• 제목/요약/키워드: estimates

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우리나라 공식인구의 신뢰성 및 문제점에 대한 고찰 (Unreliability of Official Population in Korea)

  • 박유성;김기환;김성용
    • 한국조사연구학회지:조사연구
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    • 제11권2호
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    • pp.71-95
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    • 2010
  • 한 국가의 공식인구에는 기준인구(base population), 조사간인구(intercensal population estimates), 조사후인구(postcensal population estimates), 그리고 추계인구(population projections) 등이 있다. 조사간인구, 조사후인구, 그리고 추계인구는 기준인구를 기반으로 하며, 대부분의 나라에서 센서스를 이용하여 기준인구를 생성하고 있다. 본 논문에서는 우리나라의 기준인구 작성 시 센서스 자료를 얼마나, 어떻게 사용하는지 살펴보고, 다른 여러 나라의 공식인구 작성방법에 대한 장 단점을 비교, 분석하고자 한다. 이를 통해 우리나라 공식인구의 문제점을 적시하고 그 해결책을 제시한다.

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Constrained Bayes and Empirical Bayes Estimator Applications in Insurance Pricing

  • Kim, Myung Joon;Kim, Yeong-Hwa
    • Communications for Statistical Applications and Methods
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    • 제20권4호
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    • pp.321-327
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    • 2013
  • Bayesian and empirical Bayesian methods have become quite popular in the theory and practice of statistics. However, the objective is to often produce an ensemble of parameter estimates as well as to produce the histogram of the estimates. For example, in insurance pricing, the accurate point estimates of risk for each group is necessary and also proper dispersion estimation should be considered. Well-known Bayes estimates (which is the posterior means under quadratic loss) are underdispersed as an estimate of the histogram of parameters. The adjustment of Bayes estimates to correct this problem is known as constrained Bayes estimators, which are matching the first two empirical moments. In this paper, we propose a way to apply the constrained Bayes estimators in insurance pricing, which is required to estimate accurately both location and dispersion. Also, the benefit of the constrained Bayes estimates will be discussed by analyzing real insurance accident data.

Least quantile squares method for the detection of outliers

  • Seo, Han Son;Yoon, Min
    • Communications for Statistical Applications and Methods
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    • 제28권1호
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    • pp.81-88
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    • 2021
  • k-least quantile of squares (k-LQS) estimates are a generalization of least median of squares (LMS) estimates. They have not been used as much as LMS because their breakdown points become small as k increases. But if the size of outliers is assumed to be fixed LQS estimates yield a good fit to the majority of data and residuals calculated from LQS estimates can be a reliable tool to detect outliers. We propose to use LQS estimates for separating a clean set from the data in the context of outlyingness of the cases. Three procedures are suggested for the identification of outliers using LQS estimates. Examples are provided to illustrate the methods. A Monte Carlo study show that proposed methods are effective.

SOME APRIORI ESTIMATES FOR THE QUASI-GEOSTROPHIC EQUATION

  • Kim, Wonjoon
    • Korean Journal of Mathematics
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    • 제15권2호
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    • pp.167-170
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    • 2007
  • We present a new apriori estimates for the surface quasi-geostrophic equation. This apriori estimates give a new blow-up criterion which is different from the known Beale-Kato-Majda type criterion.

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LTE 시스템 채널 추정치의 후처리 기법 연구 (A Study on the Postprocessing of Channel Estimates in LTE System)

  • 유경렬
    • 전기학회논문지
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    • 제60권1호
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    • pp.205-213
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    • 2011
  • The Long Term Evolution (LTE) system is designed to provide a high quality data service for fast moving mobile users. It is based on the Orthogonal Frequency Division Multiplexing (OFDM) and relies its channel estimation on the training samples which are systematically built within the transmitting data. Either a preamble or a lattice type is used for the distribution of training samples and the latter suits better for the multipath fading channel environment whose channel frequency response (CFR) fluctuates rapidly with time. In the lattice-type structure, the estimation of the CFR makes use of the least squares estimate (LSE) for each pilot samples, followed by an interpolation both in time-and in frequency-domain to fill up the channel estimates for subcarriers corresponding to data samples. All interpolation schemes should rely on the pilot estimates only, and thus, their performances are bounded by the quality of pilot estimates. However, the additive noise give rise to high fluctuation on the pilot estimates, especially in a communication environment with low signal-to-noise ratio. These high fluctuations could be monitored in the alternating high values of the first forward differences (FFD) between pilot estimates. In this paper, we analyzed statistically those FFD values and propose a postprocessing algorithm to suppress high fluctuations in the noisy pilot estimates. The proposed method is based on a localized adaptive moving-average filtering. The performance of the proposed technique is verified on a multipath environment suggested on a 3GPP LTE specification. It is shown that the mean-squared error (MSE) between the actual CFR and pilot estimates could be reduced up to 68% from the noisy pilot estimates.

ON ESTIMATES OF POISSON KERNELS FOR SYMMETRIC LÉVY PROCESSES

  • Kang, Jaehoon;Kim, Panki
    • 대한수학회지
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    • 제50권5호
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    • pp.1009-1031
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    • 2013
  • In this paper, using elementary calculus only, we give a simple proof that Green function estimates imply the sharp two-sided pointwise estimates for Poisson kernels for subordinate Brownian motions. In particular, by combining the recent result of Kim and Mimica [5], our result provides the sharp two-sided estimates for Poisson kernels for a large class of subordinate Brownian motions including geometric stable processes.

Comparison of Bootstrap Methods for LAD Estimator in AR(1) Model

  • Kang, Kee-Hoon;Shin, Key-Il
    • Communications for Statistical Applications and Methods
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    • 제13권3호
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    • pp.745-754
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    • 2006
  • It has been shown that LAD estimates are more efficient than LS estimates when the error distribution is double exponential in AR(1) model. In order to explore the performance of LAD estimates one can use bootstrap approaches. In this paper we consider the efficiencies of bootstrap methods when we apply LAD estimates with highly variable data. Monte Carlo simulation results are given for comparing generalized bootstrap, stationary bootstrap and threshold bootstrap methods.

HÖLDER ESTIMATES FOR THE CAUCHY-RIEMANN EQUATION ON PARAMETERS

  • Cho, Sang-Hyun
    • 대한수학회지
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    • 제48권2호
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    • pp.241-252
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    • 2011
  • Let $\{\Omega_{\tau}\}_{\tau{\in}I}$ be a family of strictly convex domains in $\mathbb{C}^n$. We obtain explicit estimates for the solution of the $\bar{\partial}$-equation on $\Omega{\times}I$ in H$\ddot{o}$lder space. We also obtain explicit point-wise derivative estimates for the $\bar{\partial}$-equation both in space and parameter variables.

LITTLEWOOD-PALEY TYPE ESTIMATES FOR BESOV SPACES ON A CUBE BY WAVELET COEFFLCIENTS

  • Kim, Dai-Gyoung
    • 대한수학회지
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    • 제36권6호
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    • pp.1075-1090
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    • 1999
  • This paper deals with Littlewood-Paley type estimates of the Besov spaces {{{{ { B}`_{p,q } ^{$\alpha$ } }}}} on the d-dimensional unit cube for 0< p,q<$\infty$ by two certain classes. These classes are including biorthogonal wavelet systems or dual multiscale systems but not necessarily obtained as the dilates or translates of certain fixed functions. The main assumptions are local supports of both classes, sufficient smoothness for one class, and sufficiently many vanishing moments for the other class. With these estimates, we characterize the Besov spaces by coefficient norms of decompositions with respect to biorthogonal wavelet systems on the cube.

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