• 제목/요약/키워드: Robust Statistics

검색결과 397건 처리시간 0.028초

On a Robust Subset Selection Procedure for the Slopes of Regression Equations

  • Song, Moon-Sup;Oh, Chang-Hyuck
    • Journal of the Korean Statistical Society
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    • 제10권
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    • pp.105-121
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    • 1981
  • The problem of selection of a subset containing the largest of several slope parameters of regression equations is considered. The proposed selection procedure is based on the weighted median estimators for regression parameters and the median of rescaled absolute residuals for scale parameters. Those estimators are compared with the classical least squares estimators by a simulation study. A Monte Carlo comparison is also made between the new procedure based on the weighted median estiamtors and the procedure based on the least squares estimators. The results show that the proposed procedure is quite robust with respect to the heaviness of distribution tails.

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Automatic Selection of the Turning Parametter in the Minimum Density Power Divergence Estimation

  • Changkon Hong;Kim, Youngseok
    • Journal of the Korean Statistical Society
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    • 제30권3호
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    • pp.453-465
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    • 2001
  • It is often the case that one wants to estimate parameters of the distribution which follows certain parametric model, while the dta are contaminated. it is well known that the maximum likelihood estimators are not robust to contamination. Basuet al.(1998) proposed a robust method called the minimum density power divergence estimation. In this paper, we investigate data-driven selection of the tuning parameter $\alpha$ in the minimum density power divergence estimation. A criterion is proposed and its performance is studied through the simulation. The simulation includes three cases of estimation problem.

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Diagnostic Study of Problems under Asymptotically Generalized Least Squares Estimation of Physical Health Model

  • Kim, Jung-Hee
    • 대한간호학회지
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    • 제29권5호
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    • pp.1030-1041
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    • 1999
  • This study examined those problems noticed under the Asymptotically Generalized Least Squares estimator in evaluating a structural model of physical health. The problems were highly correlated parameter estimates and high standard errors of some parameter estimates. Separate analyses of the endogenous part of the model and of the metric of a latent factor revealed a highly skewed and kurtotic measurement indicator as the focal point of the manifested problems. Since the sample sizes are far below that needed to produce adequate AGLS estimates in the given modeling conditions, the adequacy of the Maximum Likelihood estimator is further examined with the robust statistics and the bootstrap method. These methods demonstrated that the ML methods were unbiased and statistical decisions based upon the ML standard errors remained almost the same. Suggestions are made for future studies adopting structural equation modeling technique in terms of selecting of a reference indicator and adopting those statistics corrected for nonormality.

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DCT 영역에서 블록 기반의 통계적 분석을 이용한 강인한 워터마킹 (Robust Watermarking Using a Block-based Statistical Analysis in DCT Domain)

  • 임현;김귀현;박순영;방만원
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2001년도 제14회 신호처리 합동 학술대회 논문집
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    • pp.657-660
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    • 2001
  • In this paper, a robust watermarking technique is presented by using a block-based statistics in DCT domain. First, the proposed technique calculates JND threshold value using the global statistics in DCT domain. Then watermark insertion is carried out by inserting one watermark into coefficients which are above the threshold value J within a 2${\times}$2 block. Finally, watermark is estimated by averaging the extracted watermarks from the coefficients which are above the threshold in a window. In experiments it is shown that the proposed techniques can enhance perceptual invisibility and robustness against additive noise and JPEG compression attacks by using the characteristics of JND.

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히스토그램 변환에서 기준분포의 표준편차 변경에 따른 강인한 화자인증 성능 개선 (Performance Improvement of Robust Speaker Verification According to Various Standard Deviations of a Reference Distribution in Histogram Transformation)

  • 권철홍
    • 말소리와 음성과학
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    • 제2권3호
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    • pp.127-134
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    • 2010
  • Additive noise and channel mismatch strongly degrade the performance of speaker verification systems, as they distort the features of speech. In this paper a histogram transformation technique is presented to improve the robustness of text-independent speaker verification systems. The technique transforms the features extracted from speech such that their histogram is conformed to a reference distribution. The effect of different standard deviations for the reference distribution is investigated. Experimental results indicate that, in channel mismatched environments, the proposed technique offers significant improvements over existing techniques. We also verify performance improvement of the proposed method using statistics.

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영상 이미지에서의 유효한 Line 추출에 관한 연구 (A study on valid line extraction from visual images)

  • 유원필;정명진
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1996년도 한국자동제어학술회의논문집(국내학술편); 포항공과대학교, 포항; 24-26 Oct. 1996
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    • pp.273-276
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    • 1996
  • We propose a new method to extract valid lines from a visual image. Unsupervised clustering method is used to assign each line to any of the line groups according to its orientation. During the low-level image processing we use an adaptive threshold method to reduce human supervision and to automate the processing sequence. To reduce the misclassification rate and to suppress the superiors line support regions at the clustering stage, the adaptive threshold method is consistently applied. Performing principal component analysis on each line support region provides an efficient method of obtaining line equation. Finally we adopt the theory of robust statistics to guarantee the quality of each extracted line and to eliminate the lines of poor quality. We present the experimental results to verify our method. With the proposed method, one can extract the lines according to the internal orientation similarities and integrate the whole process into one adaptive procedure.

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A Study on Multiple Response Optimization for Robust Design using Desirability Function

  • 권용만;장덕준;홍연웅
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2003년도 춘계학술대회
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    • pp.65-75
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    • 2003
  • 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 we use the combined array approach.

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로버스트 설계에서 기대함수를 이용한 다특성 동시 최적화 방안 (Simultaneous Optimization of Multiple quality Characteristics to Robust Design using Desirability Function)

  • 권용만;박병전
    • 품질경영학회지
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    • 제27권2호
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    • pp.126-142
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    • 1999
  • Robust design is an approach to reducing performance variation of quality characteristic values in quality engineering. Taguchi has an idea that mean and variation are handled simultaneously to reduce the expected loss in products and processes. Taguchi parameter design has a great deal of advantages but it also has some disadvantages. The various research efforts aimed at developing alternative methods. 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 quality characteristic was considered. In this paper we propose how to simultaneously optimize multiple quality characteristics using desirability function when we used the combined-array approach to assign control and noise factors. An example is illustrated to show the difference between the Taguchi's product-array approach and the combined-array approach.

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다특성 동시최적화를 위한 통합배열과 교차배열 접근의 비교연구 (Combined and Product Array Approaches in Simultaneous Optimization of Multiple Responses)

  • 이재훈;박성현
    • 품질경영학회지
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    • 제34권4호
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    • pp.93-101
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    • 2006
  • Robust parameter design is an off-line production technique for reducing variation and improving the quality of products and processes by using product arrays. However, the use of the product arrays usually requires a large number of runs. To overcome the drawback of the product array, the combined array can be used. Also optimizing multiple responses is increasingly important in industry. Using simultaneous optimization measures, we can deal with the multiple response case. In this paper we compare the simultaneous optimization using the Taguchi's product array with using the combined array. And models possible to set on combined arrays are also investigated and compared with the cases of product arrays.

On robustness in dimension determination in fused sliced inverse regression

  • Yoo, Jae Keun;Cho, Yoo Na
    • Communications for Statistical Applications and Methods
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    • 제25권5호
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    • pp.513-521
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    • 2018
  • The goal of sufficient dimension reduction (SDR) is to replace original p-dimensional predictors with a lower-dimensional linearly transformed predictor. The sliced inverse regression (SIR) (Li, Journal of the American Statistical Association, 86, 316-342, 1991) is one of the most popular SDR methods because of its applicability and simple implementation in practice. However, SIR may yield different dimension reduction results for different numbers of slices and despite its popularity, is a clear deficit for SIR. To overcome this, a fused sliced inverse regression was recently proposed. The study shows that the dimension-reduced predictors is robust to the numbers of the slices, but it does not investigate how robust its dimension determination is. This paper suggests a permutation dimension determination for the fused sliced inverse regression that is compared with SIR to investigate the robustness to the numbers of slices in the dimension determination. Numerical studies confirm this and a real data example is presented.