• The Korean Journal of Applied Statistics
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• v.18 no.3
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• pp.607-615
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• 2005

Recently the interval estimation of a binomial proportion is revisited in various literatures. This is mainly due to the erratic behavior of the coverage probability of the will-known Wald confidence interval. Various alternatives have been proposed. Among them, Agresti-Coull confidence interval has been recommended by Brown et al. (2001) with other confidence intervals for large sample, say n $\ge$ 40. On the other hand, a noninformative Bayesian approach called Polya posterior often produces statistics with good frequentist's properties. In this note, an interval estimator is developed using weighted Polya posterior. The resulting interval estimator is essentially the Agresti-Coull confidence interval with some improved features. It is shown that the weighted Polys posterior produce an effective interval estimator for small sample size and a severely skewed binomial distribution.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.65 no.9
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• pp.1541-1550
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• 2016

In this paper, we introduce a novel learning methodology of fuzzy clustering-based neural network pattern classifier. Fuzzy clustering-based neural network pattern classifier depicts the patterns of given classes using fuzzy rules and categorizes the patterns on unseen data through fuzzy rules. Least squares estimator(LSE) or weighted least squares estimator(WLSE) is typically used in order to estimate the coefficients of polynomial function, but this study proposes a novel coefficient estimate method which includes advantages of the existing methods. The premise part of fuzzy rule depicts input space as "If" clause of fuzzy rule through fuzzy c-means(FCM) clustering, while the consequent part of fuzzy rule denotes output space through polynomial function such as linear, quadratic and their coefficients are estimated by the proposed local least squares estimator(LLSE)-based learning. In order to evaluate the performance of the proposed pattern classifier, the variety of machine learning data sets are exploited in experiments and through the comparative analysis of performance, it provides that the proposed LLSE-based learning method is preferable when compared with the other learning methods conventionally used in previous literature.

• Journal of the Korean Mathematical Society
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• v.44 no.3
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• pp.525-539
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• 2007

Consider the regression model $Y_i=g(x_i)+e_i\;for\;i=1,\;2,\;{\ldots},\;n$, where: (1) $x_i$ are fixed design points, (2) $e_i$ are independent random errors with mean zero, (3) g($\cdot$) is unknown regression function defined on [0, 1]. Under $Y_i$ are censored randomly, we discuss the asymptotic normality of the weighted kernel estimators of g when the censored distribution function is known or unknown.

• Proceedings of the KIEE Conference
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• 2003.10a
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• pp.279-282
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• 2003

In this paper, we propose a new high resolution frequency estimator for real sinusoids by using short time data and the AWLS/MFT (Adaptive Weighted Least Squares/ Modulation Function Technique) algorithm. Monte-Carlo simulations verify better performances of the proposed frequency estimator and demonstrate that the proposed AWLS sinusoidal estimator is a high resolution estimator.

• Communications for Statistical Applications and Methods
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• v.18 no.6
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• pp.733-739
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• 2011

The linear absolute shrinkage and selection operator(Lasso) method improves the low prediction accuracy and poor interpretation of the ordinary least squares(OLS) estimate through the use of $L_1$ regularization on the regression coefficients. However, the Lasso is not robust to outliers, because the Lasso method minimizes the sum of squared residual errors. Even though the least absolute deviation(LAD) estimator is an alternative to the OLS estimate, it is sensitive to leverage points. We propose a robust Lasso estimator that is not sensitive to outliers, heavy-tailed errors or leverage points.

• Communications for Statistical Applications and Methods
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• v.17 no.3
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• pp.451-457
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• 2010

This paper considers the problem of nonparametric deconvolution density estimation when sample observa-tions are contaminated by double exponentially distributed errors. Three different deconvolution density estima-tors are introduced: a weighted kernel density estimator, a kernel density estimator based on the support vector regression method in a RKHS, and a classical kernel density estimator. The performance of these deconvolution density estimators is compared by means of a simulation study.

• Journal of the Korean Statistical Society
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• v.26 no.1
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• pp.1-22
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• 1997

In the linear regression model $y_{i}$ = .alpha. $x_{i}$ $^{T}$ .beta. + .epsilon.$_{i}$ , i = 1,2,...,n, the weighted pairwise absolute deviation (WPAD) estimator was defined by minimizing the dispersion function D (.beta.) = .sum..sum.$_{{i $w_{{ij}}$$\mid$ $r_{j}$ (.beta.) $r_{i}$ (.beta.)$\mid$, where $r_{i}$ (.beta.)'s are residuals and $w_{{ij}}$'s are weights. This estimator can achive bounded total influence with positive breakdown by choice of weights $w_{{ij}}$. In this paper, we consider a more general type of dispersion function than that of D(.beta.) and propose a pairwise GM-estimator based on the dispersion function. Under some regularity conditions, the proposed estimator has a bounded influence function, a high breakdown point, and asymptotically a normal distribution. Results of a small-sample Monte Carlo study are also presented. presented.

• Environmental and Resource Economics Review
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• v.12 no.4
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• pp.545-557
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• 2003

A new semiparametric estimator of a dichotomous choice contingent valuation model is proposed by adapting the well-known density weighted average derivative of the regression function. A small sample behavior of the estimator is demonstrated very briefly by a simulation and the estimator is applied to estimate the WTP for preserving the Dong River area in Korea.

• Proceedings of the KIEE Conference
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• 2001.07a
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• pp.181-183
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• 2001

This paper presents a robust power system state estimator using linear programming(LP). LP state estimators minimize the weighted sum of the absolute values of the measurement residuals. In this paper, WLS(weighted least square) and WLAV(weighted least absolute value) state estimators are run with same measurement sets including bad data in order to compare the robustness to bad data and convergence characteristics of the two methods. Simulations with three test cases are performed and the results are presented, using IEEE 14 bus system.

• Communications for Statistical Applications and Methods
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• v.26 no.2
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• pp.91-102
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• 2019

In this paper, we propose a new estimation method based on a weighted linear regression framework to obtain some estimators for unknown parameters in a two-parameter Rayleigh distribution under a progressive Type-II censoring scheme. We also provide unbiased estimators of the location parameter and scale parameter which have a nuisance parameter, and an estimator based on a pivotal quantity which does not depend on the other parameter. The proposed weighted least square estimator (WLSE) of the location parameter is not dependent on the scale parameter. In addition, the WLSE of the scale parameter is not dependent on the location parameter. The results are compared with the maximum likelihood method and pivot-based estimation method. The assessments and comparisons are done using Monte Carlo simulations and real data analysis. The simulation results show that the estimators ${\hat{\mu}}_u({\hat{\theta}}_p)$ and ${\hat{\theta}}_p({\hat{\mu}}_u)$ are superior to the other estimators in terms of the mean squared error (MSE) and bias.