• The Korean Journal of Applied Statistics
• /
• v.6 no.1
• /
• pp.79-93
• /
• 1993

We consider adaptive L-estimation of estimating slope parameter in regression model. The proposed estimator is simple extension of trimmed least squares estimator proposed by ruppert and carroll. The efficiency of the proposed estimator is especially well compared with usual least squares estimator, least absolute value estimator, and M-estimators designed for asymmetric distributions under asymmetric error distributions.

• The Korean Journal of Applied Statistics
• /
• v.18 no.1
• /
• pp.43-56
• /
• 2005

In this study, a robust estimation method for the first-order autocorrelation coefficient in the time series model following AR(l) process with additive outlier(AO) is investigated. We propose the L-type trimmed least squares estimation method using the preliminary estimator (PE) suggested by Rupport and Carroll (1980) in multiple regression model. In addition, using Mallows' weight function in order to down-weight the outlier of X-axis, the bounded-influence PE (BIPE) estimator is obtained and the mean squared error (MSE) performance of various estimators for autocorrelation coefficient are compared using Monte Carlo experiments. From the results of Monte-Carlo study, the efficiency of BIPE(LAD) estimator using the generalized-LAD to preliminary estimator performs well relative to other estimators.

• 한국데이터정보과학회:학술대회논문집
• /
• 2003.10a
• /
• pp.139-145
• /
• 2003

본 논문에서는 강수 자료의 예측에 사용되는 3-모수 카파 분포(KD3)에서의 모수 추정 방법을 알아보고 시뮬레이션을 통하여 모수 추정 방법에 따른 성능을 비교해 보았다. 이 분포의 모수 $\alpha,\;\beta,\;\mu$를 추정하기 위하여 적률추정법(MME), L-적률 추정법(LME), 최우추정법(MLE)을 적용하였다. 소표본의 경우뿐만 아니라 대표본의 경우에도 시뮬레이션을 통하여 추정법들의 성능을 비교하였다. 적률 추정법과 L-적률 추정법에서는 제약조건 하에서의 1차원 Newton-Raphson방법을 수정하여 이용하였다. MSE를 기준으로 한 시뮬레이션 결과, KD3의 모수 추정에 있어서 표본의 크기가 100보다 작으면 LME의 적용을 추천하고 표본의 크기가 100이상이면 MLE를 추천한다.

• The Korean Journal of Applied Statistics
• /
• v.7 no.2
• /
• pp.173-182
• /
• 1994

By applying slope estimator under the arbitrary error distributions proposed by Han(1993), if we define regression quantiles to give upper and lower trimming part and blocks of data, we show the proposed slope estimator has asymptotically efficient slope estimator when the number of regression quantiles to from blocks of data goes to sufficiently large.

• The Korean Journal of Applied Statistics
• /
• v.14 no.2
• /
• pp.463-473
• /
• 2001

선형모형의 회귀계수의 L$_1$-추정량의 점근분포는 오차항의 중앙값에 종속되어있는데, 이 값은 잔차의 순서통계량의 함수로 추정될 수 있다. 본 논문에서는 오차항 중앙값의 추정량을 유도하는 몇 가지 방법을 소개하고 몬테칼로 실험을 통하여 가장 바람직한 추정량의 형태를 제안하였다. 또한 제안한 추정량을 이용하면 검정문제에서도 좋은 결과를 얻을 수 있음을 보였다.

• The KIPS Transactions:PartB
• /
• v.14B no.4
• /
• pp.241-248
• /
• 2007

An L-curve corner detection method is proposed for the determination of the regularization parameter in optical flow estimation. The method locates the positive peak whose curvature difference from the just right-hand negative valley is the maximum in the curvature plot of the L-curve. while the existing curvature-method simply finds the maximum in the plot. Experimental results show that RMSE of the estimated optical flow is greater only by 0.02 pixels-per-frame than the least in the average sense. The proposed method is also compared with an existing curvature-method and the adaptive pruning method, resulting in the optical flow estimation closest to the least RMSE.

• Journal of the Korean Data and Information Science Society
• /
• v.7 no.2
• /
• pp.211-217
• /
• 1996

본 논문은 확률밀도함수의 l 번째 도함수의 커널추정법에 관하여 다루고 있다. 확률밀도함수 도함수의 커널추정에 사용될 수 있는 두가지 평활량의 선택법, 교차타당성방법과 삽입방법에 의한 평활량의 점근분포를 규명하고 이들의 상대적 수렴속도를 각각 밝히고 삽입방법의 우수성을 소표본 모의실험을 통하여 확인하였다.

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.29 no.3B
• /
• pp.259-267
• /
• 2009

Generalized Extreme Value (GEV) distribution is recommended for flood frequency and extreme rainfall distribution in many country. L-moment method is the most common estimation procedure for the GEV distribution. In this study, the relationships between the cross-site correlations between extreme events and the cross-correlation of estimators of L-moment ratios (L-moment Coefficient of Variation (L-CV) and L-moment Coefficient of Skewness (L-CS)) for data generated from GEV distribution were derived by Monte Carlo simulation. Those relationships were fit to the simple power function. In this Monte Carlo simulation, GEV+ distribution were employed wherein unrealistic negative values were excluded. The simple power models provide accurate description of the relationships between cross-correlation of data and cross-correlation of L-moment ratios. Estimated parameters and accuracies of the power functions were reported for different GEV distribution parameters combinations. Moreover, this study provided a description about regional regression approach using Generalized Least Square (GLS) regression method which require the cross-site correlation among L-moment estimators. The relationships derived in this study allow regional GLS regression analyses of both L-CV and L-CS estimators that correctly incorporate the cross-correlation among GEV L-moment estimators.

• The KIPS Transactions:PartD
• /
• v.11D no.1
• /
• pp.219-228
• /
• 2004

Confidence interval estimators for proportions using normal approximation have been commonly used for coverage analysis of simulation output even though alternative approximate estimators of confidence intervals for proportions were proposed. This is -because the normal approximation was easier to use in practice than the other approximate estimators. Computing technology has no problem with dealing these alternative estimators. Recently, one of the approximation methods for coverage analysis which is based on arcsin transformation has been used for estimating proportion and for controlling the required precision in [12]. In this paper, we compare three approximate interval estimators, based on a normal distribution approximation, an arcsin transformation and an F-distribution approximation, of a single proportion. Three estimators were applied to sequential coverage analysis of steady-state means, in simulations of the M/M/1/$\infty$ and W/D/l/$\infty$ queueing systems on a single processor and multiple processors.

• Journal of Korean Society of Coastal and Ocean Engineers
• /
• v.4 no.4
• /
• pp.250-260
• /
• 1992

Two methods for computing extreme sea levels, which are the extreme probability method and the joint probability method, are examined at five different ports (Incheon, Cheju, Yeosu, Pusan, Mukho). The extreme probability mothod estimates the extreme sea levels from three different probability papers of Gumbel, Weibull and generalized extreme value(GEV) using the least square method, conventional moment method and probability weighted moment method. respectively. The results showed that the extreme sea levels estimated by the Gumbel paper or the least square method appeared higher than those calculated by other papers or methods. The extreme values estimated by the extreme probability method are approximately 5-10 cm lower than the values by the joint probability method.