• The Korean Journal of Applied Statistics
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• v.25 no.5
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• pp.793-802
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• 2012

One proposal is made to construct a nonparametric estimator of slope parameters in a regression model under symmetric error distributions. This estimator is based on the use of the idea of minimizing approximate variance of a proposed estimator using regression quantiles. This nonparametric estimator and some other L-estimators are studied and compared with well known M-estimators through a simulation study.

• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.859-871
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• 2003

In this paper we introduce some adaptive M-estimators using selector statistics to estimate the slope of regression model under the symmetric and continuous underlying error distributions. This selector statistics is based on the residuals after the preliminary fit L$_1$ (least absolute estimator) and the idea of Hogg(1983) and Hogg et. al. (1988) who used averages of some order statistics to discriminate underlying symmetric distributions in the location model. If we use L$_1$ as a preliminary fit to get residuals, we find the asymptotic distribution of sample quantiles of residual are slightly different from that of sample quantiles in the location model. If we use the functions of sample quantiles of residuals as selector statistics, we find the suitable quantile points of residual based on maximizing the asymptotic distance index to discriminate distributions under consideration. In Monte Carlo study, this adaptive M-estimation method using selector statistics works pretty good in wide range of underlying error distributions.

• Journal of Korea Water Resources Association
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• v.43 no.9
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• pp.789-799
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• 2010

The objective of this study is to suggest an approach for estimating probability rainfall using climate scenario data based GCM and to analyze changes of flood characteristics like probability rainfall, flood quantile and flood water level under climate change. The study area is Namhan river basin. Probability rainfalls which is taken 1440 minutes duration and 100-year frequency are estimated by using IPCC SRES A2 climate change scenario for each time period (S0: 1971~2000; S1: 2011~2040; S2: 2041~2070; S3: 2071~2100). Flood quantiles are estimated for 17 subbasins and flood water level is analyzed in the main channel from the downstream of Chungju dam to the upstream of Paldang dam. Probability rainfalls, peak flow from flood quantile and water depth from flood water level have increase rate in the range of 13.0~15.1 % based S0 (142.1 mm), 29.1~33.5% based S0 ($20,708\;m^3/s$), 12.6~13.6% in each S1, S2 and S3 period, respectively.

• Proceedings of the Korea Water Resources Association Conference
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• 2015.05a
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• pp.438-438
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• 2015

기후변화 시나리오는 다양한 자연조건에 대한 불완전한 이해, 연산능력 등의 제한으로 매우 높은 불확실성이 내포되어 있으며, 국내의 다양한 연구에서도 제시되어 있듯이 매우 과소 추정되어 있는 문제점이 있다. 이러한 문제로 인하여 다양한 편의보정 기법을 통해 기후변화 시나리오의 불확실성을 줄이고자 하는 노력이 수행되었다. 그러나 편의보정 기법은 적용 방법이 서로 상이하기 때문에 보정에 따른 강우 특성이 다르게 나타나는 문제점이 있다. 이에 본 연구에서는 편의보정 기법에 따른 강우-유출 특성을 갑천유역을 대상으로 분석하였다. Change Factor(CF)와 Quantile Mapping(QM) 그리고 CF와 QM을 연계한 편의보정기법(CQ)에 따른 강우-유출 특성을 갑천유역을 대상으로 Change Factor(CF)에서 연평균(CF_Y)/월평균(CF_M) 교정계수를 이용하는 방법과 Quantile Mapping(QM)을 총 편의보정기간(QM_E)과 우기와 비우기(QM_P)를 구분하여 누적확률분포를 고려하는 방법, 그리고 CF와 QM을 연계한 편의보정기법(CQ) 총 5가지에 대해서 편의보정을 수행하고 유출특성을 SWAT모형을 이용하여 분석하였다. 과거 기간에 대해 CF_M과 QM_P는 첨두유량이 실측 첨두유량에 비해 2배 이상 크게 나타났으며, 특히 QM_P는 최대 강우 발생 월이 다른 편의보정 기법과는 다르게 나타나 월별 유출 분석시 큰 오류가 발생될 것으로 판단된다. 5가지의 편의보정 기법 중에 CQ가 과거 강수 크기, 발생 분포 및 빈도 재현을 가장 잘 반영하며, 미래기간에 대한 기간별(2030s, 2050s, 2070s, 2090s) 평균유량을 비교한 결과 본 연구에서 사용한 SRES A1B 시나리오의 이산화탄소 배출 시나리오의 특성을 유지한 미래 강우-유출해석이 이루어지는 것으로 나타났다. 기후변화 시나리오에 편의보정 기법 적용으로 자연적인 현상을 정확하게 모의하기에는 어려움이 많고 불확실성 역시 매우 크지만, 과거 강수발생 경향이나 편의보정의 특성을 알고 활용목적에 맞는 편의보정을 수행한다면 수자원 관리 계획 수립 등에 큰 도움이 될것으로 판단된다.

• Communications for Statistical Applications and Methods
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• v.24 no.4
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• pp.397-419
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• 2017

A four-parameter extended fatigue lifetime model called the odd Birnbaum-Saunders geometric distribution is proposed. This model extends the odd Birnbaum-Saunders and Birnbaum-Saunders distributions. We derive some properties of the new distribution that include expressions for the ordinary moments and generating and quantile functions. The method of maximum likelihood and a Bayesian approach are adopted to estimate the model parameters; in addition, various simulations are performed for different parameter settings and sample sizes. We propose two new models with a cure rate called the odd Birnbaum-Saunders mixture and odd Birnbaum-Saunders geometric models by assuming that the number of competing causes for the event of interest has a geometric distribution. The applicability of the new models are illustrated by means of ethylene data and melanoma data with cure fraction.

• Journal of IKEEE
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• v.5 no.1 s.8
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• pp.1-7
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• 2001

In this paper, we have investigated the CDMA(Code Division Multiple Access) Cellular System with non-linear equalizer in reverse link channel. In general, due to unknown characteristics of channel in the wireless communication, the distribution of the observables cannot be specified by a finite set of parameters; instead, we partitioned the m-dimensional sample space Into a finite number of disjointed regions by using quantiles and a vector quantizer based on training samples. The algorithm proposed is based on a piecewise approximation to regression function based on quantiles and conditional partition moments which are estimated by Robbins Monro Stochastic Approximation (RMSA) algorithm. The resulting equalizers and detectors are robust in the sense that they are insensitive to variations in noise distributions. The main idea is that the robust equalizers and robust partition detectors yield better performance in equiprobably partitioned subspace of observations than the conventional equalizer in unpartitioned observation space under any condition. And also, we apply this idea to the CDMA system and analyze the BER performance.

• 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 the Korean Statistical Society
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• v.28 no.4
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• pp.415-433
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• 1999

This paper considers the design of step-stress accelerated life tests for the Weibull distribution with a nonconstant shape parameter under Type I censoring. It is assumed that scale and shape parameters are log-linear functions of (possibly transformed) stress and that a cumulative exposure model holds for the effect of changing stress. The asymptotic variance of the maximum likelihood estimator of a stated quantile at design stress is used as an optimality criterion. The optimum three step-stress plans are presented for selected values of design parameters and the effects of errors in pre- estimates of the design parameters are investigated.

• Communications for Statistical Applications and Methods
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• v.31 no.2
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• pp.235-246
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• 2024

In high-dimensional data analysis, sufficient dimension reduction (SDR) has been considered as an attractive tool for reducing the dimensionality of predictors while preserving regression information. The principal support vector machine (PSVM) (Li et al., 2011) offers a unified approach for both linear and nonlinear SDR. This article comprehensively explores a variety of SDR methods based on the PSVM, which we call principal machines (PM) for SDR. The PM achieves SDR by solving a sequence of convex optimizations akin to popular supervised learning methods, such as the support vector machine, logistic regression, and quantile regression, to name a few. This makes the PM straightforward to handle and extend in both theoretical and computational aspects, as we will see throughout this article.

• Asian Pacific Journal of Cancer Prevention
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• v.16 no.11
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• pp.4719-4722
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• 2015

Background: This study aimed to determine the utility and a cut-off level of serum squamous cell carcinoma antigen (SCC-Ag) to predict lymph node metastasis in locally advanced cervical cancer cases. We also investigated the correlation between SCC-Ag level and lymph node status. Materials and Methods: From June 2009 to June 2014, 232 patients with cervical cancer stage IB2-IVA, who were treated at Ramathibodi Hospital, were recruited. Receiver operating characteristic (ROC) curves were used to identify the best cut-off point of SCC-Ag level to predict lymph node metastasis. Quantile regression was performed to evaluate the correlation between SCC-Ag levels and pelvic lymph node metastasis, paraaortic lymph node metastasis, and parametrial involvement as well as tumor size. Results: Pelvic lymph node metastasis and paraaortic lymph node metastasis were diagnosed in 46.6% and 20.1% of the patients, respectively. The median SCC-Ag level was 6 ng/mL (range, 0.5 to 464.6 ng/mL). The areas under ROC curves between SCC-Ag level and pelvic lymph node metastasis, paraaotic lymph node metastasis, parametrial involvements were low. SCC-Ag level was significantly correlated with paraaortic lymph node status (p=0.045) but not with pelvic lymph node status and parametrial involvement. SCC-Ag level was also related to the tumor diameter (p<0.05). Conclusions: SCC-Ag level is not a good predictor for pelvic and paraaortic lymph node metastasis. However, it is still beneficial to assess the tumor burden of squamous cell carcinoma of the cervix.