Author

Samruam Chongcharoen

Department of Statistics, Faculty of Science, Chiang Mai University, Chiang Mai 50200, Thailand

7 articles in our journals

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Research ArticleOpen accessTrend and Pattern in Average Monthly Maximum Temperatures in Thailand from 1986 to 2015Manachai Rodchuen, Samruam Chongcharoen, Walaithip BunyatisaiThis research aims to study the trends and patterns of average maximum temperature change data of monthly surface in Thailand during the 30 year-period from 1986 to 2015 that has already eliminated seasonal variations and autocorrelation. The data set obtained from Climatological center, Meteorological Development Division, Thailand Meteorological Department for 73 completed recording stations. The climatically regions of Thailand meteorology … …American Journal of Applied Sciences, Vol. 17, Issue 1 · 25 Mar 2020 · 7,942 accessesView PDF Cite

Research ArticleOpen accessA Test on the Multivariate Behrens–Fisher Problem in High–Dimensional Data by Block Covariance EstimationParanut Sukcharoen, Samruam ChongcharoenIn this paper, we proposed a new testing statistic for testing the equality of mean vectors from two multivariate normal populations when the covariance matrices are unknown and unequal in high–dimensional data. A new test is proposed based on the idea of keeping more information from the sample covariance matrices as much as possible. A proposed test is invariant under … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 2 Apr 2019 · 7,369 accessesView PDF Cite

Research ArticleOpen accessEstimating the Claim Severity Distribution using Variable Neighborhood SearchKunjira Kingphai, Samruam ChongcharoenIn this study, Variable Neighborhood Search (VNS) is utilized to estimate the parameters of actual motor insurance claims data set and compared them obtained by the Moment Estimation Methods (MOM) and Maximum likelihood Estimation Method (MLE) which are known as a conscientious method. Then, the Kolmogorov-Smirnov test (K-S) is used to show how well the selected distribution fits the actual … …American Journal of Applied Sciences, Vol. 13, Issue 12 · 19 Dec 2016 · 7,326 accessesView PDF Cite

Research ArticleOpen accessFORECASTING RETURNS FOR THE STOCK EXCHANGE OF THAILAND INDEX USING MULTIPLE REGRESSION BASED ON PRINCIPAL COMPONENT ANALYSISNop Sopipan, Anchalee Sattayatham, Samruam ChongcharoenThe aim of this study was to forecast the returns for the Stock Exchange of Thailand (SET) Index by adding some explanatory variables and stationary Autoregressive Moving-Average order p and q (ARMA (p, q)) in the mean equation of returns. In addition, we used Principal Component Analysis (PCA) to remove possible complications caused by multicollinearity. Afterwards, we forecast the volatility … …Journal of Mathematics and Statistics, Vol. 9, Issue 1 · 18 Mar 2013 · 7,438 accessesView PDF Cite

Research ArticleOpen accessOne-Sided Multivariate Tests for High Dimensional DataSamruam ChongcharoenProblem statement: For a multivariate normal population with size smaller than dimension, n<p, the likelihood ratio tests of the null hypothesis that the mean vector was zero with a one-sided alternative were no longer valid because they involved with sample covariance matrix which was singular. Approach: The test statistics for one-sided multivariate hypotheses with n<p were proposed. Results: The simulation … …Journal of Mathematics and Statistics, Vol. 8, Issue 2 · 20 Jun 2012 · 7,261 accessesView PDF Cite

Research ArticleOpen accessA Test for Two-Sample Repeated Measures Designs: Effect of High-Dimensional DataBoonyarit Choopradit, Samruam ChongcharoenProblem statement: High-dimensional repeated measures data are increasingly encountered in various areas of modern science since classical multivariate statistics, e.g,. Hotelling’s T2, are not well defined in the case of high-dimensional data. Approach: In this study, the test statistics with no specific form of covariance matrix for analyzing high-dimensional two-sample repeated measures designs with common equal covariance are proposed. The … …Journal of Mathematics and Statistics, Vol. 7, Issue 4 · 28 Oct 2011 · 7,328 accessesView PDF Cite

Research ArticleOpen accessInversion of Covariance Matrix for High Dimension DataSamruam ChongcharoenProblem statement: In the testing statistic problem for the mean vector of independent and identically distributed multivariate normal random vectors with unknown covariance matrix when the data has sample size less than the dimension n≤p, for example, the data came from DNA microarrays where a large number of gene expression levels are measured on relatively few subjects, the p×p sample … …Journal of Mathematics and Statistics, Vol. 7, Issue 3 · 27 Jul 2011 · 7,869 accessesView PDF Cite