• Communications for Statistical Applications and Methods
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• v.27 no.5
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• pp.547-568
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• 2020

Modeling the statistical autocorrelations in spatial data is often achieved through the estimation of the variograms, where the selection of the appropriate valid variogram model, especially for small samples, is crucial for achieving precise spatial prediction results from kriging interpolations. To estimate such a variogram, we traditionally start by computing the empirical variogram (traditional Matheron or robust Cressie-Hawkins or kernel-based nonparametric approaches). In this article, we conduct numerical studies comparing the performance of these empirical variograms. In most situations, the nonparametric empirical variable nearest-neighbor (VNN) showed better performance than its competitors (Matheron, Cressie-Hawkins, and Nadaraya-Watson). The analysis of the spatial groundwater dataset used in this article suggests that the wave variogram model, with hole effect structure, fitted to the empirical VNN variogram is the most appropriate choice. This selected variogram is used with the ordinary kriging model to produce the predicted pollution map of the nitrate concentrations in groundwater dataset.

• The Korean Journal of Applied Statistics
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• v.7 no.2
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• pp.159-171
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• 1994

Some rank score tests are proposed for testing the equality of all sampling distribution functions against umbrella location-scale alternatives in k-sample problem. Only the case of known peak $\ell$ is considered. Under the null hypothesis and a contiguous sequence of unbrella location-scale alternatives, the asymptotic properties of the proposed test statistics are investigated. Also, the asymptotic local powers are compared with each others. The results show that the tests based on the Chen-Wolfe rank analogue statistic are more powerful than others for unequally spaced umbrella location-scale alternatives and robust.

• Journal of the Korean Statistical Society
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• v.27 no.3
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• pp.369-383
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• 1998

This paper deals with a robust regression estimator. We propose an efficient one-step GM-estimator, which has a bounded influence function and a high breakdown point. The main idea of this paper is to use the Mallows-type weights which depend on both the predictor variables and the residuals from a high breakdown initial estimator. The proposed weighting scheme severely downweights the bad leverage points and slightly downweights the good leverage points. Under some regularity conditions, we compute the finite-sample breakdown point and prove the asymptotic normality. Some simulation results and a numerical example are also presented.

• Journal of Integrative Natural Science
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• v.5 no.2
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• pp.135-138
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• 2012

The reduction of efficiency of missing observations on complete diallel cross designs are examined. we studies robustness of optimal block designs for estimating general combining ability against loss of missing observations in diallel cross. A-efficiencies suggest that these designs are fairly robust. Simple g-inverses may be found for the information matrices of the line effects which allow evaluation of expressions for the variances of the differences between the pairs of line effects with missing observations. we numerically calculate the reduction of efficiency for estimating general combining ability against loss of missing observations in diallel cross.

• Proceedings of the IEEK Conference
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• 2002.06d
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• pp.319-322
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• 2002

In this paper, we present a digital authentication technique using content-based watermarking in digital images. To digest the image contents, Hopfield network is employed on the block-based edge image. The Hopfield function extracts the same tit fur similarly looking blocks so that the values are unlikely to change to the innocuous manipulations while being changed far malicious manipulations. By inputting the extracted bit sequence with secret key to the cryptographic hash function, we generate a watermark for each block by seeding a pseudo random number generator with a hash output Therefore, the proposed authentication technique can distinguish between malicious attacks and innocuous attacks. Watermark embedding is based on the block-based spread spectrum method in DCT domain and the strength of watermark is adjusted according to the local statistics of DCT coefficients in a zig-zag scan line in AC subband. The numerical experiments show that the proposed technique is very efficient in the performance of robust authentication.

• Journal of the Korean Data and Information Science Society
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• v.25 no.3
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• pp.685-696
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• 2014

In this paper, we develop Bayesian inference of the finite population mean with the assumption of posterior linearity rather than normality of the superpopulation in the presence of auxiliary information under the balanced loss function. We compare the performance of the optimal Bayes estimator under the balanced loss function with ones of the classical ratio estimator and the usual Bayes estimator in terms of the posterior expected losses, risks and Bayes risks.

• Communications for Statistical Applications and Methods
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• v.11 no.3
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• pp.485-494
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• 2004

An algorithm is proposed to identify multiple outliers in linear regression. It is based on the clustering of residuals from the least median of squares estimation. A cut-height criterion for the hierarchical cluster tree is suggested, which yields the optimal clustering of the regression outliers. Comparisons of the effectiveness of the procedures are performed on the basis of the classic data and artificial data sets, and it is shown that the proposed algorithm is superior to the one that is based on the least squares estimation. In particular, the algorithm deals very well with the masking and swamping effects while the other does not.

• Quantitative Bio-Science
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• v.37 no.2
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• pp.81-89
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• 2018

It is commonplace that high false detection rates interfere with immediate vision-based fire monitoring system. To circumvent this challenge, we propose a fire detection algorithm that can accommodate color variations of RGB in temporal domain, aiming at reducing false detection rates. Despite interrupting images (e.g., background noise and sudden intervention), the proposed method is proved robust in capturing distinguishable features of fire in temporal domain. In numerical studies, we carried out extensive real data experiments related to fire detection using 24 video sequences, implicating that the propose algorithm is found outstanding as an effective decision rule for fire detection (e.g., false detection rate <10%).

• Communications for Statistical Applications and Methods
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• v.26 no.2
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• pp.149-161
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• 2019

In this article, we suggest the following approaches to simultaneous variable selection and outlier detection. First, we determine possible candidates for outliers using properties of an intercept estimator in a difference-based regression model, and the information of outliers is reflected in the multiple regression model adding mean shift parameters. Second, we select the best model from the model including the outlier candidates as predictors using stochastic search variable selection. Finally, we evaluate our method using simulations and real data analysis to yield promising results. In addition, we need to develop our method to make robust estimates. We will also to the nonparametric regression model for simultaneous outlier detection and variable selection.

• Communications for Statistical Applications and Methods
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• v.28 no.4
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• pp.315-327
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• 2021

The Spatial Autoregressive (SAR) models have drawn considerable attention in recent econometrics literature because of their capability to model the spatial spill overs in a feasible way. While considering the Bayesian analysis of these models, one may face the problem of lack of robustness with respect to underlying prior assumptions. The generalized Bayes estimators provide a viable alternative to incorporate prior belief and are more robust with respect to underlying prior assumptions. The present paper considers the SAR model with a set of linear restrictions binding the regression coefficients and derives restricted generalized Bayes estimator for the coefficients vector. The minimaxity of the restricted generalized Bayes estimator has been established. Using a simulation study, it has been demonstrated that the estimator dominates the restricted least squares as well as restricted Stein rule estimators.