• 대한수학회논문집
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• 제19권2호
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• pp.345-354
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• 2004

Boente and Fraiman [2] studied robust nonparametric estimators for regression or autoregression problems when the observations exhibit serial dependence. They established strong consistency of two families of M-type robust equivariant estimators for $\phi$-mixing processes. In this paper we extend their results to weaker $\alpha$$alpha$-mixing processes.

• Communications for Statistical Applications and Methods
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• 제17권6호
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• pp.803-810
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• 2010

The singular value decomposition of a rectangular matrix is a basic tool to understand the structure of the data and particularly the relationship between row and column factors. However, conventional singular value decomposition used the least squares method and is not robust to outliers. We propose a simple robust singular value decomposition algorithm based on the weighted least absolute deviation which is not sensitive to leverage points. Its implementation is easy and the computation time is reasonably low. Numerical results give the data structure and the outlying information.

• 응용통계연구
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• 제35권2호
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• pp.327-333
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• 2022

차원 축소를 위한 통계적 방법중에 주성분분석이 가장 널리 사용되고 있으나 주성분 분석의 여러 가지 장점에도 불구하고 이상치에 매우 민감하여 이를 강건화 하기 위한 여러 가지 방법이 제시되었다. 그 중에서도 Candès 등 (2011)과 Chandrasekaran 등 (2011)이 제안한 강건 주성분분석이 계산 가능하며 가장 효율적인 방법으로 알려져 있으며 최근 비디오 감시, 안면인식 등의 인공지능분야에 많이 사용되고 있다. 본 논문에서는 강건 주성준 분석의 개념과 최근 제안된 가장 효율적인 알고리즘을 소개한다. 아울러 실제 자료에 근거한 예제를 소개하고 향후 연구분야도 제안한다.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 추계 학술발표회 논문집
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• pp.257-262
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• 2003

We introduce a new robust regression estimator, self-tuning regression estimator. Various robust estimators have been developed with discovery for theories and applications since Huber introduced M-estimator at 1960's. We start by announcing various robust estimators and their properties, including their advantages and disadvantages, and furthermore, new estimator overcomes drawbacks of other robust regression estimators, such as ineffective computation on preserving robustness properties.

• Journal of the Korean Data and Information Science Society
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• 제24권3호
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• pp.659-667
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• 2013

If the regression model or the propensity model is correct, the unbiasedness of the estimator using doubly robust imputation can be guaranteed. Using a neural network instead of a logistic regression model for the propensity model, the estimators using doubly robust imputation are approximately unbiased even though both assumed models fail. We also propose a doubly robust estimator of ratio form using population information of an auxiliary variable. We prove some properties of proposed theory by restricted simulations.

• Communications for Statistical Applications and Methods
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• 제9권2호
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• pp.325-335
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• 2002

In this paper we introduce some adaptive M-estimators using selector statistics to estimate the center of symmetric and continuous underlying distributions. This selector statistics is based on the idea of Hogg(1983) and Hogg et. al. (1988) who used averages of some order statistics to discriminate underlying distributions. In this paper, we use the functions of sample quantiles as selector statistics and determine the suitable quantile points based on maximizing the distance index to discriminate distributions under consideration. In Monte Carlo study, this robust estimation method works pretty good in wide range of underlying distributions.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2004년도 춘계학술대회
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• pp.131-139
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• 2004

Robust parameter design is to identify appropriate settings of control factors that make the system's performance robust to changes in the noise factors that represent the source of variation. In this paper, we introduce a factor analysis approach to simultaneously optimize multiple quality characteristics in the robust parameter design. An example is illustrated to compare it with already proposed method.

• Journal of the Korean Statistical Society
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• 제20권2호
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• pp.147-155
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• 1991

This paper treats a robust design criterion which minimizes the effects of outliers and model inadequacy, and investigates robust designs for some response surface designs. In order to develop a robust design criterion and robust design, the integrated mean squared error of *(equation omitted) over a region is utilized, where *(equation omitted). is the estimated response by the minimum bias estimation proposed by carson, Manson and Hader (1969) . According to the number of aberrant observations and their positions, the proposed criterion and designs are studied. Also further development of the proposed criterion is treated when outliers can occur in any position of a design.

• Journal of the Korean Data and Information Science Society
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• 제17권4호
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• pp.1309-1317
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• 2006

The paper considers some Bayes estimators of the finite population mean with auxiliary information under priors which are scale mixtures of normal, and thus have tail heavier than that of the normal. The proposed estimators are quite robust in general. Numerical methods of finding Bayes estimators under these heavy tailed priors are given, and are illustrated with an actual example.

• Communications for Statistical Applications and Methods
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• 제22권6호
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• pp.543-556
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• 2015

We present a survey of contributions that defined the nature and extent of robust statistics for the last 50 years. From the pioneering work of Tukey, Huber, and Hampel that focused on robust location parameter estimation, we presented various generalizations of these estimation procedures that cover a wide variety of models and data analysis methods. Among these extensions, we present linear models, clustered and dependent observations, times series data, binary and discrete data, models for spatial data, nonparametric methods, and forward search methods for outliers. We also present the current interest in robust statistics and conclude with suggestions on the possible future direction of this area for statistical science.