• The Korean Journal of Applied Statistics
• /
• v.30 no.6
• /
• pp.957-981
• /
• 2017

A generalized linear mixed model is an extension of a generalized linear model that allows random effect as well as provides flexibility in developing a suitable model when observations are correlated or when there are other underlying phenomena that contribute to resulting variability. We describe maximum likelihood estimation methods for logistic regression models that include random effects - the Laplace approximation, Gauss-Hermite quadrature, adaptive Gauss-Hermite quadrature, and pseudo-likelihood. Applications are provided with social science problems by analyzing the effect of mental health and life satisfaction on volunteer activities from Korean welfare panel data; in addition, we observe that the inclusion of random effects in the model leads to improved analyses with more reasonable inferences.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.37 no.5A
• /
• pp.298-304
• /
• 2012

In this paper, we propose robust estimators for the frequency offset of orthogonal frequency division multiplexing in non-Gaussian noise environments. We first propose a maximum-likelihood (ML) estimator in non-Gaussian noise modeled as a complex isotropic Cauchy process, and then, we present a simpler suboptimal estimator based on the ML estimator. From numerical results, it is demonstrated that the proposed estimators not only outperform the conventional estimators, but also have a robustness in non-Gaussian noise environments.

• The Journal of the Institute of Internet, Broadcasting and Communication
• /
• v.13 no.3
• /
• pp.165-170
• /
• 2013

In spatial, desired target direction of arrival estimation is to find a incidental signal direction on receive antennas. In this paper, we were an estimation a desired target direction of arrival using maximum likelihood method. Direction of arrival estimation method estimated a desired target calculating the maximum likelihood sensitivity using singular value decomposition above threshold signals among receive signals in maximum likelihood method. Through simulation, we were analysis a performance to compare existing method and proposal method. In direction of arrival estimation, proposed method is effectivity to decrease processing time because it is not doing an eigen decomposition in direction of arrival estimation, and desired target correctly estimated. We showed that proposal method improve more target estimation than general method.

• Journal of the Korean Data and Information Science Society
• /
• v.24 no.6
• /
• pp.1309-1317
• /
• 2013

There are various parameter estimation methods for the generalized exponential distribution under progressive type I interval censoring. Chen and Lio (2010) studied the parameter estimation method by the maximum likelihood estimation method, mid-point approximation method, expectation maximization algorithm and methods of moments. Among those, mid-point approximation method has the smallest mean square error in the generalized exponential distribution under progressive type I interval censoring. However, this method is difficult to derive closed form of solution for the parameter estimation using by maximum likelihood estimation method. In this paper, we propose two type of approximate maximum likelihood estimate to solve that problem. The simulation results show the obtained estimators have good performance in the sense of the mean square error. And proposed method derive closed form of solution for the parameter estimation from the generalized exponential distribution under progressive type I interval censoring.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.23 no.6
• /
• pp.1583-1591
• /
• 1998

In this paper, we consider the quasi maximum likelihood(quasi-ML) detector which uses antenna arrays in asynchronous time-varing channels. It is shown that the proposed quasi-ml detector can be regarded as a beamformer followed by a decorrelator: a method based on the eigendecomposition of the correlation matrix of the inverse-filtered signal is proposed to estimate the channel vectors. We also show that the proposed algorithm estimates the channel vector within small mismatch loss in severe propagation environment through computer simulations.

• Journal of the Korea Institute of Information and Communication Engineering
• /
• v.21 no.3
• /
• pp.516-522
• /
• 2017

In this paper, we propose a maximum likelihood signal detection scheme for a generalized spatial modulation system that activates only a subset of transmit antennas among multiple antennas and transmits information through the indexes of active antennas as well as through the transmit symbols. The proposed maximum likelihood receiver extracts a set of candidate solutions based on their a posteriori probabilities to lower the computational load of the robust receiver under channel information errors. Then, the chosen candidate solutions are exploited to estimate the covariance matrix of effective noise. Simulation results show that the proposed maximum likelihood detection scheme achieves better error performance than a receiver that does not take into account the channel information errors. It is also seen that it reduces the computational complexity with the same bit error rate performance as the conventional robust maximum likelihood receiver.

• The Korean Journal of Applied Statistics
• /
• v.26 no.3
• /
• pp.431-440
• /
• 2013

We consider the problem of estimating the parameters of heavy tailed distributions. In general, maximum likelihood estimation(MLE) is the most preferred method of parameter estimation because it has good properties such as asymptotic consistency, normality and efficiency. However, MLE is not always the best solution because MLE is unstable or does not exist in some cases. This paper proposes another parameter estimation method, non-linear least squares(NLS) and compares its performance to MLE. The NLS estimator is achieved by minimizing sum of squared difference between empirical cumulative distribution function(CDF) and a theoretical distribution function. In this article, we compare the NLS method to MLE using simulated data from heavy tailed distributions. The NLS method is shown to perform better than MLE in Burr distribution when the sample size is small; in addition, it performs well in a Frechet distribution.

• Journal of the Korea Institute of Information and Communication Engineering
• /
• v.20 no.1
• /
• pp.45-51
• /
• 2016

In this paper, we develop an iterative maximum likelihood (ML) receiver for generalized spatial modulation systems. In the proposed ML receiver, to mitigate the deleterious effect of channel information errors on symbol detection, the instantaneous covariance matrix of effective noise is estimated, which is then used to obtain improved ML solutions. The estimated covariance matrix is updated through multiple iterations to enhance the estimation accuracy. The simulation results show that the proposed ML receiver outperforms the conventional ML detection scheme, which does not take the effect of channel information errors into account.

• The Korean Journal of Applied Statistics
• /
• v.28 no.5
• /
• pp.895-906
• /
• 2015

Diffusion is a mathematical tool to explain the fluctuation of financial assets and the movement of particles in a micro time scale. There are ongoing statistical trials to develop an estimation method for diffusion models based on likelihood. When we estimate diffusion models by applying the maximum likelihood estimation method on data observed at discrete time points, we need to know the transition density of the diffusion. In order to approximate the transition densities of diffusion models, we suggests the method to approximate the path integral of the random process with normal random variables, and compare the numerical properties of the method with other approximation methods.

• Journal of the Korean Data and Information Science Society
• /
• v.11 no.2
• /
• pp.295-302
• /
• 2000

We study the efficient method to estimate the parameters for the Weibull model with covariates which occupies an important position in survival analysis. A treatment period may be divided by the stages of treatments under the different treatment arams. The piecewise method is considered to obtain the estimators of the parameters by maximum likelihood method. We explore the real data to show that the piecewise is more efficient than the nonpiecewise to estimate the parameters.