• Journal of the Korean Statistical Society
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• v.28 no.2
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• pp.151-165
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• 1999

This paper considers the trimmed least squares estimator of the autoregression parameter in the unstable AR(1) model: X\ulcorner=ØX\ulcorner+$\varepsilon$\ulcorner, where $\varepsilon$\ulcorner are iid random variables with mean 0 and variance $\sigma$$^2$> 0, and Ø is the real number with │Ø│=1. The trimmed least squares estimator for Ø is defined in analogy of that of Welsh(1987). The limiting distribution of the trimmed least squares estimator is derived under certain regularity conditions.

• Communications for Statistical Applications and Methods
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• v.7 no.3
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• pp.837-843
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• 2000

Kreiss and Franke(192) and Allen and Datta(1999) proposed bootstrapping the M-estimators in ARMA models. In this paper, we introduce the robust estimating function and investigate the bootstrap approximations of the M-estimators which are solutions of the estimating equations in TAR models. A number of simulation results are presented to estimate the sampling distribution of the M-estimators, and asymptotic validity of the bootstrap for the M-estimators is established.

• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.167-175
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• 2003

In this paper we develop a robust procedure to estimate regression coefficients for a linear model with censored and truncated data based on simplicial regression depth. Simplicial depth of a point is defined as the proportion of data simplices containing it. This simplicial depth can be extended to regression problem with censored and truncated data. Any line can be given a depth and the deepest regression line is the line with the maximum simplicial regression depth. We show how the proposed regression performs through analyzing AIDS incubation data.

• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.349-360
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• 1995

This paper deals with the robustness properties of the minimum disparity estimation in linear regression models. The estimators defined as statistical quantities whcih minimize the blended weight Hellinger distance between a weighted kernel density estimator of the residuals and a smoothed model density of the residuals. It is shown that if the weights of the density estimator are appropriately chosen, the estimates of the regression parameters are robust.

• Journal of the Korean Data and Information Science Society
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• v.17 no.1
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• pp.213-220
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• 2006

Since Beran (1977) developed the minimum Hellinger distance estimation, this method has been a popular topic in the field of robust estimation. In the process of defining a distance, a kernel density estimator has been widely used as a density estimator. In this article, however, we show that a combination of a kernel density estimator and an empirical density could result a smaller bias of the minimum Hellinger distance estimator than using just a kernel density estimator for a location parameter.

• 한국데이터정보과학회:학술대회논문집
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• 2001.10a
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• pp.44-55
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• 2001

In the Taguchi parameter design, the product-array approach using orthogonal arrays is mainly used. However, it often requires an excessive number of experiments. An alternative approach, which is called the combined-array approach, was suggested by Welch et. al. (1990) and studied by others. In these studies, only single response variable was considered. We propose how to simultaneously optimize multiple responses when there are correlations among responses, and when we use the combined-array approach to assign control and noise factors.

• Journal of Korean Society for Quality Management
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• v.25 no.2
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• pp.47-59
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• 1997

In this paper we develop computational algorithms to calculate M-estimators of regression parameters from right-censored data that are naturally collected in quality control. In the case of M-estimators, a new statistical method is also introduced to incorporate concomitant scale estimation in the presence of right censoring on the observed responses. Furthermore, we illustrate this by simulations.

• Journal of the Korean Data and Information Science Society
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• v.7 no.1
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• pp.113-118
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• 1996

Principal component analysis(PCA) is an essential technique for data compression and feature extraction, and has been widely used in statistical data analysis, communication theory, pattern recognition, and image processing. Oja(1992) found that a linear neuron with constrained Hebbian learning rule can extract the principal component by using stochastic gradient ascent method. In practice real data often contain some outliers. These outliers will significantly deteriorate the performances of the PCA algorithms. In order to make PCA robust, Xu & Yuille(1995) applied statistical physics to the problem of robust principal component analysis(RPCA). Devlin et.al(1981) obtained principal components by using techniques such as M-estimation. The propose of this paper is to investigate from the statistical point of view how Xu & Yuille's(1995) RPCA works under the same simulation condition as in Devlin et.al(1981).

• The Journal of the Acoustical Society of Korea
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• v.21 no.6
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• pp.559-565
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• 2002

In this paper, we proposed an efficient method that estimates the HMM (Hidden Marke Model) parameters of the noisy speech. In previous methods, noisy speech HMM parameters are usually obtained by analytical methods using the assumed noise statistics. However, as they assume some simplication in the methods, it is difficult to come closely to the real statistics for the noisy speech. Instead of using the simplication, we used some useful statistics from the clean speech HMMs and employed the deterministic noise model. We could find that the new scheme showed improved results with reduced computation cost.

• The Korean Journal of Applied Statistics
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• v.31 no.2
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• pp.229-239
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• 2018

This paper introduces how to adopt the concept of temporal hierarchies to forecast time series data. Similarly as in hierarchical cross-sectional data, temporal hierarchies can be constructed for any time series data by means of non-overlapping temporal aggregation. Reconciliation forecasts with temporal hierarchies result in more accurate and robust forecasts when compared with the independent base and bottom-up forecasts. As an empirical example, we forecast traffic accident counts with temporal hierarchies and observe that reconciliation forecasts are superior to the base and bottom-up forecasts in terms of forecast accuracy.