• Title/Summary/Keyword: L-estimator

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The Bandwidth from the Density Power Divergence

  • Pak, Ro Jin
    • Communications for Statistical Applications and Methods
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    • v.21 no.5
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    • pp.435-444
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    • 2014
  • The most widely used optimal bandwidth is known to minimize the mean integrated squared error(MISE) of a kernel density estimator from a true density. In this article proposes, we propose a bandwidth which asymptotically minimizes the mean integrated density power divergence(MIDPD) between a true density and a corresponding kernel density estimator. An approximated form of the mean integrated density power divergence is derived and a bandwidth is obtained as a product of minimization based on the approximated form. The resulting bandwidth resembles the optimal bandwidth by Parzen (1962), but it reflects the nature of a model density more than the existing optimal bandwidths. We have one more choice of an optimal bandwidth with a firm theoretical background; in addition, an empirical study we show that the bandwidth from the mean integrated density power divergence can produce a density estimator fitting a sample better than the bandwidth from the mean integrated squared error.

Quantile Regression with Non-Convex Penalty on High-Dimensions

  • Choi, Ho-Sik;Kim, Yong-Dai;Han, Sang-Tae;Kang, Hyun-Cheol
    • Communications for Statistical Applications and Methods
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    • v.16 no.1
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    • pp.209-215
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    • 2009
  • In regression problem, the SCAD estimator proposed by Fan and Li (2001), has many desirable property such as continuity, sparsity and unbiasedness. In this paper, we extend SCAD penalized regression framework to quantile regression and hence, we propose new SCAD penalized quantile estimator on high-dimensions and also present an efficient algorithm. From the simulation and real data set, the proposed estimator performs better than quantile regression estimator with $L_1$ norm.

A HYPOTHESIS TESTING PROCEDURE OF ASSESSMENT FOR THE LIFETIME PERFORMANCE INDEX UNDER A GENERAL CLASS OF INVERSE EXPONENTIATED DISTRIBUTIONS WITH PROGRESSIVE TYPE I INTERVAL CENSORING

  • KAYAL, TANMAY;TRIPATHI, YOGESH MANI;WU, SHU-FEI
    • Journal of applied mathematics & informatics
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    • v.37 no.1_2
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    • pp.105-121
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    • 2019
  • One of the main objective of manufacturing industries is to assess the capability performance of different processes. In this paper, we use the lifetime performance index $C_L$ as a criterion to measure larger-the-better type quality characteristic for evaluating the product performance. The lifetimes of products are assumed to follow a general class of inverted exponentiated distributions. We use maximum likelihood estimator to estimate the lifetime performance index under the assumption that data are progressive type I interval censored. We also obtain asymptotic distribution of this estimator. Based on this estimator, a new hypothesis testing procedure is developed with respect to a given lower specification limit. Finally, two numerical examples are discussed in support of the proposed testing procedure.

Fundamental Frequency Estimation based on Time-Frequency Analysis (시주파수 분석법을 이용한 음성의 기본주파수 검출)

  • Iem Byeong-Gwan
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.55 no.1
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    • pp.31-34
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    • 2006
  • A simple robust fundamental frequency estimator on the time-frequency domain is proposed. Combined with the appropriately designed low-pass filter, the instantaneous frequency estimator based on the Teager-Kaiser energy function can detect the fundamental frequency of speech signal. The Teager-Kaiser function can be obtained through real computation and show the change of frequency as time goes. And when a speech block with N samples is processed with a lowpass fille. with length of L, it requires $O(N{\cdot}(L+5))operations,$ compared to $O(N{\cdot}2log_2N+L))operations$ in the recently introduced wavelet and conventional instantaneous frequency method. The computer simulation confirms the usefulness of the proposed fundamental frequency estimation method.

A Traction System Control Method for 2 Motor Driven Electric Vehicle (독립 구동형 전기자동차의 추진 시스템 제어 기법)

  • 박정우;하회두;김흥근
    • The Transactions of the Korean Institute of Power Electronics
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    • v.4 no.4
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    • pp.357-367
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    • 1999
  • When traction system of 2-motor driven electric vehicle(EV) is consisted of two motors (IPMSM) . two inverters. and one traction controller, control performances of IPMSM for an electric vehicle is affected by parameter variation b because of large current magnitude and wide current phase angle. To solve this problem, new parameter estimator for L Ld and Lq is constructed by neu때 network technique. And new vector control algorithm with parameter estimator by n neural network is proposed for IPMSM.And also. an advanced traction control algorithm is proposed using fuzzy c controller in order to enhance the driveability oftwo-wheel drive EVs with fitted with a traction control system Performances of the proposed algorithm are examined by simulations and the experimental resul않 with respect to t the prototype IPMSM and EV.

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An Improvement in Adaptive Estimation for a Tracking System with Additive Measurement Impulse noise (충격성 잡음이 혼입되는 추적계통의 적응 추정 개선)

  • 윤현보;박희창
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.12 no.5
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    • pp.519-526
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    • 1987
  • An adaptive estimation system which operates propoerly in the environments corrupted by additive impulse noise in addition to the white Gaussian noise has been proposed. A feed forward loop is inserted into the adaptive estimator proposed by R. L. Moose for a system with an unknown measurement bias by which the improved adaptive estimator is processed successfully without the sum of the time varying weights being zero even when the measurement system is added impulue noise. Successfully processed adaptive estimator has been obtained under the large impulse noise in addition to randomly varying unknown biases condition by giving sufficient large value to the elements of discrete vector on the computer simulation.

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A Study on the Bayes Estimator of θ=Pr(Y < X)

  • Yeum, Joon Keun;Kim, Jae Joo
    • Journal of Korean Society for Quality Management
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    • v.13 no.2
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    • pp.8-12
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    • 1985
  • We study the Bayes estimation procedure of ${\theta}=P_r$=(Y < X) when the experiment is terminated before all of the items on the test have failed and the failed items are partially replaced. Comparisons with the M.L.E., M.V.U.E. and Bayes estimator are made through Monte Carlo simulation.

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A Ridge-type Estimator For Generalized Linear Models (일반화 선형모형에서의 능형형태의 추정량)

  • Byoung Jin Ahn
    • The Korean Journal of Applied Statistics
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    • v.7 no.1
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    • pp.75-82
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    • 1994
  • It is known that collinearity among the explanatory variables in generalized linear models inflates the variance of maximum likelihood estimators. A ridge-type estimator is presented using penalized likelihood. A method for choosing a shrinkage parameter is discussed and this method is based on a prediction-oriented criterion, which is Mallow's $C_L$ statistic in a linear regression setting.

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Hall Sensor Fault Detection and Fault-Tolerant Control of High-Speed PMSM Drive System (고속 영구자석 동기전동기 구동장치의 홀센서 고장검출 및 보호제어)

  • Jang, Myung-Hyuk;Lee, Kwang-Woon
    • The Transactions of the Korean Institute of Power Electronics
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    • v.18 no.3
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    • pp.205-210
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    • 2013
  • This paper presents a novel hall sensor fault detection and fault-tolerant control method for a high-speed permanent magnet synchronous motor (PMSM) drive system. A phase locked loop (PLL) type position estimator is used with a conventional interpolation based rotor position estimator to reduce position errors due to misalignment of hall sensors. The expected trigger time of hall sensor's output is used for detecting hall sensor fault condition and the PLL type position estimator is reconfigured for fault-tolerant control at the hall sensor fault condition. The proposed method can minimize current ripples during the transition from sensored control using hall sensors to sensorless control. Experimental results have been proposed to prove the validity of the proposed method.

Robustness, Data Analysis, and Statistical Modeling: The First 50 Years and Beyond

  • Barrios, Erniel B.
    • 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.