• Title/Summary/Keyword: biased estimator

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A correction of SE from penalized partial likelihood in frailty models

  • Ha, Il-Do
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.5
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    • pp.895-903
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    • 2009
  • The penalized partial likelihood based on restricted maximum likelihood method has been widely used for the inference of frailty models. However, the standard-error estimate for frailty parameter estimator can be downwardly biased. In this paper we show that such underestimation can be corrected by using hierarchical likelihood. In particular, the hierarchical likelihood gives a statistically efficient procedure for various random-effect models including frailty models. The proposed method is illustrated via a numerical example and simulation study. The simulation results demonstrate that the corrected standard-error estimate largely improves such bias.

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Biased PNG for Approximate Target Adaptive Guidance

  • Song chanho;Kim, philsung;Jun byungeul
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.141.2-141
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    • 2001
  • An approximate target adaptive guidance algorithm(TAG) is proposed on the basis of the assumption that angular acceleration of missile to target line-of-sight and start time for TAG can be obtained by IR seeker. The algorithm does not use any target state estimator. Instead, it avoids the problem of determining target attitude by using the observation that the missile using LOS rate guidance is nearly on the collision course in the later point of engagement. Computer simulation results show that the proposed algorithm can effectively perform target adaptive guidance.

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Bayesian Analysis for a Functional Regression Model with Truncated Errors in Variables

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.31 no.1
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    • pp.77-91
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    • 2002
  • This paper considers a functional regression model with truncated errors in explanatory variables. We show that the ordinary least squares (OLS) estimators produce bias in regression parameter estimates under misspecified models with ignored errors in the explanatory variable measurements, and then propose methods for analyzing the functional model. Fully parametric frequentist approaches for analyzing the model are intractable and thus Bayesian methods are pursued using a Markov chain Monte Carlo (MCMC) sampling based approach. Necessary theories involved in modeling and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed methods.

Absolute Vehicle Speed Estimation considering Acceleration Bias and Tire Radius Error (가속도 바이어스와 타이어반경 오차를 고려한 차량절대속도 추정)

  • 황진권;송철기
    • Transactions of the Korean Society of Automotive Engineers
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    • v.10 no.6
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    • pp.234-240
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    • 2002
  • This paper treats the problem of estimating the longitudinal velocity of a braking vehicle using measurements from an accelerometer and wheel speed data from standard anti-lock braking wheel speed sensors. We develop and experimentally test three velocity estimation algorithms of increasing complexity. The algorithm that works the best gives peak errors of less than 3 percent even when the accelerometer signal is significantly biased.

Jackknife Estimation in a Truncated Exponential Distribution with an Uniform Outlier

  • Lee, Chang-Soo;Chang, Chu-Seock;Park, Yang-Woo
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.3
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    • pp.1021-1028
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    • 2006
  • We shall propose ML, ordinary jackknife and biased reducing estimators of the parameter in the right truncated exponential distribution with an unidentified uniform outlier when the truncated point is unknown and their biases and MSE's are compared numerically each other in the small sample sizes.

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Real-Time Haptic Rendering for Tele-operation with Varying Communication Time Delay (가변적인 통신지연시간을 갖는 원격 작업 환경을 위한 실시간 햅틱 렌더링)

  • Lee, K.;Chung, S.Y.
    • Journal of Power System Engineering
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    • v.13 no.2
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    • pp.71-82
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    • 2009
  • This paper presents a real-time haptic rendering method for a realistic force feedback in a remote environment with varying communication time-delay. The remote environment is assumed as a virtual environment based on a computer graphics, for example, on-line shopping mall, internet game and cyber-education. The properties of a virtual object such as stiffness and viscosity are assumed to be unknown because they are changed according to the contact position and/or a penetrated depth into the object. The DARMAX model based output estimator is proposed to trace the correct impedance of the virtual object in real-time. The output estimator is developed on the input-output relationship. It can trace the varying impedance in real-time by virtue of P-matrix resetting algorithm. And the estimator can trace the correct impedance by using a white noise that prevents the biased input-output information. Realistic output forces are generated in real-time, by using the inputs and the estimated impedance, even though the communication time delay and the impedance of the virtual object are unknown and changed. The generated forces trace the analytical forces computed from the virtual model of the remote environment. Performance is demonstrated by experiments with a 1-dof haptic device and a spring-damper-based virtual model.

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Elimination of Outlier from Technology Growth Curve using M-estimator for Defense Science and Technology Survey (M-추정을 사용한 국방과학기술 수준조사 기술성장모형의 이상치 제거)

  • Kim, Jangheon
    • Journal of the Korea Institute of Military Science and Technology
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    • v.23 no.1
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    • pp.76-86
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    • 2020
  • Technology growth curve methodology is commonly used in technology forecasting. A technology growth curve represents the paths of product performance in relation to time or investment in R&D. It is a useful tool to compare the technological performances between Korea and advanced nations and to describe the inflection points, the limit of improvement of a technology and their technology innovation strategies, etc. However, the curve fitting to a set of survey data often leads to model mis-specification, biased parameter estimation and incorrect result since data through survey with experts frequently contain outlier in process of curve fitting due to the subjective response characteristics. This paper propose a method to eliminate of outlier from a technology growth curve using M-estimator. The experimental results prove the overall improvement in technology growth curves by several pilot tests using real-data in Defense Science and Technology Survey reports.

Improving a Test for Normality Based on Kullback-Leibler Discrimination Information (쿨백-라이블러 판별정보에 기반을 둔 정규성 검정의 개선)

  • Choi, Byung-Jin
    • The Korean Journal of Applied Statistics
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    • v.20 no.1
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    • pp.79-89
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    • 2007
  • A test for normality introduced by Arizono and Ohta(1989) is based on fullback-Leibler discrimination information. The test statistic is derived from the discrimination information estimated using sample entropy of Vasicek(1976) and the maximum likelihood estimator of the variance. However, these estimators are biased and so it is reasonable to make use of unbiased estimators to accurately estimate the discrimination information. In this paper, Arizono-Ohta test for normality is improved. The derived test statistic is based on the bias-corrected entropy estimator and the uniformly minimum variance unbiased estimator of the variance. The properties of the improved KL test are investigated and Monte Carlo simulation is performed for power comparison.

Parameter Estimation in the Multiplicative Models (승법모형의 모수추정)

  • Chang, Suk-Hwan
    • Journal of the Korean Data and Information Science Society
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    • v.6 no.1
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    • pp.1-11
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    • 1995
  • The parameters in the multiplicative model $Y_{1}={\alpha}_{0}{\prod}^{p}_{k=1}X_{kj}^{{\beta}_K}v_{j}$ are usually estimated by the least squares method after logarithmic transformation, and the least square Estimator of ${\alpha}_{0}$ is known to be biased, i.e., $E(e xp(\hat{\beta}_{0})){\neq}{\alpha}_{0})$. In the present study the unbaised estimators of ${\alpha}_{0}$ are examined(1) by modifying the least squares estimator and (2) by applying the Finney's results. The variances are also compared. In addition it has been observed that multiplicative model can be used to express the relationship beetween rice yield and yield components.

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An Analysis of the Efficiency of Item-based Agricultural Cooperative Using the DEA Model (확률적 DEA모형에 의한 품목농협의 효율성 분석)

  • Lee, Sang-Ho
    • Journal of agriculture & life science
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    • v.45 no.6
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    • pp.279-289
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    • 2011
  • The purpose of this study is to estimate efficiency of item-based agricultural cooperative by using Data Envelopment Analysis. A proposed method employs a bootstrapping approach to generating efficiency estimates through Monte Carlo simulation resampling process. The technical efficiency, pure technical efficiency, and scale efficiency measure of item-based agricultural cooperative is 0.80, 0.87, 0.93 respectively. However the bias-corrected estimates are less than those of DEA. We know that the DEA estimator is an upward biased estimator. In technical efficiency, average lower and upper confidence bounds of 0.726 and 0.8747. According to these results, the DEA bootstrapping model used here provides bias-corrected and confidence intervals for the point estimates, it is more preferable.