• The Korean Journal of Applied Statistics
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• v.35 no.5
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• pp.631-644
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• 2022

This paper considers robust estimation of the sparse vector autoregressive model (sVAR) useful in high-dimensional time series analysis. First, we generalize the result of Xu et al. (2008) that the adaptive lasso indeed has robustness in sVAR as well. However, adaptive lasso method in sVAR performs poorly as the number and sizes of outliers increases. Therefore, we propose new robust estimation methods for sVAR based on least absolute deviation (LAD) and Huber estimation. Our simulation results show that our proposed methods provide more accurate estimation in turn showed better forecasting performance when outliers exist. In addition, we applied our proposed methods to power usage data and confirmed that there are unignorable outliers and robust estimation taking such outliers into account improves forecasting.

• Steel and Composite Structures
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• v.3 no.2
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• pp.141-152
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• 2003

The ski jump in Innsbruck known for the famous annual New Year "Four-ski-jump-tournament" has been fully renewed. The original jumping tower (built for the 1976 Olympic winter games) was fully pulled down and a new landmark similar to a lighthouse has been erected located on a small hill at the border of the city. Zaha Hadid(London) won the international architectural competition for this significant building. The constructional realisation has been ordered from Aste Konstruktion and has been finally honoured with the Austrian state award for consulting 2002. After a very strict timetable the building was already handed restaurant at the top.

• Communications for Statistical Applications and Methods
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• v.22 no.6
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• pp.543-556
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• 2015

We present a survey of contributions that defined the nature and extent of robust statistics for the last 50 years. From the pioneering work of Tukey, Huber, and Hampel that focused on robust location parameter estimation, we presented various generalizations of these estimation procedures that cover a wide variety of models and data analysis methods. Among these extensions, we present linear models, clustered and dependent observations, times series data, binary and discrete data, models for spatial data, nonparametric methods, and forward search methods for outliers. We also present the current interest in robust statistics and conclude with suggestions on the possible future direction of this area for statistical science.

• Journal of Korean Society of Transportation
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• v.8 no.2
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• pp.99-107
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• 1990

This research addresses the effect of heavy vehicles (especially trucks) in terms of passenger car Equivalents from a capacity viewpoint. A formulation that estimate PCE in this paper is derived by introducing appropriate headway measurements into Huber's general equation for PCEs. In this equation, PCE value is expressed in terms of headways for four different kinds of pairs; pairs of leading and following vehicles ; P-P, P-T, P-T, T-T. The mean value of headway for each case is estimated through the regression analysis. Finally, the approach used in this research was compared with macroscopic approach which analyzed a speed-density relationship to evaluate PCE.

• Journal of the Korean Data and Information Science Society
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• v.28 no.5
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• pp.1191-1204
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• 2017

Weighted least squares (WLS) estimation is often easily used for the data with heteroscedastic errors because it is intuitive and computationally inexpensive. However, WLS estimator is less robust to a few outliers and sometimes it may be inefficient. In order to overcome robustness problems, Box-Cox transformation, Huber's M estimation, bisquare estimation, and Yohai's MM estimation have been proposed. Also, more efficient estimations than WLS have been suggested such as Bayesian methods (Cepeda and Achcar, 2009) and semiparametric methods (Kim and Ma, 2012) in heteroscedastic error models. Recently, Çelik (2015) proposed the weight methods applicable to the heteroscedasticity patterns including butterfly-distributed residuals and megaphone-shaped residuals. In this paper, we review heteroscedastic regression estimators related to robust or efficient estimation and describe their properties. Also, we analyze cost data of U.S. Electricity Producers in 1955 using the methods discussed in the paper.

• Water Engineering Research
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• v.4 no.2
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• pp.69-85
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• 2003

Previously developed empirical equations used to calculate the parameters of the transient storage model are analyzed in depth in order to evaluate their behavior in representing solute transport in the natural streams with storage zone. A comparative analysis of the existing theoretical and experimental equations used to predict parameters of the transient storage (TS) model is reported. New simplified equations for predicting 4 key parameters of the TS model using hydraulic data sets that are easily obtained in the natural streams are also developed. The weighted one-step Huber method, which is one of the nonlinear multi-regression methods, is applied to derive new parameters equation. These equations are proven to be superior in explaining mixing characteristics of natural streams with the transient storage zone more precisely than the other existing equations.

• Journal of Chest Surgery
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• v.6 no.2
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• pp.159-164
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• 1973

Bronchopulmonary sequestration is a congenital malformation characterized by a cystic portion of the lung that derives its arterial blood supply through anomalous aberrant vessel directly of the systemic circulation. An aberrant systemic vessel supplying the lung was reported by Huber in 1777. Although this lesion is uncommon disorder, there are several reports on operative death caused by exanguinating hemorrhage from the aberrant arteries to the bronchopulmonary sequestration to that it has received a great deal of attention. Two type of bronchopulmonary sequestration have been identified: Intralobar pulmonary sequestration is usually contained within the visceral pleura of a pulmonary lobe and its venous drainage to the pulmonary venous system. Extrapulmonary sequestration is usually within the pleural sheath its own and its vasculature drains into the azygos or hemiazygos system. we presented one case of intralobar pulmonary sequestration which led to motor paralysis, chylothorax and hemorrhage that are consequent on postoperative complication.

• Communications for Statistical Applications and Methods
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• v.7 no.2
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• pp.371-383
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• 2000

Lindsay (1994) and Basu et al (1997) show that another density-based distance called the negative exponential disparity (NED) is an excellent competitor to the Hellinger distance (HD) in generating an asymptotically fully efficient and robust estimator. Bhattacharya and Basu (1996) consider estimation of the locations of several normal populations when an order relation between them is known to be true. They empirically show that the robust HD based weighted likelihood estimators compare favorably with the M-estimators based on Huber's $\psi$ function, the Gastworth estimator, and the trimmed mean estimator. In this paper we investigate the performance of the weighted likelihood estimator based on the NED as a robust alternative relative to that based on the HD. The NED based estimator is found to be quite competitive in the settings considered by Bhattacharya and Basu.

• Communications for Statistical Applications and Methods
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• v.12 no.1
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• pp.169-179
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• 2005

In this study, we investigate the effects of the weight function in the bounded influence regression quantile (BIRQ) estimator for the AR(l) model with additive outliers. In order to down-weight the outliers of X -axis, the Mallows' (1973) weight function has been commonly used in the BIRQ estimator. However, in our Monte Carlo study, the BIRQ estimator using the Tukey's bisquare weight function shows less MSE and bias than that of using the Mallows' weight function or Huber's weight function. Thus, the use of the Tukey's weight function is recommended in the BIRQ estimator for our model.

• Journal of The Korean Astronomical Society
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• v.49 no.1
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• pp.9-18
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• 2016

Euclid, which is primarily a dark-energy/cosmology mission, may have a microlensing component, consisting of perhaps four dedicated one-month campaigns aimed at the Galactic bulge. We show that such a program would yield excellent auxilliary science, including asteroseismology detections for about 100 000 giant stars, and detection of about 1000 Kuiper Belt Objects (KBOs), down to 2-2.5 mag below the observed break in the KBO luminosity function at I ∼ 26. For the 400 KBOs below the break, Euclid will measure accurate orbits, with fractional period errors ≲ 2.5%.