• 제목/요약/키워드: A-statistical convergence

검색결과 1,089건 처리시간 0.022초

A Study on Bandwith Selection Based on ASE for Nonparametric Regression Estimator

  • Kim, Tae-Yoon
    • Journal of the Korean Statistical Society
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    • 제30권1호
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    • pp.21-30
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    • 2001
  • Suppose we observe a set of data (X$_1$,Y$_1$(, …, (X$_{n}$,Y$_{n}$) and use the Nadaraya-Watson regression estimator to estimate m(x)=E(Y│X=x). in this article bandwidth selection problem for the Nadaraya-Watson regression estimator is investigated. In particular cross validation method based on average square error(ASE) is considered. Theoretical results here include a central limit theorem that quantifies convergence rates of the bandwidth selector.tor.

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ON THE ALMOST SURE CONVERGENCE OF WEIGHTED SUMS OF NA RANDOM VARIABLES

  • Kim, T.S.;Ko, M.H.;Lee, Y.M.;Lin, Z.
    • Journal of the Korean Statistical Society
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    • 제33권1호
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    • pp.99-106
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    • 2004
  • Let {X, $X_{n}, n\;{\geq}\;1$} be a sequence of identically distributed, negatively associated (NA) random variables and assume that $│X│^{r}$, r > 0, has a finite moment generating function. A strong law of large numbers is established for weighted sums of these variables.

Estimation of Water Quality of Fish Farms using Multivariate Statistical Analysis

  • Ceong, Hee-Taek;Kim, Hae-Ran
    • Journal of information and communication convergence engineering
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    • 제9권4호
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    • pp.475-482
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    • 2011
  • In this research, we have attempted to estimate the water quality of fish farms in terms of parameters such as water temperature, dissolved oxygen, pH, and salinity by employing observational data obtained from a coastal ocean observatory of a national institution located close to the fish farm. We requested and received marine data comprising nine factors including water temperature from Korea Hydrographic and Oceanographic Administration. For verifying our results, we also established an experimental fish farm in which we directly placed the sensor module of an optical mode, YSI-6920V2, used for self-cleaning inside fish tanks and used the data measured and recorded by a environment monitoring system that was communicating serially with the sensor module. We investigated the differences in water temperature and salinity among three areas - Goheung Balpo, Yeosu Odongdo, and the experimental fish farm, Keumho. Water temperature did not exhibit significant differences but there was a difference in salinity (significance <5%). Further, multiple regression analysis was performed to estimate the water quality of the fish farm at Keumho based on the data of Goheung Balpo. The water temperature and dissolved-oxygen estimations had multiple regression linear relationships with coefficients of determination of 98% and 89%, respectively. However, in the case of the pH and salinity estimated using the oceanic environment with nine factors, the adjusted coefficient of determination was very low at less than 10%, and it was therefore difficult to predict the values. We plotted the predicted and measured values by employing the estimated regression equation and found them to fit very well; the values were close to the regression line. We have demonstrated that if statistical model equations that fit well are used, the expense of fish-farm sensor and system installations, maintenances, and repairs, which is a major issue with existing environmental information monitoring systems of marine farming areas, can be reduced, thereby making it easier for fish farmers to monitor aquaculture and mariculture environments.

Convergence of Score process in the Cox Proportional Hazards Model

  • Hwang, Jin-Soo
    • Journal of the Korean Statistical Society
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    • 제26권1호
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    • pp.117-130
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    • 1997
  • We study the asymptotic behavior of the maximum partial likelihood estimator in the Cox proportional hazards model in the presence of nuisance parameters when the entry of patients is staggered. When entry of patients is simultaneous and there is only one regression parameter in the Cox model, the efficient score process of the partial likelihood is martingale and converges weakly to a time-chnaged Brownian motion. Our problem is to get a similar result in the presence of nuisance parameters when entry of patient is staggered.

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On the Plug-in Bandwidth Selectors in Kernel Density Estimation

  • Park, Byeong-Uk
    • Journal of the Korean Statistical Society
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    • 제18권2호
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    • pp.107-117
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    • 1989
  • A stronger result than that of Park and Marron (1994) is proved here on the asymptotic distribution of the plug-in bandwidth selector. The new result is that the plug-in bandwidth selector may have the rate of convergence ($n^{-4/13}$ with less smoothness conditions on the unknown density functions than as described in Park and Marron's paper. Together with this, a class of various plug-in bandwidth selectors are considered and their asymptotic distributions are given. Finally, some ideas of possible improvements on those plug-in bandwidth selectors are provided.

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Constrained $L_1$-Estimation in Linear Regression

  • Kim, Bu-Yong
    • Communications for Statistical Applications and Methods
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    • 제5권3호
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    • pp.581-589
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    • 1998
  • An algorithm is proposed for the $L_1$-estimation with linear equality and inequality constraints in linear regression model. The algorithm employs a linear scaling transformation to obtain the optimal solution of linear programming type problem. And a special scheme is used to maintain the feasibility of the updated solution at each iteration. The convergence of the proposed algorithm is proved. In addition, the updating and orthogonal decomposition techniques are employed to improve the computational efficiency and numerical stability.

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A Test for Independence between Two Infinite Order Autoregressive Processes

  • Kim, Eun-Hee;Lee, Sang-Yeol
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 춘계 학술발표회 논문집
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    • pp.191-197
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    • 2003
  • This paper considers the independence test for two stationary infinite order autoregressive processes. For a test, we follow the empirical process method devised by Hoeffding (1948) and Blum, Kiefer and Rosenblatt (1961), and construct the Cram${\acute{e}}$r-von Mises type test statistics based on the least squares residuals. It is shown that the proposed test statistics behave asymptotically the same as those based on true errors.

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친환경소비자의 인식도 및 구매행동에 대한 융합적 연구: 광주광역시에서 소비활동을 하는 사람을 대상으로 (A Convergence Study on the Perception and Purchasing Behavior of Environmentally Friendly Consumers: A Case Study on the Consumer Activities in Gwangju Metropolitan CityThe Korea Convergence Society)

  • 이신경;김덕인
    • 한국융합학회논문지
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    • 제12권5호
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    • pp.173-183
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    • 2021
  • 본 연구는 광주광역시에서 소비활동을 하는 친환경 소비자의 인식도 및 구매행동에 대한 융합적 연구이다. 광주광역시에서 소비활동을 하는 사람 151명을 대상으로 설문조사를 실시하여 빈도분석, 기술통계분석, 주성분분석, 상관관계분석을 실시하였다. 인지도, 관심도, 만족도에 대한 융합적 연구로 친환경 소비자의 인식도 및 구매행동이 융합적 친환경 농산물 소비까지 친환경 소비시장에 대한 공급적인 측면의 미래예측 자료로 사용할 수 있으며, 친환경 소비시장의 흐름 및 전체를 추론해 보는 소비자의 소중한 자료의 일부로 사용될 수 있을 것이다.

영과잉을 고려한 중심상업지구 교통사고모형 개발에 관한 연구 (Safety Performance Functions for Central Business Districts Using a Zero-Inflated Model)

  • 이상혁;우용한
    • 한국도로학회논문집
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    • 제18권4호
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    • pp.83-92
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    • 2016
  • PURPOSES : The purpose of this study was to develop safety performance functions (SPFs) that use zero-inflated negative binomial regression models for urban intersections in central business districts (CBDs), and to compare the statistical significance of developed models against that of regular negative binomial regression models. METHODS : To develop and analyze the SPFs of intersections in CBDs, data acquisition was conducted for dependent and independent variables in areas of study. We analyzed the SPFs using zero-inflated negative binomial regression model as well as regular negative binomial regression model. We then compared the results by analyzing the statistical significance of the models. RESULTS : SPFs were estimated for all accidents and injury accidents at intersections in CBDs in terms of variables such as AADT, Number of Lanes at Major Roads, Median Barriers, Right Turn with an Exclusive Turn Lane, Turning Guideline, and Front Signal. We also estimated the log-likelihood at convergence and the likelihood ratio of SPFs for comparing the zero-inflated model with the regular model. In he SPFs, estimated log-likelihood at convergence and the likelihood ratio of the zero-inflated model were at -836.736, 0.193 and -836.415, 0.195. Also estimated the log-likelihood at convergence and likelihood ratio of the regular model were at -843.547, 0.187 and -842.631, 0.189, respectively. These figures demonstrate that zero-inflated negative binomial regression models can better explain traffic accidents at intersections in CBDs. CONCLUSIONS : SPFs that use a zero-inflated negative binomial regression model demonstrate better statistical significance compared with those that use a regular negative binomial regression model.

주파수 영역의 통계적 특징과 인공신경망을 이용한 기계가공의 사운드 모니터링 시스템 (Sound Monitoring System of Machining using the Statistical Features of Frequency Domain and Artificial Neural Network)

  • 이경민;칼렙;이석환;권기룡
    • 한국멀티미디어학회논문지
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    • 제21권8호
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    • pp.837-848
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    • 2018
  • Monitoring technology of machining has a long history since unmanned machining was introduced. Despite the long history, many researchers have presented new approaches continuously in this area. Sound based machine fault diagnosis is the process consisting of detecting automatically the damages that affect the machines by analyzing the sounds they produce during their operating time. The collected sound is corrupted by the surrounding work environment. Therefore, the most important part of the diagnosis is to find hidden elements inside the data that can represent the error pattern. This paper presents a feature extraction methodology that combines various digital signal processing and pattern recognition methods for the analysis of the sounds produced by tools. The magnitude spectrum of the sound is extracted using the Fourier analysis and the band-pass filter is applied to further characterize the data. Statistical functions are also used as input to the nonlinear classifier for the final response. The results prove that the proposed feature extraction method accurately captures the hidden patterns of the sound generated by the tool, unlike the conventional features. Therefore, it is shown that the proposed method can be applied to a sound based automatic diagnosis system.