• 한국시뮬레이션학회논문지
• /
• 제9권3호
• /
• pp.43-51
• /
• 2000

In regression model, we estimate the unknown parameters by using various methods. There are the least squares method which is the most general, the least absolute deviation method, the regression quantile method and the asymmetric least squares method. In this paper, we will compare each others with two cases: firstly the theoretical comparison in the asymptotic sense and then the practical comparison using Monte Carlo simulation for a small sample size.

• 한국시뮬레이션학회:학술대회논문집
• /
• 한국시뮬레이션학회 2000년도 추계학술대회 논문집
• /
• pp.6-10
• /
• 2000

In regression model we estimate the unknown parameters using various methods. There are the least squares method which is the most general, the least absolute deviation, the regression quantile and the asymmetric least squares method. In this paper, we will compare each others with two case: to begin with the theoretical comparison in the asymptotic sense, and then the practical comparison using Monte Carlo simulation for a small sample size.

• 대한수학회논문집
• /
• 제18권4호
• /
• pp.703-712
• /
• 2003

This paper deals with the strong consistency of the asymmetric least squares for the nonlinear censored regression models which includes dependent variables cut off midway by any of external conditions, and provide the sufficient conditions which ensure the strong consistency of proposed estimators of the censored regression models. One example is given to illustrate the application of the main result.

• Communications for Statistical Applications and Methods
• /
• 제14권1호
• /
• pp.183-193
• /
• 2007

This paper shows that a response function for the center of fuzzy output nay not be the same as that for the spread in a fuzzy linear regression model and then suggests a separate fuzzy regression model makes a distinction between response functions of the center and the spread of fuzzy output. Also we use a least squares method to estimate the separate fuzzy regression model and compare an accuracy of proposed model with another fuzzy regression model developed by Diamond (1988) and Kao and Chyu (2003).

• Journal of the Korean Statistical Society
• /
• 제33권4호
• /
• pp.401-410
• /
• 2004

We address the problem of parameter estimation in multivariate distributions under ignorable non-monotone missing data. The factoring likelihood method for monotone missing data, termed by Rubin (1974), is extended to a more general case of non-monotone missing data. The proposed method is algebraically equivalent to the Newton-Raphson method for the observed likelihood, but avoids the burden of computing the first and the second partial derivatives of the observed likelihood. Instead, the maximum likelihood estimates and their information matrices for each partition of the data set are computed separately and combined naturally using the generalized least squares method.

• 대한수학회논문집
• /
• 제20권1호
• /
• pp.145-159
• /
• 2005

In this paper we consider the problem of testing statistical hypotheses for unknown parameters in nonlinear regression models and propose three asymptotically equivalent tests based on regression quantiles estimators, which are Wald test, Lagrange Multiplier test and Likelihood Ratio test. We also derive the asymptotic distributions of the three test statistics both under the null hypotheses and under a sequence of local alternatives and verify that the asymptotic relative efficiency of the proposed test statistics with classical test based on least squares depends on the error distributions of the regression models. We give some examples to illustrate that the test based on the regression quantiles estimators performs better than the test based on the least squares estimators of the least absolute deviation estimators when the disturbance has asymmetric and heavy-tailed distribution.

• 산업경영시스템학회지
• /
• 제36권4호
• /
• pp.64-70
• /
• 2013

Estimation approaches for casual relation model with high-order factors have strict restrictions or limits. In the case of ML (Maximum Likelihood), a strong assumption which data must show a normal distribution is required and factors of exponentiation is impossible due to the uncertainty of factors. To overcome this limitation many PLS (Partial Least Squares) approaches are introduced to estimate the structural equation model including high-order factors. However, it is possible to yield biased estimates if there are some differences in the number of measurement variables connected to each latent variable. In addition, any approach does not exist to deal with general cases not having any measurement variable of high-order factors. This study compare several approaches including the repeated measures approach which are used to estimate the casual relation model including high-order factors by using PLS (Partial Least Squares), and suggest the best estimation approach. In other words, the study proposes the best approach through the research on the existing studies related to the casual relation model including high-order factors by using PLS and approach comparison using a virtual model.

• Journal of the Korean Data and Information Science Society
• /
• 제20권5호
• /
• pp.879-886
• /
• 2009

본 논문에서는 시장점유율을 추정할 때 최소제곱 서포트벡터기계를 적용하여 보통최소제곱과 최소제곱 서포트벡터기계의 성능을 비교하고자 한다. 최소제곱 서포트벡터기계는 커널 함수를 사용함으로 고차원의 특징 공간에서 선형회귀로 재구성함으로 비선형 회귀문제까지도 해결할 수 있는 장점을 가지고 있다. 그래서 본 논문에서는 비모수 기법인 최소제곱 서포트벡터기계를 이용하여 시장점유율 모형을 추정하고자 한다. 최소제곱 서포트벡터기계를 기반으로 한 모형 추정은 시장점유율 유인모형을 해결하기 위한 좋은 대안이 된다. 최소제곱 서포트벡터기계의 성능을 평가하기 위해 비교 실험에서는 한국 자동차 시장에서 차량 판매량을 이용하여 브랜드별 시장점유율 모형을 추정하였다.

• 대한수학회논문집
• /
• 제20권3호
• /
• pp.563-578
• /
• 2005

In [Z. Cai and B. C. Shin, SIAM J. Numer. Anal. 40 (2002), 307-318], we developed the discrete first-order system least squares method for the second-order elliptic boundary value problem by directly approximating $H(div){\cap}H(curl)-type$ space based on the Helmholtz decomposition. Under general assumptions, error estimates were established in the $L^2\;and\;H^1$ norms for the vector and scalar variables, respectively. Such error estimates are optimal with respect to the required regularity of the solution. In this paper, we study solution methods for solving the system of linear equations arising from the discretization of variational formulation which possesses discrete biharmonic term and focus on numerical results including the performances of multigrid preconditioners and the finite element accuracy.

• Journal of applied mathematics & informatics
• /
• 제31권3_4호
• /
• pp.353-363
• /
• 2013

A variant of the global conjugate gradient method for solving general linear systems with multiple right-hand sides is proposed. This method is called as the global conjugate gradient linear least squares (Gl-CGLS) method since it is based on the conjugate gradient least squares method(CGLS). We present how this method can be implemented for the image deblurring problems with Neumann boundary conditions. Numerical experiments are tested on some blurred images for the purpose of comparing the computational efficiencies of Gl-CGLS with CGLS and Gl-LSQR. The results show that Gl-CGLS method is numerically more efficient than others for the ill-posed problems.