• Communications for Statistical Applications and Methods
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• v.8 no.1
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• pp.15-27
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• 2001

One proposal is made for constructing nonparametric estimator of slope parameters in a regression model under symmetric error distributions. This estimator is based on the use of idea of Johns for estimating the center of the symmetric distribution together with the idea of regression quantiles and regression trimmed mean. This nonparametric estimator and some other L-estimators are studied by Monte Carlo.

• Journal of Korean Society for Quality Management
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• v.42 no.4
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• pp.747-756
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• 2014

Purpose: The purpose of this study is to apply the Bayesian estimation methodology for producing 'Korean Standard -Quality Excellence Index' model and prove the effectiveness of the new approach based on survey data by comparing the current index with the new index produced by Bayesian estimation method. Methods: The 'Korean Standard -Quality Excellence Index' was produced through the collected survey data by Bayesian estimation method and comparing the deviation with two results for confirming the effectiveness of suggested application. Results: The statistical analysis result shows that suggested estimator, that is, empirical Bayes estimator improves the effectiveness of the index with regard to reduce the error under specific loss function, which is suggested for checking the goodness of fit. Conclusion: Considering the Bayesian techniques such as empirical Bayes estimator for producing the quality excellence index reduces the error for estimating the parameter of interest and furthermore various Bayesian perspective approaches seems to be meaningful for producing the corresponding index.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.49 no.6
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• pp.259-265
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• 2000

The purpose of this paper is to detect and identify topological errors in order to maintain a reliable database for the state estimator. In this paper, a two stage estimation procedure is used to identify the topology errors. At the first stage, the WSAV state estimator which has characteristics to remove bad data during the estimation procedure is run for finding out the suspected branches at which topology errors take place. The resulting residuals are normalized and the measurements with significant normalized residuals are selected. A set of suspected branches is formed based on these selected measurements; if the selected measurement is a line flow, the corresponding branch is suspected; if it is an injection, then all the branches connecting the injection bus to its immediate neighbors are suspected. A new WLAV state estimator adding the branch flow errors in the state vector is developed to identify the branch topology errors. Sample cases of single topology error and topology error with a measurement error are applied to IEEE 14 bus test system.

• Communications for Statistical Applications and Methods
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• v.30 no.6
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• pp.531-550
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• 2023

The estimation of extreme quantiles is one of the main objectives of statistics of extremes (which deals with the estimation of rare events). In this paper, a robust estimator of extreme quantile of a heavy-tailed distribution is considered. The estimator is obtained through the minimum density power divergence criterion on an exponential regression model. The proposed estimator was compared with two estimators of extreme quantiles in the literature in a simulation study. The results show that the proposed estimator is stable to the choice of the number of top order statistics and show lesser bias and mean square error compared to the existing extreme quantile estimators. Practical application of the proposed estimator is illustrated with data from the pedochemical and insurance industries.

• Journal of the Korean Data and Information Science Society
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• v.13 no.2
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• pp.39-44
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• 2002

We compare MISE of the MLE, UMVUE, invariantly optimal estimator and Jacknife estimator for the reliability function of the Weibull distribution when the sample size is small.

• Journal of Korean Society for Quality Management
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• v.38 no.4
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• pp.480-490
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• 2010

In this paper, two estimation methods(least square estimation and maximum likelihood estimation) were compared for Weibull distribution and Type I censoring. Data obtained by Monte Carlo simulation were analyzed using two estimation methods and analysis results were compared by MSE(Mean Squared Error). Comparison results show that maximum likelihood estimator is better for censored data and complete data with more than 30 samples and least square estimator is better for small size complete data(less than and equal to 20 samples).

• Communications for Statistical Applications and Methods
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• v.17 no.6
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• pp.845-852
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• 2010

The outcomes of counts commonly occur in the area of disease mapping for mortality rates or disease rates. A Poisson distribution is usually assumed as a model of disease rates in conjunction with a gamma prior. The small area typically refers to a small geographical area or demographic group for which very little information is available from the sample surveys. Under this situation the model-based estimation is very popular, in which the auxiliary variables from various administrative sources are used. The empirical Bayes estimator under Poissongamma model has been considered with its accuracy measures. An accuracy measure using a bootstrap samples adjust the underestimation incurred by the posterior variance as an estimator of true mean squared error. We explain the suggested method through a practical dataset of hitters in baseball games. We also perform a Monte Carlo study to compare the accuracy measures of mean squared error.

• Communications for Statistical Applications and Methods
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• v.27 no.1
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• pp.47-64
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• 2020

In this paper, we derive some estimators of the scale parameter of the exponentiated half-logistic distribution based on the multiply Type-I hybrid censoring scheme. We assume that the shape parameter λ is known. We obtain the maximum likelihood estimator of the scale parameter σ. The scale parameter is estimated by approximating the given likelihood function using two different Taylor series expansions since the likelihood equation is not explicitly solved. We also obtain Bayes estimators using prior distribution. To obtain the Bayes estimators, we use the squared error loss function and general entropy loss function (shape parameter q = -0.5, 1.0). We also derive interval estimation such as the asymptotic confidence interval, the credible interval, and the highest posterior density interval. Finally, we compare the proposed estimators in the sense of the mean squared error through Monte Carlo simulation. The average length of 95% intervals and the corresponding coverage probability are also obtained.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.23 no.5
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• pp.1270-1281
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• 1998

Frequency offset in an orthogonal frequency division multiplexing (OFDM) system is known to cause the inter-channel interference (ICI), amplitude and phase distortion of a received signal, resulting in a severe performance degradation of the total system. In this paper, we propose an improved pilot-based masimum likelihood frequency offset estimation technique, which uses the predefined sync-subchannels, and derive the error performance of the proposed frequency offset estimator analytically. The proposed technique improves the performance of the frequency offset estimator by adding up the frequency offset caused by coherent phase changes and averaging out the effect caused by random phase error. It is confirmed by computer simulations that the upper bound of error variance for the proposed frequency offset estimator analytically derived in this paper is correct, and that the proposed estimator has better performance than the previous ones in terms of error variance, tracking range, and time-varying characteristics of a channel.

• Journal of Institute of Control, Robotics and Systems
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• v.11 no.6
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• pp.477-483
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• 2005

This article describes a robust state estimation method which enables to produce reliable estimates in spite of heavy perturbation including plant uncertainty and external disturbances. The main idea is to combine the standard state estimator with the perturbation observer in the estimator frame. The perturbation observer reflects equivalent quantity of plant uncertainty and external disturbances during the estimation process so that the state estimator dynamics gets as close as possible to the real plant dynamics. The robust state estimator proposed in this paper is given in a recursive discrete-time form which is very useful fur implementation purpose. In terms of the error dynamics derived for the robust state estimator, we discuss the stability issue and noise sensitivity. The effectiveness and practicality of the robust state estimator are verified through numerical examples and experimental results.