• Communications for Statistical Applications and Methods
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• v.28 no.4
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• pp.315-327
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• 2021

The Spatial Autoregressive (SAR) models have drawn considerable attention in recent econometrics literature because of their capability to model the spatial spill overs in a feasible way. While considering the Bayesian analysis of these models, one may face the problem of lack of robustness with respect to underlying prior assumptions. The generalized Bayes estimators provide a viable alternative to incorporate prior belief and are more robust with respect to underlying prior assumptions. The present paper considers the SAR model with a set of linear restrictions binding the regression coefficients and derives restricted generalized Bayes estimator for the coefficients vector. The minimaxity of the restricted generalized Bayes estimator has been established. Using a simulation study, it has been demonstrated that the estimator dominates the restricted least squares as well as restricted Stein rule estimators.

• The Korean Journal of Applied Statistics
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• v.21 no.4
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• pp.561-569
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• 2008

In this paper, we propose the double robust estimators which are the solutions of the double robust estimating equations to analyze and treat the outliers in the stock market data in Korea including the IMF period. The feasibility study shows that the proposed estimators work quitely better than the least squares estimators and the conventional robust estimators.

• Journal of the Korean Data and Information Science Society
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• v.28 no.5
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• pp.1153-1165
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• 2017

Structural equation modeling (SEM) is a basic tool for testing theories in a variety of disciplines. A maximum likelihood (ML) method for parameter estimation is by far the most widely used in SEM. Alternatively, two-stage least squares (2SLS) estimator has been proposed as a more robust procedure to address model misspecification. A regularized extension of 2SLS, two-stage ridge least squares (2SRLS) has recently been introduced as an alternative to ML to effectively handle the small-sample-size issue. However, it is unclear whether and when misspecification and small sample sizes may pose problems in theory testing with 2SLS, 2SRLS, and ML. The purpose of this article is to evaluate the three estimation methods in terms of inferences errors as well as parameter recovery under two experimental conditions. We find that: 1) when the model is misspecified, 2SRLS tends to recover parameters better than the other two estimation methods; 2) Regardless of specification errors, 2SRLS produces small or relatively acceptable Type II error rates for the small sample sizes.

• 제어로봇시스템학회:학술대회논문집
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• 1990.10b
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• pp.872-877
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• 1990

Robustness of a model refernece direct adaptive pole placement control for not necessarily minimum phase systems is studied subject to unmodeled dynamics and bounded disturbances. The adaptive control scheme involves two estimators for the system and the controller parameter estimation, respectively. The robustness is obtaind under some weak assumptions and by using both a normalized least-squares algorithm with dead zone and an appropriate nonlinear feedback.

• 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.

• The Korean Journal of Applied Statistics
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• v.29 no.3
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• pp.471-485
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• 2016

Least squares (LS) regression is a classic method for regression that is optimal under assumptions of regression and usual observations. However, the presence of unusual data in the LS method leads to seriously distorted estimates. Therefore, various robust estimation methods are proposed to circumvent the limitations of traditional LS regression. Among these, there are M-estimators based on maximum likelihood estimation (MLE), L-estimators based on linear combinations of order statistics and R-estimators based on a linear combinations of the ordered residuals. In this paper, robust regression estimators with high breakdown point and/or with high efficiency are compared under several simulated situations. The paper analyses and compares distributions of estimates as well as relative efficiencies calculated from mean squared errors (MSE) in the simulation study. We conclude that MM-estimators or GR-estimators are a good choice for the real data application.

• Journal of Convergence for Information Technology
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• v.10 no.9
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• pp.15-21
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• 2020

This paper presents the outlier detection algorithm in the estimation method of a source location and velocity based on two-step weighted least-squares method using time difference of arrival(TDOA) and frequency difference of arrival(FDOA) data. Since the accuracy of the estimated location and velocity of a moving source can be reduced by the outliers of TDOA and FDOA data, it is important to detect and remove the outliers. In this paper, the method to find the minimum inlier data and the method to determine whether TDOA and FDOA data are included in inliers or outliers are presented. The results of numerical simulations show that the accuracy of the estimated location and velocity is improved by removing the outliers of TDOA and FDOA data.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.18 no.2
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• pp.181-192
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• 2014

In this paper, we propose a robust real-time myocardial border tracking algorithm for echocardiography. Commonly, after an initial contour of LV border is traced at one or two frame from the entire cardiac cycle, LV contour tracking is performed over the remaining frames. Among a variety of tracking techniques, optical flow method is the most widely used for motion estimation of moving objects. However, when echocardiography data is heavily corrupted in some local regions, the errors bring the tracking point out of the endocardial border, resulting in distorted LV contours. This shape distortion often occurs in practice since the data acquisition is affected by ultrasound artifacts, dropout or shadowing phenomena of cardiac walls. The proposed method deals with this shape distortion problem and reflects the motion realistic LV shape by applying global deformation modeled as affine transform partitively to the contour. We partition the tracking points on the contour into a few groups and determine each affine transform governing the motion of the partitioned contour points. To compute the coefficients of each affine transform, we use the least squares method with equality constraints that are given by the relationship between the coefficients and a few contour points showing good tracking results. Many real experiments show that the proposed method supports better performance than existing methods.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.28 no.11
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• pp.894-901
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• 2017

In the existence of motion, azimuth phase error due to accuracy limitation of GPS/IMU and system delay is unavoidable and it is essential to apply autofocus to estimate and compensate the azimuth phase error. In this paper, autofocus algorithm using MWLS(Modified WLS) is proposed. It shows the robust performance compared with original WLS using new target selection/sorting metric and iterative azimuth phase estimation technique. SAR raw data obtained in a captive flight test is used to validate the performance of the proposed algorithm.

• 제어로봇시스템학회:학술대회논문집
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• 1997.10a
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• pp.1553-1556
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• 1997

In the paper, we porpose a new mehtod of extending PLS(Partial Least Squares) regressiion method to nonlinear framework and apply it to the estimation of product compositions in high-purity distillation column. There have veen similar efforets to overcome drawbacks of PLS by using nonlinear-mapping ability of meural networks, however, they failed to show great improvement over PLS since they focused only in capturing nonlinear functional relationship between input data, not on nonlinear correlation inthe data set. By incorporating the structure of Robust Auto Associative Networks(RAAN) into that of previous nonlinear PLS, we can handle nonlinear correlation as well as nonlinear functional relationship. The application result shows that the proposed method performs better than previous ones even for nonlinearities caused by changing operating conditions, limited observations, and existence of meas-unrement noises.