• Title/Summary/Keyword: Density estimation

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A Note on Deconvolution Estimators when Measurement Errors are Normal

  • Lee, Sung-Ho
    • Communications for Statistical Applications and Methods
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    • v.19 no.4
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    • pp.517-526
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    • 2012
  • In this paper a support vector method is proposed for use when the sample observations are contaminated by a normally distributed measurement error. The performance of deconvolution density estimators based on the support vector method is explored and compared with kernel density estimators by means of a simulation study. An interesting result was that for the estimation of kurtotic density, the support vector deconvolution estimator with a Gaussian kernel showed a better performance than the classical deconvolution kernel estimator.

On the Equality of Two Distributions Based on Nonparametric Kernel Density Estimator

  • Kim, Dae-Hak;Oh, Kwang-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.247-255
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    • 2003
  • Hypothesis testing for the equality of two distributions were considered. Nonparametric kernel density estimates were used for testing equality of distributions. Cross-validatory choice of bandwidth was used in the kernel density estimation. Sampling distribution of considered test statistic were developed by resampling method, called the bootstrap. Small sample Monte Carlo simulation were conducted. Empirical power of considered tests were compared for variety distributions.

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A Comparison on the Differential Entropy

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.3
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    • pp.705-712
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    • 2005
  • Entropy is the basic concept of information theory. It is well defined for random varibles with known probability density function(pdf). For given data with unknown pdf, entropy should be estimated. Usually, estimation of entropy is based on the approximations. In this paper, we consider a kernel based approximation and compare it to the cumulant approximation method for several distributions. Monte carlo simulation for various sample size is conducted.

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Minimum Density Power Divergence Estimator for Diffusion Parameter in Discretely Observed Diffusion Processes

  • Song, Jun-Mo;Lee, Sang-Yeol;Na, Ok-Young;Kim, Hyo-Jung
    • Communications for Statistical Applications and Methods
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    • v.14 no.2
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    • pp.267-280
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    • 2007
  • In this paper, we consider the robust estimation for diffusion processes when the sample is observed discretely. As a robust estimator, we consider the minimizing density power divergence estimator (MDPDE) proposed by Basu et al. (1998). It is shown that the MDPDE for diffusion process is weakly consistent. A simulation study demonstrates the robustness of the MDPDE.

Computer Simulation of Microstructure of Particle Sediment

  • Kim, Jong-Cheol;Keun Auh;David M. Martin
    • The Korean Journal of Ceramics
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    • v.5 no.1
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    • pp.30-34
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    • 1999
  • Particle settling behavior was studied by the computer simulation using simultaneous particle condensation and relaxation. This three-dimensional settling algorithm includes the estimation of powder sediment density. Density distribution through the powder sediment was compared and was agreed well with the experimental findings. Settling density depended strongly of the degree of particle relaxation. Sediment strength and isotropy also depended on the degree of particle relaxation. Sever particle bridging was found near sharp corners.

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Use of Generalized Linear Mixed Model for Pest Density in Repeated Measurement Data

  • Park, Heung-Sun;Cho, Ki-Jong
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.05a
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    • pp.69-74
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    • 2003
  • The estimation of pest density is a prime concern of Integrated Pest Management (IPM) because the success of artificial intervention such as spraying pestcides or natural enemies depends on pest density. Also, the spatial pattern of pest population within plants or plots has been studies in various ways. In this study, we applied generalized linear mixed model to Tetranychus urticae Koch , two-spotted spider mite count in glasshouse grown roses. For this analysis, the subject-specific as well as pupulation-averaged approaches are used.

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Posterior Density of Parameters in Multiresponse Regression Analysis with Missing Values in one Response

  • Kang, Gun-Seog
    • Journal of the Korean Statistical Society
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    • v.19 no.2
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    • pp.145-150
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    • 1990
  • In this article we develop the marginal posterior density of the model parameters in the multiresponse regression models when missing values exist only in one response. The resulting density resolves a couple of problems in the estimation approach proposed by Box, Draper, and Hunter (1970) and provides a general interpretation for relationship between the estimates of the missing values and the parameters.

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A Selection of High Pedestrian Accident Zones Using Traffic Accident Data and GIS: A Case Study of Seoul (교통사고 데이터와 GIS를 이용한 보행자사고 개선구역 선정 : 서울시를 대상으로)

  • Yang, Jong Hyeon;Kim, Jung Ok;Yu, Kiyun
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.34 no.3
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    • pp.221-230
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    • 2016
  • To establish objective criteria for high pedestrian accident zones, we combined Getis-ord Gi* and Kernel Density Estimation to select high pedestrian accident zones for 54,208 pedestrian accidents in Seoul from 2009 to 2013. By applying Getis-ord Gi* and considering spatial patterns where pedestrian accident hot spots were clustered, this study identified high pedestrian accident zones. The research examined the microscopic distribution of accidents in high pedestrian accident zones, identified the critical hot spots through Kernel Density Estimation, and analyzed the inner distribution of hot spots by identifying the areas with high density levels.

Bandwidth selections based on cross-validation for estimation of a discontinuity point in density (교차타당성을 이용한 확률밀도함수의 불연속점 추정의 띠폭 선택)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.765-775
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    • 2012
  • The cross-validation is a popular method to select bandwidth in all types of kernel estimation. The maximum likelihood cross-validation, the least squares cross-validation and biased cross-validation have been proposed for bandwidth selection in kernel density estimation. In the case that the probability density function has a discontinuity point, Huh (2012) proposed a method of bandwidth selection using the maximum likelihood cross-validation. In this paper, two forms of cross-validation with the one-sided kernel function are proposed for bandwidth selection to estimate the location and jump size of the discontinuity point of density. These methods are motivated by the least squares cross-validation and the biased cross-validation. By simulated examples, the finite sample performances of two proposed methods with the one of Huh (2012) are compared.