• ETRI Journal
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• 제15권2호
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• pp.27-34
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• 1993

Pitman-Intransitive triples of estimators are constructed, based on prior work on equivariant estimators and prior work on shrinkage.

• Communications for Statistical Applications and Methods
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• 제12권1호
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• pp.39-46
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• 2005

We propose an equivariant and robust estimator in multivariate regression model based on the least quartile difference (LQD) estimator in univariate regression. We call this estimator as the multivariate least quartile difference (MLQD) estimator. The MLQD estimator considers correlations among response variables and it can be shown that the proposed estimator has the appropriate equivariance properties defined in multivariate regressions. The MLQD estimator has high breakdown point as does the univariate LQD estimator. We develop an algorithm for MLQD estimate. Simulations are performed to compare the efficiencies of MLQD estimate with coordinatewise LQD estimate and the multivariate least trimmed squares estimate.

• Communications for Statistical Applications and Methods
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• 제10권3호
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• pp.1037-1046
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• 2003

We propose an equivariant and robust estimator in multivariate regression model based on the least trimmed squares (LTS) estimator in univariate regression. We call this estimator as multivariate least trimmed squares (MLTS) estimator. The MLTS estimator considers correlations among response variables and it can be shown that the proposed estimator has the appropriate equivariance properties defined in multivariate regression. The MLTS estimator has high breakdown point as does LTS estimator in univariate case. We develop an algorithm for MLTS estimate. Simulation are performed to compare the efficiencies of MLTS estimate with coordinatewise LTS estimate and a numerical example is given to illustrate the effectiveness of MLTS estimate in multivariate regression.

• 응용통계연구
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• 제17권3호
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• pp.475-488
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• 2004

위치추정량에서 로버스트한 추정기법 중의 하나로 알려진 데이터 뎁스(depth)를 회귀추정에 적용한 회귀뎁스(regression depth)는 Rousseeuw and Hubert(1999)에 의하여 제안되었다. 이 이외의 회귀뎁스 추정량으로는 심플리셜(simplicial) 뎁스와 사영(projection) 개념의 뎁스 회귀추정량들이 있다. 본 논문에서는 뎁스 기반 회귀추정량들의 성능에 대한 모의실험을 여러 오염 조건에서 행하여 비교하였으며 기존의 우수한 로버스트성을 지니는 추정량으로 최근에 제안된 HBR추정량(Chang et al., 1999)들과의 비교연구도 하였다. 2차원 공간에서의 실험은 전반적으로 사영뎁스기반 회귀추정량이 좋은 결과를 보여주었다.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2006년도 PROCEEDINGS OF JOINT CONFERENCEOF KDISS AND KDAS
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• pp.163-169
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• 2006

This paper deals with the comparison of parameter estimation methods in a 3-parameter Kappa distribution which is sometimes used in flood frequency analysis. The method of moment estimation(MME), L-moment estimation(L-ME), and maximum likelihood estimation(MLE) are applied to estimate three parameters. The performance of these methods are compared by Monte-carlo simulations. Especially for computing MME and L-ME, ike dimensional nonlinear equations are simplied to one dimensional equation which is calculated by the Newton-Raphson iteration under constraint. Based on the criterion of the mean squared error, the L-ME is recommended to use for small sample size $(n\leq100)$ while MLE is good for large sample size.

• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.285-294
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• 2005

This paper deals with the comparison of parameter estimation methods in a 3-parameter Kappa distribution which is sometimes used in flood frequency analysis. Method of moment estimation(MME), L-moment estimation(L-ME), and maximum likelihood estimation(MLE) are applied to estimate three parameters. The performance of these methods are compared by Monte-carlo simulations. Especially for computing MME and L-ME, three dimensional nonlinear equations are simplified to one dimensional equation which is calculated by the Newton-Raphson iteration under constraint. Based on the criterion of the mean squared error, L-ME (or MME) is recommended to use for small sample size( n$\le$100) while MLE is good for large sample size.

• 응용통계연구
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• 제22권6호
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• pp.1355-1364
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• 2009

본 논문에서는 다변량 자료의 위치모수에 대한 로버스트 검정 방법으로 유사등변성과 고붕괴성을 만족하는 MVE와 MCD 추정량에 근거한 로버스트 검정방법을 제안하였다. 일반적으로 이들 추정방법은 낮은 효율성으로 인하여 통계적 추론보다는 잠재적 이상치의 발견과 같은 탐색적분석에서 사용된다. 우리는 검정력을 높이기 위하여 MVE와 MCD 추정량에 근거한 일단계 재가중절차를 사용했는데, 가중치 선정과 관련된 임계값을 조절함으로써 현실적으로 사용가능한 높은 효율성과 정확성을 갖춘 검정방법을 제시하였다. 모의실험 결과 본 연구에서 제안한 검정법은 모분포에 관계없이 모두 명목유의수준을 제대로 유지하고 검정력도 높게 나타났으며, 이상치를 포함하고 있는 사례를 이용하여 실제로 모평균에 대한 가설검정을 수행한 결과 기존 방법과는 달리 영향을 받지 않았다.

• 한방안이비인후피부과학회지
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• 제19권3호통권31호
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• pp.134-145
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• 2006

Objective : This study was carried out to investigate what type of assumption and conditions are needed for the application of various statistical techniques such as descriptive statistics, t-test, analysis of variance, correlation analysis, regression analysis and chi-square test and to evaluate that they are used correctly in the research process. Methods : One more methods of statistical analysis were used in 91 papers among 162 papers selected from the journal of Korean oriental medical Ophthalmology & Otolaryngology & Dermatology from April 2003 to December 2005. So we analysed the type of statistical analysis method in 91 papers(clinical and experimental study) and assessed the their validity of statistical techniques by the check list consisting of 34 items(3 items for validity assessment of descriptive statistics, 6 items for t-test, 7 items for analysis of variance, correlation analysis and regression analysis, respectively, 4 items for chi-square test) Results : 1. The type of 65(40%) cases is experimental trial, the type of 55(34%) cases is case report, the type of 26(16%) cases is clinical trial and the type of 16(10%) cases is review, in 91 papers using statistical techniques among 162 papers selected from the journal of Korean oriental medical Ophthalmology & Otolaryngology & Dermatol-ogy from April 2003 to December 2005. 2. One more methods of statistical analysis were used in the experimental and clinical study. When we classified 125 units using statistical analysis methods in 91 papers according to statistical techniques such as descriptive statistics, t-test, analysis of variance, correlation analysis, regression analysis and chi-square test, the number of independent sample t-test is 33(26%), the number of only descriptive statistics is 28(22%), the number of independent sample t-test is 33(26%), the number of only descriptive statistics is 28(22%), the number of one way ANOVA is 15(12%), the number of non-parametric test 10(8%). 3. After carrying out one way ANOVA, the number of using multiple comparison methods is 15(Scheffe:6(26%), Duncan:4(17%), Dunnett:3(13%), Tukey:2(9%)) out of 23 (total case carrying out one way ANOVA). 8(35%) out of 23 did not enforce multiple comparison methods after carrying out one way ANOVA. 4. From the assessment of validity about 63 cases using statistical techniques(except descriptive statistics), 5(8%) cases are proper, the other 58(92%) are improper, so we recognized a serious misuse of statistical application in our journal. 5. The number of case below 10 sample size in experimental and clinical study(except descriptive statistics) is 31(34%) and frequent. Also the number of case containing no mention of sample size is 41(45%, including culture study). 6. For example of statistical error, there are wrong choice of statistical technique, lack of check on standard assumption(such as standard distribution, equivariance, independence), and so on. Conclusions : We investigated the validity of statistical analysis methods in our journal by check list consisting of 34 items and suggested correct statistical analysis methods. We should practice the spread of education about statistical analysis methods and precis application, enhance objectivity and reliability of our thesis and further correspond with purpose of scientific study.