• 제목/요약/키워드: Robust Statistics

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Comparative Advantages and Disadvantages of Five Northeast Asian Cities

  • Hahn, Yeong-Joo
    • 지역연구
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    • 제15권2호
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    • pp.117-130
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    • 1999
  • Northeast Asia's burgeoning mage- cities have an extraordinarily economic vitality. While national statistics disguies how economic activity is concentrated, much of the region's robust growth of recent decades has centered around large cities, such as Tokyo, Seoul, Beijing, Shaghia, Hongkong. These cities are also at the heart of the Northeast Asia's emerging reional economy. This paper aims to compare the advantages and disad- vantages of these selected Northeast Asia cities in various categories of urban competitiveness and cooperation. Above all, the paper compares the individual cities with one another, and analyzes relations and linkages among them. Then, strengths that can be reinforced and weakness that can be overcome are identified for each city. Finally, an urban development strategy for Seoul in the context development strategy for Seoul in the context of Northeast Asian cities is provided : I) Seoul should strive to be an effective regional capital of Northeast Asia ; ii) Seoul should be a focal point for the intermingling of Chinese, Japanese and Western cultures.

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현재의 공정조건을 향상시키기 위한 혼합물 반응표면 방법론 (Mixture response surface methodology for improving the current operating condition)

  • 임용빈
    • 품질경영학회지
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    • 제38권3호
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    • pp.413-424
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    • 2010
  • Mixture experiments involve combining ingredients or components of a mixture and the response is a function of the proportions of ingredients which is independent of the total amount of a mixture. The purpose of the mixture experiments is to find the optimum blending at which responses such as the flavor and acceptability are maximized. We assume the quadratic or special cubic canonical polynomial model over the experimental region for a mixture since the current mixture is assumed to be located in the neighborhood of the optimal mixture. The cost of the mixture is proportional to the cost of the ingredients of the mixture and is the linear function of the proportions of the ingredients. In this paper, we propose mixture response surface methods to develop a mixture such that the cost is down more than ten percent as well as mean responses are as good as those from the current mixture. The proposed methods are illustrated with the well known the flare experimental data described by McLean and Anderson(1966).

다요인실험계획에서 순서대립가설에 대한 비모수검정법의 연구 (Nonparametric test for ordered alternatives in multifactor designeds)

  • 김동희;임동훈
    • 응용통계연구
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    • 제3권1호
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    • pp.11-25
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    • 1990
  • 본 논문은 둘 이상의 인자들로 구성된 다인자실험계획에서 검정하고자 하는 인자의 순서대립가설에 대한 분포무관인 비모수 검정법을 제안하고 제안된 검정통계량의 점근적 정규성과 기존의 검정법과의 점근상대효율에 대하여 고찰하였다. 또한, 소표본에서 Monte Carlo 연구를 통하여 실험검정력을 비교해 본 결과 두터운 꼬리를 갖는 분포에서는 제안된 검정법이 효율면에서 우수함을 보였다.

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Calibration by Median Regression

  • Jinsan Yang;Lee, Seung-Ho
    • Journal of the Korean Statistical Society
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    • 제28권2호
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    • pp.265-277
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    • 1999
  • Classical and inverse estimation methods are two well known methods in statistical calibration problems. When there are outliers, both methods have large MSE's and could not estimate the input value correctly. We suggest median calibration estimation based on the LD-statistics. To investigate the robust performances, the influence function of the median calibration estimator is calculated and compared with other methods. When there are outliers in the response variables, the influence function is found to be bounded. In simulation studies, the MSE's for each calibration methods are compared. The estimated inputs as well as the performance of the influence functions are calculated.

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On the Robustness of $L_1$-estimator in Linear Regression Models

  • Bu-Yong Kim
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.277-287
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    • 1995
  • It is well kmown that the $L_1$-estimator is robust with respect to vertical outliers in regression data, even if it is susceptible to bad leverage points. This article is concerned with the robustness of the $L_1$-estimator. To investigate its robustness against vertical outliers we may find intervals for the value of the response variable within which the $L_1$-estimates do not shange. A procedure for constructing those intervals in multiple limear regression is illustrated in the sensitivity analysis context. And then vertical breakdown point of the $L_1$-estimator is defined on the basis of properties related to those intervals.

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Regression Analysis of Longitudinal Data Based on M-estimates

  • Jung, Sin-Ho;Terry M. Therneau
    • Journal of the Korean Statistical Society
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    • 제29권2호
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    • pp.201-217
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    • 2000
  • The method of generalized estimating equations (GEE) has become very popular for the analysis of longitudinal data. We extend this work to the use of M-estimators; the resultant regression estimates are robust to heavy tailed errors and to outliers. The proposed method does not require correct specification of the dependence structure between observation, and allows for heterogeneity of the error. However, an estimate of the dependence structure may be incorporated, and if it is correct this guarantees a higher efficiency for the regression estimators. A goodness-of-fit test for checking the adequacy of the assumed M-estimation regression model is also provided. Simulation studies are conducted to show the finite-sample performance of the new methods. The proposed methods are applied to a real-life data set.

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이상치가 존재하는 단순회귀모형에서 Rice 추정량에 관해서 (On Rice Estimator in Simple Regression Models with Outliers)

  • 박천건
    • 응용통계연구
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    • 제26권3호
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    • pp.511-520
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    • 2013
  • 이상치가 존재하는 회귀모형에서 이상치를 탐색하거나 로버스트 추정량에 대한 연구는 매우 중요하다. 이러한 연구는 leave-one-out를 이용하여 회귀계수를 추정하고 잔차를 이용하여 오차 분산을 추정하여 이상치를 탐색하는데 있다. 본 연구는 회귀모형에서 회귀계수를 추정하지 않고 오차 분산을 추정할 수 있는 Rice 추정량의 적용을 소개한 것이다. 특히, 단순회귀모형에서 이상치의 유무에 따라 Rice 추정량의 통계적 성질을 비교하고 이상치 탐색에 있어 어떤 장점이 있는지를 탐색한 연구이다.

다구찌 실험계획의 구성원리에 관한 연구 (Principles for constructing taguchi experimental designs)

  • 염봉진;이병윤;고선우;김재환
    • 응용통계연구
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    • 제4권1호
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    • pp.47-63
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    • 1991
  • 다구찌 방법의 핵심인 피라미터 설계의 원리는 제품의 성능특성이 잡음에 둔감하도록 제품이나 공정을 설계하자는 것이다. 다구찌는 이 피라미터 설계를 위해 소위 직교배열이라는 실험계획의 사용을 추천하고 있다. 본 논문의 목적은 이와 같은 다구찌 직교배열의 구성원리를 밝힘으로써 앞으로 보다 적절한 활용과 개선을 위한 자료를 마련하는데 있다.

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Weighted Support Vector Machines with the SCAD Penalty

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • 제20권6호
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    • pp.481-490
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    • 2013
  • Classification is an important research area as data can be easily obtained even if the number of predictors becomes huge. The support vector machine(SVM) is widely used to classify a subject into a predetermined group because it gives sound theoretical background and better performance than other methods in many applications. The SVM can be viewed as a penalized method with the hinge loss function and penalty functions. Instead of $L_2$ penalty function Fan and Li (2001) proposed the smoothly clipped absolute deviation(SCAD) satisfying good statistical properties. Despite the ability of SVMs, they have drawbacks of non-robustness when there are outliers in the data. We develop a robust SVM method using a weight function with the SCAD penalty function based on the local quadratic approximation. We compare the performance of the proposed SVM with the SVM using the $L_1$ and $L_2$ penalty functions.

양성후두 질환 음성에 대한 여러 기존 피치검출 알고리즘의 성능 평가 (Performance Assessment of Several Established Pitch Detection Algorithms in Voices of Benign Vocal Fold Lesions)

  • 장승진;최성희;김효민;최홍식;윤영로
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2007년도 하계종합학술대회 논문집
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    • pp.407-408
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    • 2007
  • Robust pitch estimation is an important study in many areas of speech processing. In voice pathology, diverse statistics extracted form pitch were commonly used to test voice quality. In this study, we compared several established pitch detection algorithms (PDAs) for verification of adequacy of the PDAs. In the database of total pathological voices of 99 and normal voices of 30, an analysis of errors related with pitch detection was evaluated between pathological and normal voices, or among the types of pathological voices such as benign vocal fold lesions; polyp, nodule, and cysts. Consequently, it is required to survey the severity of tested voice in order to obtain accurate pitch estimates.

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