• Title/Summary/Keyword: distance estimation

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CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATORS FOR PERIODIC BILINEAR MODELS

  • Bibi, Abdelouahab;Gautier, Antony
    • Bulletin of the Korean Mathematical Society
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    • v.47 no.5
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    • pp.889-905
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    • 2010
  • In this paper, a distribution free approach to the parameter estimation of a simple bilinear model with periodic coefficients is presented. The proposed method relies on minimum distance estimator based on the autocovariances of the squared process. Consistency and asymptotic normality of the estimator, as well as hypotheses testing, are derived. Numerical experiments on simulated data sets are presented to highlight the theoretical results.

A Study on Sensitivity Analysis in Ridge Regression (능형 회귀에서의 민감도 분석에 관한 연구)

  • Kim, Soon-Kwi
    • Journal of Korean Society for Quality Management
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    • v.19 no.1
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    • pp.1-15
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    • 1991
  • In this paper, we discuss and review various measures which have been presented for studying outliers, high-leverage points, and influential observations when ridge regression estimation is adopted. We derive the influence function for ${\underline{\hat{\beta}}}\small{R}$, the ridge regression estimator, and discuss its various finite sample approximations when ridge regression is postulated. We also study several diagnostic measures such as Welsh-Kuh's distance, Cook's distance etc.

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Robustness of Minimum Disparity Estimators in Linear Regression Models

  • Pak, Ro-Jin
    • 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.

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Comparison of the Dynamic Time Warping Algorithm for Spoken Korean Isolated Digits Recognition (한국어 단독 숫자음 인식을 위한 DTW 알고리즘의 비교)

  • 홍진우;김순협
    • The Journal of the Acoustical Society of Korea
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    • v.3 no.1
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    • pp.25-35
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    • 1984
  • This paper analysis the Dynamic Time Warping algorithms for time normalization of speech pattern and discusses the Dynamic Programming algorithm for spoken Korean isolated digits recognition. In the DP matching, feature vectors of the reference and test pattern are consisted of first three formant frequencies extracted by power spectrum density estimation algorithm of the ARMA model. The major differences in the various DTW algorithms include the global path constrains, the local continuity constraints on the path, and the distance weighting/normalization used to give the overall minimum distance. The performance criterias to evaluate these DP algorithms are memory requirement, speed of implementation, and recognition accuracy.

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Estimation of Cognition Model considering Fuzziness of Car-Following Cognitive Information (차간거리인지정보의 애매성을 고려한 인지모델 추정)

  • 남궁문;정이균;김경태;서승환
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1995.10b
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    • pp.159-164
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    • 1995
  • Driving maneuver in car following are affected by not only the factors related to road structure and traffic condition, but also the factors related to driver's cognition to them. So the aim of this research this to model the relation of driver's cognition for car-following distance considering driver's fuzziness for imformation cognition, As a result, driver's cognition of car-following distance model with fuzzy number is proposed. The 'width', which characterizes the fuzzy number can introduce car-following informtion into the model.

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Clustering Using Quadratic Distance Measure Between Densities (확률 분포의 2차 거리 측정을 이용한 클러스터링)

  • Yongjin Lee;Seungjin Choi
    • Proceedings of the Korean Information Science Society Conference
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    • 2003.10a
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    • pp.145-147
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    • 2003
  • We derive a simple clustering algorithm which partitions the given data by minimizing overlap between clusters. For simple implementation and less complexity, Parzen window density estimation and quadratic distance measure between densities are adopted.

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포르만트 주파수를 이용한 한국어 음성의 자동인식에 관한 연구

  • 김순협;박규태
    • Proceedings of the Korean Institute of Communication Sciences Conference
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    • 1983.04a
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    • pp.16-17
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    • 1983
  • In Speech signal processing, ARMA spectral estimation method is used. It has been demonstrated that the ARMA model provides better spectral estimation then the more specialized AR model and MA model. Dynamic program is used to achieve time algnment. Speech sound similarity is defined to be proportional to the distance seperating to sound in a vector space defined by ARMA model. AS a result, the recognition rate of 97.3% for three speaker is obtained.

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Adaptive M-estimation using Selector Statistics in Location Model

  • Han, Sang-Moon
    • 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.

A Comparison Study on the Error Criteria in Nonparametric Regression Estimators

  • Chung, Sung-S.
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.2
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    • pp.335-345
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    • 2000
  • Most context use the classical norms on function spaces as the error criteria. Since these norms are all based on the vertical distances between the curves, these can be quite inappropriate from a visual notion of distance. Visual errors in Marron and Tsybakov(1995) correspond more closely to "what the eye sees". Simulation is performed to compare the performance of the regression smoothers in view of MISE and the visual error. It shows that the visual error can be used as a possible candidate of error criteria in the kernel regression estimation.

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A Safety Evaluation on Play Facilities for Children -In Terms of Construction Work and Maintenance- (어린이 놀이시설의 안전성 평가 -시설물의 시공관리 상태를 중심으로-)

  • 신병철
    • Journal of the Korean Institute of Landscape Architecture
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    • v.27 no.5
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    • pp.120-129
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    • 2000
  • This main study was the subject of the play facilities of children picnicking place which was installed in apartment complex. As to the production period of the facilities, the materiality and the materials of the play facilities, we examined the safety estimation about them. And we drew up a plan which could build and manage the children play facilities improved the better. According to the installation place, the result of safety estimation, the safety of play facilities in Ga-Kyeong-dong apartment complex which built up after 1997 years was the most excellent, the play facilities of Sa-Gik-Dong apartment Complex which built long ago have showed even poorer in all items of safety estimation. According to the materiality of play facilities, though the safety of association play rod in the safety estimation was the most excellent, the safety of swing was the very poor. According to the materiality of materials, the association of wood, stainless in the safety estimation was the safest. Especially, even though wood is soft and kind materials, as it has a shortcoming, the practical use depreciates. If iron materials like stainless associates with wood, we have thought that they have the good effect of the practical use. We have judged that the distance of contiguity facilities and the safety of corrosion or rottenness within the item of safety estimation as a subordination variable were the poorest. The arrangement of play facilities and the selection of materials happened to these problems. And we have known that they should get accomplished the construction work to make a plan thoroughly from it early.

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