• The Korean Journal of Applied Statistics
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• v.5 no.2
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• pp.255-268
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• 1992

We propose an iterated interpolation approach for the estimation fo time series parameters in the presence of outliers. The proposed approach iterates the parameter estimation stage and the outlier detection stage until no further outliers are detected. For the detection of outliers, interpolation diagnostic is applied, where the atypical observations by the one-step-ahead predictor instead of downweighting is also proposed. The performance of the proposed estimation methods is compared with other robust estimation methods by simulation study. It is observed that the iterated interpolation approach performs reasonably well is general, especially for single AO case and large $\phi$ in absolute values.

• The Journal of Asian Finance, Economics and Business
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• v.6 no.1
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• pp.21-31
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• 2019

This paper examines how corporate social responsibility is related to the degree of asymmetric information in the Korean financial market. Recent theory argues that there is a negative relationship between a firm's corporate social responsibility and its information asymmetry. To test this hypothesis, we use the environment, social and governance (ESG) score, published by the Korean Corporate Governance Service, to proxy a firm's management practices toward socially responsible activities. In the entire sample of the Korean firms, we find contrasting results; the ESG score shows negative relationships with the price impact measure but statistically insignificant relationships with the dispersion of analyst forecasts. However, the ESG score shows negative relationships with both measures when we exclude chaebol affiliates from the sample. These findings are robust when we examine environmental, social and corporate governance scores separately. This set of results argues for the extant theory, expecting a negative relationship between a firm's engagement in corporate social responsibility and asymmetric information. It further argues for the importance of firm characteristics in determining the influence of socially responsible activities.

• Genomics & Informatics
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• v.20 no.1
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• pp.9.1-9.6
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• 2022

Mendelian randomization (MR) uses genetic variation as a natural experiment to investigate the causal effects of modifiable risk factors (exposures) on outcomes. Two-sample Mendelian randomization (2SMR) is widely used to measure causal effects between exposures and outcomes via genome-wide association studies. 2SMR can increase statistical power by utilizing summary statistics from large consortia such as the UK Biobank. However, the first-order term approximation of standard error is commonly used when applying 2SMR. This approximation can underestimate the variance of causal effects in MR, which can lead to an increased false-positive rate. An alternative is to use the second-order approximation of the standard error, which can considerably correct for the deviation of the first-order approximation. In this study, we simulated MR to show the degree to which the first-order approximation underestimates the variance. We show that depending on the specific situation, the first-order approximation can underestimate the variance almost by half when compared to the true variance, whereas the second-order approximation is robust and accurate.

• The Journal of the Acoustical Society of Korea
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• v.27 no.8
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• pp.443-449
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• 2008

One of the key issues in practical speech processing is to achieve robust Voice Activity Deteciton (VAD) against the background noise. Most of the statistical model-based approaches have tried to employ equally weighted likelihood ratios (LRs), which, however, deviates from the real observation. Furthermore voice activities in the adjacent frames have strong correlation. In other words, the current frame is highly correlated with previous frame. In this paper, we propose the effective VAD approach based on a minimum classification error (MCE) method which is different from the previous works in that different weights are assigned to both the likelihood ratio on the current frame and the decision statistics of the previous frame.

• The Korean Journal of Applied Statistics
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• v.31 no.1
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• pp.123-137
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• 2018

A nonlinear mixed effects model is mainly used to analyze repeated measurement data in various fields. A nonlinear mixed effects model consists of two stages: the first-stage individual-level model considers intra-individual variation and the second-stage population model considers inter-individual variation. The individual-level model, which is the first stage of the nonlinear mixed effects model, estimates the parameters of the nonlinear regression model. It is the same as the general nonlinear regression model, and usually estimates parameters using the least squares estimation method. However, the least squares estimation method may have a problem that the estimated value of the parameters and standard errors become extremely large if the assumed nonlinear function is not explicitly revealed by the data. In this paper, a new estimation method is proposed to solve this problem by introducing the ridge regression method recently proposed in the nonlinear regression model into the first-stage individual-level model of the nonlinear mixed effects model. The performance of the proposed estimator is compared with the performance with the standard estimator through a simulation study. The proposed methodology is also illustrated using quantitative high throughput screening data obtained from the US National Toxicology Program.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.595-611
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• 2016

We use nonlinear regression models (such as the Hill Model) when we analyze data in toxicology and/or pharmacology. In nonlinear regression models an estimator of parameters and estimation of measurement about uncertainty of the estimator are influenced by the variance structure of the error. Thus, estimation methods should be different depending on whether the data are homoscedastic or heteroscedastic. However, we do not know the variance structure of the error until we actually analyze the data. Therefore, developing estimation methods robust to the variance structure of the error is an important problem. In this paper we propose a method to estimate parameters in nonlinear regression models based on a preliminary test. We define an estimator which uses either the ordinary least square estimation method or the iterative weighted least square estimation method according to the results of a simple preliminary test for the equality of the error variance. The performance of the proposed estimator is compared to those of existing estimators by simulation studies. We also compare estimation methods using real data obtained from the National Toxicology program of the United States.

• The Korean Journal of Applied Statistics
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• v.26 no.2
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• pp.335-347
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• 2013

There are various types of real world signals. For example, an electrocardiogram(ECG) represents myocardium activities (contraction and relaxation) according to the beating of the heart. ECG can be expressed as the fluctuation of ampere ratings over time. A signal is a composite of various types of signals. An orchestra (which boasts a beautiful melody) consists of a variety of instruments with a unique frequency; subsequently, each sound is combined to form a perfect harmony. Various research on how to to decompose mixed stationary signals have been conducted. In the case of non-stationary signals, there is a limitation to use methodologies for stationary signals. Huang et al. (1998) proposed empirical mode decomposition(EMD) to deal with non-stationarity. EMD provides a data-driven approach to decompose a signal into intrinsic mode functions according to local oscillation through the identification of local extrema. However, due to the repeating process in the construction of envelopes, EMD algorithm is not efficient and not robust to a noise, and its computational complexity tends to increase as the size of a signal grows. In this research, we propose a new method to extract a local oscillation embedded in a signal by utilizing the second derivative.

• The Korean Journal of Applied Statistics
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• v.32 no.4
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• pp.543-559
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• 2019

Data often include missing values due to various reasons. If the missing data mechanism is not MCAR, analysis based on fully observed cases may an estimation cause bias and decrease the precision of the estimate since partially observed cases are excluded. Especially when data include many variables, missing values cause more serious problems. Many imputation techniques are suggested to overcome this difficulty. However, imputation methods using parametric models may not fit well with real data which do not satisfy model assumptions. In this study, we review imputation methods using nonlinear models such as kernel, resampling, and spline methods which are robust on model assumptions. In addition, we suggest utilizing imputation classes to improve imputation accuracy or adding random errors to correctly estimate the variance of the estimates in nonlinear imputation models. Performances of imputation methods using nonlinear models are compared under various simulated data settings. Simulation results indicate that the performances of imputation methods are different as data settings change. However, imputation based on the kernel regression or the penalized spline performs better in most situations. Utilizing imputation classes or adding random errors improves the performance of imputation methods using nonlinear models.

• Journal of the Institute of Electronics Engineers of Korea CI
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• v.45 no.5
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• pp.102-109
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• 2008

In this paper, the robust hybrid modulation type classifier which use both HOS and WT key features and can recognize 10 digitally modulated signals without a priori information in multipath fading channel conditions is proposed. The proposed classifier developed using data taken field measurements in various propagation model (i,e., rural area, small town and urban area) for real world scenarios. The 9 channel data are used for supervised training and the 6 channel data are used for testing among total 15 channel data(i.e., holdout-like method). The Proposed classifier is based on HOS key features because they are relatively robust to signal distortion in AWGN and multipath environments, and combined WT key features for classifying MQAM(M=16, 64, 256) signals which are difficult to classify without equalization scheme such as AMA(Alphabet Matched Algorithm) or MMA(Multi-modulus Algorithm. To investigate the performance of proposed classifier, these selected key features are applied in SVM(Support Vector Machine) which is known to having good capability of classifying because of mapping input space to hyperspace for margin maximization. The Pcc(Probability of correct classification) of the proposed classifier shows higher than those of classifiers using only HOS or WT key features in both training channels and testing channels. Especially, the Pccs of MQAM 3re almost perfect in various SNR levels.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.16 no.5
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• pp.315-324
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• 2023

In this paper, we propose a real-time pose estimation method for a monocular camera using a particle filter integrated with UKF (unscented Kalman filter). While conventional camera tracking techniques combine camera images with data from additional devices such as gyroscopes and accelerometers, the proposed method aims to use only two-dimensional visual information from the camera without additional sensors. This leads to a significant simplification in the hardware configuration. The proposed approach is based on a particle filter integrated with UKF. The pose of the camera is estimated using UKF, which is defined individually for each particle. Statistics regarding the camera state are derived from all particles of the particle filter, from which the real-time camera pose information is computed. The proposed method demonstrates robust tracking, even in the case of rapid camera shakes and severe scene occlusions. The experiments show that our method remains robust even when most of the feature points in the image are obscured. In addition, we verify that when the number of particles is 35, the processing time per frame is approximately 25ms, which confirms that there are no issues with real-time processing.