• 제목/요약/키워드: Efficiency of Estimator

검색결과 237건 처리시간 0.023초

A Note on Asymptotic Relative Efficiency of the Nonparametric Reliability Estimation for the Proportional Hazards Model

  • Cha, Young-Joon;Lee, Jae-Man;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.173-177
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    • 1998
  • This paper presents the asymptotic relative efficiency of the nonparametric estimator relative to the parametric maximum likelihood estimator of the reliability function under the proportional hazards model of random censorship. Also we examine the efficiency loss due to censoring proportions and misson times.

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Evaluation of the Efficiency of an Inverse Exponential Kernel Estimator for Spherical Data

  • Park, Hyun Suk
    • Communications for Statistical Applications and Methods
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    • 제20권1호
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    • pp.77-84
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    • 2013
  • This paper deals with the relative efficiency of two kernel estimators $\hat{f}_n$ and $\hat{g}_n$ by using spherical data, as proposed by Park (2012), and Bai et al. (1988), respectively. For this, we suggest the computing flows for the relative efficiency on the 2-dimensional unit sphere. An evaluation procedure between two estimators (given the same kernels) is also illustrated through the observed data on normals to the orbital planes of long-period comets.

구조동역학 문제에서 전단계 오차추정치를 이용한 자동시간간격 조정 알고리듬 (An Automatic Time Stepping Algorithm Using a Prior Error Estimator in Structural Dynamics)

  • 조은형;정진태
    • 소음진동
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    • 제9권6호
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    • pp.1240-1246
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    • 1999
  • A prior error estimator which is solving structural dynamic problems and which is based on the generalized-method, is developed. Since the proposed error estimator is computed with only previous information, the time step size can be adaptively selected without the feedback mechanism. This paper shows that the automatic time stepping algorithm using the error estimator performs an efficient time integration. To verify its efficiency, several examples are numerically investigated.

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Partially Parametric Estimation of Lifetime Distribution from a Record of Failures and Follow-Ups

  • Yoon, Byoung Chang
    • 품질경영학회지
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    • 제22권4호
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    • pp.59-78
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    • 1994
  • In some observational studies, we have often random censoring model. However, the data available may be partially observable censored data consisting of the observed failure times and only those nonfailure times which are subject to follow up. In this paper, we present an extension of the problem of partially parametric estimation of the survival function to such partially observable censored data. The proposed estimator treats the observed failure times nonparametrically and uses a parametric model only for those nonfailure times which are subject to follow-up. We discuss the motivation and construction of the proposed estimator and investigate the limiting properties of the proposed estimator such as asymptotic normality. Also, when the assumed parametric model is exponential, the asymptotic variance of the estimator is obtained. Furthermore, an example is given to compare the proposed estimator with the modified Kaplan Meier(MKM) estimator. From the results, it is shown that the relative efficiency of the proposed estimator is higher than that of the MKM estimator in the follow-up study with increasing time.

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Efficiency Evaluation of the Unconditional Maximum Likelihood Estimator for Near-Field DOA Estimation

  • Arceo-Olague, J.G.;Covarrubias-Rosales, D.H.;Luna-Rivera, J.M.
    • ETRI Journal
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    • 제28권6호
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    • pp.761-769
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    • 2006
  • In this paper, we address the problem of closely spaced source localization using sensor array processing. In particular, the performance efficiency (measured in terms of the root mean square error) of the unconditional maximum likelihood (UML) algorithm for estimating the direction of arrival (DOA) of near-field sources is evaluated. Four parameters are considered in this evaluation: angular separation among sources, signal-to-noise ratio (SNR), number of snapshots, and number of sources (multiple sources). Simulations are conducted to illustrate the UML performance to compute the DOA of sources in the near-field. Finally, results are also presented that compare the performance of the UML DOA estimator with the existing multiple signal classification approach. The results show the capability of the UML estimator for estimating the DOA when the angular separation is taken into account as a critical parameter. These results are consistent in both low SNR and multiple-source scenarios.

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The Efficiency of the Cochrane-Orcutt Estimation Procedure in Autocorrelated Regression Models

  • Song, Seuck-Heun;Myoungshic Jhun;Jung, Byoung-Cheol
    • Journal of the Korean Statistical Society
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    • 제27권3호
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    • pp.319-329
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    • 1998
  • In the linear regression model with an autocorrelated disturbances, the Cochrane-Orcutt estimator (COE) is a well known alternative to the Generalized Least Squares estimator (GLSE). The efficiency of COE has been studied empirically in a Monte Carlo study when the unknown parameters are estimated by maximum likelihood method. In this paper, it is theoretically proved that the COE is shown to be inferior to the GLSE. The comparisons are based on the difference of corresponding information matrices or the ratio of their determinants.

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재조사에서 효율 향상을 위한 추정법 연구 (Estimation to improve survey efficiency in callback)

  • 박현아;나성룡
    • Journal of the Korean Data and Information Science Society
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    • 제26권2호
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    • pp.377-385
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    • 2015
  • 표본조사에서 무응답이 발생한 개체에 대해 재조사 실시한 후 보조변수를 사용한 회귀추정의 형태를 가지는 추정량을 제시하고 복제치 기법을 이용한 분산추정량을 연구한다. 또한 응답여부에 따른 응답확률의 모수적 추론방법도 함께 제시한다. 재조사 후 모평균에 대하여 불편성을 만족하고 효율이 좋은 추정량과 일치성을 가지는 분산추정량을 이론적으로 연구하고 모의실험을 통하여 연구의 타당성을 입증한다.

A Common Mean Estimation Problem of P-Normal Populations

  • Seung Soo Lee;Kwan Young Kim
    • Communications for Statistical Applications and Methods
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    • 제1권1호
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    • pp.57-74
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    • 1994
  • This paper deals with the estimation problems of a common mean of several independent normal populations with unknown variances, based on random samples of equal size. The authors suggest a promising approach and a new estimator to improve Graybill-Deal estimator further. By Monte Carlo simulation study, the efficiency of new estimator is compared with that of Graybill-Deal estimator.

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The local influence of LIU type estimator in linear mixed model

  • Zhang, Lili;Baek, Jangsun
    • Journal of the Korean Data and Information Science Society
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    • 제26권2호
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    • pp.465-474
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    • 2015
  • In this paper, we study the local influence analysis of LIU type estimator in the linear mixed models. Using the method proposed by Shi (1997), the local influence of LIU type estimator in three disturbance models are investigated respectively. Furthermore, we give the generalized Cook's distance to assess the influence, and illustrate the efficiency of the proposed method by example.

Modified Adaptive Cluster Sampling Designs

  • Park, Jeong-Soo;Kim, Youn-Woo;Son, Chang-Kyoon
    • Communications for Statistical Applications and Methods
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    • 제14권1호
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    • pp.57-69
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    • 2007
  • Adaptive cluster sampling design is known as a sampling method for rare clustered population. Three modified adaptive cluster sampling designs are proposed. The adjusted Hansen-Hurwitz estimator and the Horvitz-Thompson estimator are considered. Efficiency issue of the proposed sampling designs is discussed in a Monte-Carlo simulation study.