• Journal of the Korean Statistical Society
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• v.10
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• pp.140-144
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• 1981

This paper approximates to a kernel density estimate by a truncated series of expansion involving Hermite polynomials, since this could ease the computing burden involved in the kernel-based density estimation. However, this truncated series may give a multimodal estimate when we are estiamting unimodal density. In this paper we will show a way to insure the truncated series to be positive and unimodal so that the approximation to a kernel density estimator would be maeningful.

• Journal of the Korean Statistical Society
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• v.29 no.3
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• pp.307-313
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• 2000

Suppose we have a set of data X1, ···, Xn and employ kernel density estimator to estimate the marginal density of X. in this article bandwith selection problem for kernel density estimator is examined closely. In particular the Kullback-Leibler method (a bandwith selection methods based on average square error (ASE)) is considered.

• Journal of Korean Society of Disaster and Security
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• v.8 no.1
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• pp.15-19
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• 2015

In rainfall-runoff models employed in hydrological applications, runoff amount is estimated through temporal delay of effective precipitation based on a linear system. Its amount is resulted from the linearized ratio by analyzing the convolution multiplier. Furthermore, in case of kernel density estimate (KDE) used in probabilistic analysis, the definition of the kernel comes from the convolution multiplier. Individual data values are smoothed through the kernel to derive KDE. In the current study, the roles of the convolution multiplier for KDE and rainfall-runoff models were revisited and their similarity and dissimilarity were investigated to discover the mathematical applicability of the convolution multiplier.

• Communications for Statistical Applications and Methods
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• v.2 no.1
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• pp.99-111
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• 1995

It is shown that the adaptive kernel methods can potentially produce superior density estimates to the fixed one. In using the adaptive estimates, problems pertain to the initial choice of the estimate can be solved by iteration. Also, simultaneous recommended for variety of distributions. Some data-based method for the choice of the parameters are suggested based on simulation study.

• Journal of the Korean Statistical Society
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• v.23 no.1
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• pp.79-88
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• 1994

This paper concerns the problem of estimating the spectral density function in the analysis of stationary time series data. A kernel type estimate is considered, which entails choice of bandwidth. A data-driven bandwidth choice is proposed, and it is obtained by plugging some suitable estimates into the unknown parts of a theoretically optimal choice. A theoretical justification is give for this choice in terms of how far it is from the theoretical optimum. Furthermore, an empirical investigation is done. It shows that the data-driven choice yields a reliable spectrum estimate.

• Journal of the Korean Data and Information Science Society
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• v.6 no.1
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• pp.31-37
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• 1995

We consider density estimates of the usual type generated by a kernel function. By using the limit theorems for the maximum of normalized deviation of the estimate from its expected value, we propose to use data dependent bandwidth in the tests of goodness of fit based on these statistics. Also a small sample Monte Carlo simulation is conducted and proposed method is compared with Kolmogorov-Smirnov test.

• The Korean Journal of Applied Statistics
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• v.24 no.6
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• pp.987-994
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• 2011

From the point view of credit evaluation whose population is divided into the default and non-default state, two methods are considered to estimate conditional distribution functions: one is to estimate under the assumption that the data is followed the mixture normal distribution and the other is to use the kernel density estimation. The parameters of normal mixture are estimated using the EM algorithm. For the kernel density estimation, five kinds of well known kernel functions and four kinds of the bandwidths are explored. In addition, the corresponding ROC functions are obtained based on the estimated distribution functions. The goodness-of-fit of the estimated distribution functions are discussed and the performance of the ROC functions are compared. In this work, it is found that the kernel distribution functions shows better fit, and the ROC function obtained under the assumption of normal mixture shows better performance.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.408-413
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• 2005

A new methodology for discrete non-Gaussian probability density estimation is investigated in this paper based on a dynamic Bayesian network (DBN) and kernel functions. The estimator consists of a DBN in which the transition distribution is represented with kernel functions. The estimator parameters are determined through a recursive learning algorithm according to the maximum likelihood (ML) scheme. A discrete-type Poisson distribution is generated in a simulation experiment to evaluate the proposed method. In addition, an unknown probability density generated by nonlinear transformation of a Poisson random variable is simulated. Computer simulations numerically demonstrate that the method successfully estimates the unknown probability distribution function (PDF).

• The Korean Journal of Applied Statistics
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• v.25 no.6
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• pp.1049-1058
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• 2012

Nonparametric methods are often used as an alternative to parametric methods to estimate density function and regression function. In this paper we consider improved methods to select the Bezier points in Bezier curve smoothing that is shown to have the same asymptotic properties as the kernel methods. We show that the proposed methods are better than the existing methods through numerical studies.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2011.05a
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• pp.808-810
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• 2011

The background estimation algorithms had a significant impact on the performance of image processing and recognition. In this paper, background estimation algorithms were analysis of complexity and performance as preprocessing of image recognition. It was evaluated the performance of Gaussian Running Average, Mixture of Gaussian, and KDE algorithm. The simulation results show that KDE algorithm outperforms compared to the other algorithms.