Statistics (2007)