• Communications for Statistical Applications and Methods
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• v.4 no.1
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• pp.293-300
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• 1997

재하강 M-추정함수는 여러 가지 장점을 갖고 있는 반면 이를 이용하여 추정치를 구할 경우 수치 해석상의 문제점을 갖고 있다. 물론, 그러한 문제들은 인위적인 방법에 의해 해결될 수 있으나 본 논문에서는 보다 근본적으로 문제를 해결하려 한다. 그 방법으로써 재하강 함수의 문제점을 갖고 있지 않은 Huber 형태에 유사하고 재하강 함수의 장점도 갖고 있는 새로운 형태의 재하강 M-추정함수를 유도하였다.

• Communications for Statistical Applications and Methods
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• v.3 no.1
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• pp.229-234
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• 1996

로우버스트 추정에서 자주 사용되는 Huber의 ${\phi}$-함수의 선형 결합을 통해 새로운 재하강 ${\phi}$-함수를 도출한다. 이 함수를 사용하면 적절한 조건하에서 앞의 두 함수를 사용할 때보다 위치 모수(location parameter)에 대한 추정량의 점근분산(asymptotic variance)을 감소시킬 수 있음을 보였다.

• Water for future
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• v.28 no.4
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• pp.195-204
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• 1995

New dispersion coefficient equation which can be used to estimate dispersion coefficient by using only hydraulic data easily obtained in natural streams has been developed. Dimensional analysis was performed to select physically meaningful parameters, One-Step Huber method, which is one of the nonlinear multi-regression method, was applied to derive a regression equation of dispersion coefficient. 59 measured hydraulic data which were collected in 26 streams in the United States and were analyzed in the Part I of this study, were used in developing new dispersion coefficient equation. Among 59 measured data sets, 35 data sets were used in deriving regression equation, and 24 data sets are used for verification. The new dispersion coefficient equation, which has been developed in this study was proven to be superior in explaining dispersion characteristics of natural streams more precisely compared to existing dispersion coefficient equations.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.44 no.6
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• pp.93-99
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• 2007

Robust nonlinear image denoising algorithms for the class of ${\alpha}$-stable distribution are introduced. The proposed amplitude-limited sample average filter(ALSAF) proves to be the maximum likelihood estimator under the heavy-tailed Gaussian noise environments. The error norm for this estimator is equivalent to Huber#s minimax norm. It is optimal in the respect of maximizing the efficacy under the above noise environment. It is mired with the myriad filter to propose an amplitude-limited myriad filter(ALMF). The behavior and performance of the ALSAF and ALMF in ${\alpha}$-stable noise environment are illustrated and analyzed through simulation.

• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.233-241
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• 1999

Control chart is a very extensively used tool in testing whether a process is in a state of statistical control or not. In this paper, we propose a robust EWMA(exponentially weighted moving averages) control chart for variables, which is based on the Huber's M-estimator. The Huber's M-estimator is a well-known robust estimator in sense of distributional robustness. In the proposed chart, the estimation of the process deviation is modified to have a s table level and high power. To compare the performances of the proposed control chart with other charts, some Monte Carlo simulations we performed. The simulation results show that the robust EWMA control chart has good performance.

• Korean Journal of Optics and Photonics
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• v.2 no.4
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• pp.203-208
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• 1991

We investigated the nonradiative energy transfer process from Rhodamine 6G to Malachite Green in ethylen glycol solvent using time correlated single photon counting system equipped with a modelocked Ar ' laser. The reduced concentration and critical transfer distance for various acceptor concentration were obtained by using a full-fitting analysis of the fluorescence decay curves. We found that Huber model is more suitable than Forster model and the influence of energy migration through the dipole-dipole interaction becomes more significant for the low acceptor concentrations relative to the donor concentration($5\times 10^4$mol/l).

• Journal of Korean Society of Forest Science
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• v.87 no.2
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• pp.220-229
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• 1998

This study was performed to compare the characteristics of hydraulic conductivity such as relative conductivity(RC), leaf specific conductivity(LSC), Huber value(HV), specific conductivity(SC), and diameter of vessels(${\mu}m$) and number of vessels($No./mm^2$) in branch junctions of the twenty-one deciduous broad-leaved species. The hydraulic conductivities of branch junctions decreased with increasing junction angle between stem and branch, and with decreasing diameter of branch. The RC and LSC of branch junctions related to branching types(ㅏ, Y, ${\Psi}$ type) were much lower in ㅏ and ${\Psi}$ types than in Y type. The diameter and number of vessels remarkably reduced in branch junctions as compared with the stem and branch.

• Bulletin of the Korean Mathematical Society
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• v.39 no.1
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• pp.23-31
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• 2002

A scale parameter is the principal parameter to be estimated, since it corresponds to one of the main reliability characteristics, namely the average time to failure. To provide robustness of scale estimators to gross errors in the data, we apply the Huber minimax approach in time to failure models of the statistical reliability theory. The minimax valiance estimator of scale is obtained in the important particular case of the exponential distribution.

• ETRI Journal
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• v.32 no.6
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• pp.837-842
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• 2010

This paper proposes robust source localization methods for estimating the azimuth angle, elevation angle, velocity, and range using a low-complexity planar antenna array in impulsive non-Gaussian noise environments. The proposed robust source localization methods for wireless communication applications are based on nonlinear M-estimation provided from Huber and Hampel. Simulation results show the robustness performance of the proposed robust methods in impulsive non-Gaussian noise.

• The Korean Journal of Applied Statistics
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• v.12 no.2
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• pp.479-490
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• 1999

선형시계열모형인 AR(1)모형과 비선형시계열모형인 RCA(1), ARCH(1)모형에서 이상치(Outlier)가 존재할 경우 최소제곱추정량과 M추정량간의 점근상대효율(Asymptotic Relative Efficiency: ARE)을 구하여 두 추정량의 로버스트 성질을 비교·분석하였다. 또한 여러 유계함수(Huber, Tukey, Andrews, Hampel)들을 M추정함수에 적용하여 각각의 유계함수들을 비교·분석하였다.