• Communications for Statistical Applications and Methods
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• v.14 no.2
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• pp.345-353
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• 2007

A Bayesian estimation of the Nakagami-m fading parameter is developed. Bayesian estimation is performed by Gibbs sampling, including adaptive rejection sampling. A Monte Carlo study shows that the Bayesian estimators proposed outperform any other estimators reported elsewhere in the sense of bias, variance, and root mean squared error.

• Communications for Statistical Applications and Methods
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• v.9 no.2
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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.

• Journal of the Korea Society of Computer and Information
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• v.10 no.2 s.34
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• pp.21-30
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• 2005

In general, the robust estimation method is well known for a good statistical estimator that is insensitive to small departures from the idealized assumptions for which the estimation is optimized. While there are many existing robust estimation techniques that have been proposed in the literature, two main techniques used in computer vision are M-estimators and least-median of squares (LMS). Among these. we utilized the M-estimators since they are known to provide an optimal estimation of affine motion parameters. The M-estimators have higher statistical efficiency but tolerate much lower percentages of outliers unless properly initialized. To resolve these problems, we proposed an adaptive M-estimators algorithm that effectively separates outliers from non-outliers and estimate affine model parameters, using a continuous sigmoid weight function. The experimental results show the superiority of our method.

• Communications for Statistical Applications and Methods
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• v.3 no.3
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• pp.113-123
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• 1996

Data-dependent (adaptive) choice of asymptotically efficient score functions for rank estimators and M-estimators of regression parameters in a linear regression model with left-truncated and right-censored data are developed herein. The locally adaptive smoothing techniques of Muller and Wang (1990) and Uzunogullari and Wang (1992) provide good estimates of the hazard function h and its derivative h' from left-truncated and right-censored data. However, since we need to estimate h'/h for the asymptotically optimal choice of score functions, the naive estimator, which is just a ratio of estimated h' and h, turns out to have a few drawbacks. An altermative method to overcome these shortcomings and also to speed up the algorithms is developed. In particular, we use a subroutine of the PPR (Projection Pursuit Regression) method coded by Friedman and Stuetzle (1981) to find the nonparametric derivative of log(h) for the problem of estimating h'/h.

• The Pure and Applied Mathematics
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• v.9 no.1
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• pp.81-90
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• 2002

The least informative (favorable) distributions, minimizing Fisher information for a multivariate location parameter, are derived in the parametric class of the exponential-power spherically symmetric distributions under the following characterizing restrictions; (i) a bounded variance, (ii) a bounded value of a density at the center of symmetry, and (iii) the intersection of these restrictions. In the first two cases, (i) and (ii) respectively, the least informative distributions are the Gaussian and Laplace, respectively. In the latter case (iii) the optimal solution has three branches, with relatively small variances it is the Gaussian, them with intermediate variances. The corresponding robust minimax M-estimators of location are given by the $L_2$-norm, the $L_1$-norm and the $L_{p}$ -norm methods. The properties of the proposed estimators and their adaptive versions ar studied in asymptotics and on finite samples by Monte Carlo.

• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.859-871
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• 2003

In this paper we introduce some adaptive M-estimators using selector statistics to estimate the slope of regression model under the symmetric and continuous underlying error distributions. This selector statistics is based on the residuals after the preliminary fit L$_1$ (least absolute estimator) and the idea of Hogg(1983) and Hogg et. al. (1988) who used averages of some order statistics to discriminate underlying symmetric distributions in the location model. If we use L$_1$ as a preliminary fit to get residuals, we find the asymptotic distribution of sample quantiles of residual are slightly different from that of sample quantiles in the location model. If we use the functions of sample quantiles of residuals as selector statistics, we find the suitable quantile points of residual based on maximizing the asymptotic distance index to discriminate distributions under consideration. In Monte Carlo study, this adaptive M-estimation method using selector statistics works pretty good in wide range of underlying error distributions.

• The Korean Journal of Applied Statistics
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• v.6 no.1
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• pp.79-93
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• 1993

We consider adaptive L-estimation of estimating slope parameter in regression model. The proposed estimator is simple extension of trimmed least squares estimator proposed by ruppert and carroll. The efficiency of the proposed estimator is especially well compared with usual least squares estimator, least absolute value estimator, and M-estimators designed for asymmetric distributions under asymmetric error distributions.

• Journal of Communications and Networks
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• v.9 no.3
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• pp.219-228
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• 2007

In this paper, we present a novel blind adaptive multiuser detector structure and three robust recursive filters to improve the performance in CDMA environments: Sigma point kalman filter (SPKF), particle filter (PF), and Gaussian mixture sigma point particle filter (GMSPPF). Our proposed robust recursive filters have superior performance over a conventional extended Kalman filter (EKF). The proposed multiuser detector algorithms initially use Kalman prediction form to estimated channel parameters, and unknown data symbol be predicted. Second, based on this predicted data symbol, the robust recursive filters (e.g., GMSPPF) is a refined estimation of joint multipaths and time delays. With these estimated multipaths and time delays, data symbol detection is carried out (Kalman correction form). Computer simulations show that the proposed algorithms outperform the conventional blind multiuser detector with the EKF. Also we can see it provides a more viable means for tracking time-varying amplitudes and time delays in CDMA communication systems, compared to that of the EKF for near-far ratio of 20 dB. For this reason, it is believed that the proposed channel estimators can replace well-known filter such as the EKF.