• Journal of the Korean Statistical Society
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• v.36 no.3
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• pp.387-395
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• 2007

We propose a doubly robustified estimating function for the estimation of parameters in the context of ARCH models. We investigate asymptotic properties of estimators obtained as solutions of robust estimating equations. A simulation study shows that robust estimator from specified doubly robustified estimating equation provides better performance than conventional robust estimators especially under heavy-tailed distributions of innovation errors.

• Communications for Statistical Applications and Methods
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• v.12 no.1
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• pp.169-179
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• 2005

In this study, we investigate the effects of the weight function in the bounded influence regression quantile (BIRQ) estimator for the AR(l) model with additive outliers. In order to down-weight the outliers of X -axis, the Mallows' (1973) weight function has been commonly used in the BIRQ estimator. However, in our Monte Carlo study, the BIRQ estimator using the Tukey's bisquare weight function shows less MSE and bias than that of using the Mallows' weight function or Huber's weight function. Thus, the use of the Tukey's weight function is recommended in the BIRQ estimator for our model.

• Journal of the Korean Data and Information Science Society
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• v.15 no.2
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• pp.441-447
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• 2004

Li and Mak (1994) developed a test statistic for detecting the non-linearity and the heteroscedasticity of the time series data. But it is well known that the test statistic may be very sensitive in case of heavy-tailed distributions of the errors. Jiang et al.(2001) suggested the robust method for ARCH models but the calculation procedures for the estimation are very complicated. We suggested the robust method based on Huber's function and our method works quite well rater than the Li and Mak(1994). Also our method is relatively easy to calculate the test statistic.

• Communications for Statistical Applications and Methods
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• v.7 no.2
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• pp.371-383
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• 2000

Lindsay (1994) and Basu et al (1997) show that another density-based distance called the negative exponential disparity (NED) is an excellent competitor to the Hellinger distance (HD) in generating an asymptotically fully efficient and robust estimator. Bhattacharya and Basu (1996) consider estimation of the locations of several normal populations when an order relation between them is known to be true. They empirically show that the robust HD based weighted likelihood estimators compare favorably with the M-estimators based on Huber's $\psi$ function, the Gastworth estimator, and the trimmed mean estimator. In this paper we investigate the performance of the weighted likelihood estimator based on the NED as a robust alternative relative to that based on the HD. The NED based estimator is found to be quite competitive in the settings considered by Bhattacharya and Basu.

• Journal of The Korean Astronomical Society
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• v.49 no.1
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• pp.9-18
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• 2016

Euclid, which is primarily a dark-energy/cosmology mission, may have a microlensing component, consisting of perhaps four dedicated one-month campaigns aimed at the Galactic bulge. We show that such a program would yield excellent auxilliary science, including asteroseismology detections for about 100 000 giant stars, and detection of about 1000 Kuiper Belt Objects (KBOs), down to 2-2.5 mag below the observed break in the KBO luminosity function at I ∼ 26. For the 400 KBOs below the break, Euclid will measure accurate orbits, with fractional period errors ≲ 2.5%.

• Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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• 2004.07b
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• pp.1195-1198
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• 2004

본 논문에서는 레이더(Radar)나 소나(Sonar) 시스템 등에서 중요하게 여겨왔던 신호의 방위각 추정기법들은 신호원의 수를 정확히 알아야 한다는 문제점이 있었다. 이러한 문제점들을 최근에는 빠른 수렴속도를 가지는 칼만 필터를 사용하여 신호원의 정보 없이 잡음 부공간을 성공적으로 추정하는 방법을 제안하게 되었는데 이 방법은 중간대 이상의 신호대 잡음비(SNR)가 유지되는 경우 신호의 정보 얼이 DOA를 추정할 수 있는 것으로 평가되어왔다. 그러나 이러한 알고리즘은 임펄스성 잡음이 섞인다면 성능저하를 가져을 수 있다. 따라서 본 논문에서는 칼만 필터를 바탕으로 한 MUSIC 알고리즘에 시변메모리인자와 후버 영향 함수를 도입하여 임펄스 잡음에 강인한 DOA 추정알고리즘을 제안한다.

• Steel and Composite Structures
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• v.9 no.4
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• pp.303-323
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• 2009

Charts for the bending moments in the closed rib orthotropic deck plate are derived, based on the method originally introduced by Pelikan and Esslinger. New charts are done for EN 1991-2 traffic load distribution schemes. The governing Huber plate equation is solved utilizing Fourier series for various bridge deck plate boundary conditions. Bending moments are given as a function of deck plate rigidities and span length between cross beams. Old diagrams according to DIN 1072, the new ones according to EN 1991-2 and FE analyses results are compared. For typical bridge orthotropic deck plates, it can be concluded that the new EN 1991-2 traffic loads produce larger mid-span bending moments when two lane schemes are used, then those of DIN 1072. For support moments, DIN 1072 gives larger values for any number of lanes, especially under span lengths of 5m. The relevant differences are up to 25%.

• The Korean Journal of Applied Statistics
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• v.29 no.3
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• pp.463-470
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• 2016

In analysing a time series on the frequency domain, the spectral estimator (or periodogram) is a very useful statistic to identify the periods of a time series. However, the spectral estimator is very sensitive in nature to outliers, so that the spectral estimator in terms of M-estimation has been studied by some researchers. Pak (2001) proposed an empirical method to choose a tuning parameter for the Huber's M-estimating function. In this article, we try to implement Pak's estimation proposal in the spectral estimator. We use the Korean housing price index as an example data set for comparing various M-estimating results.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2002.04a
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• pp.319-326
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• 2002

A p-version finite element model based on degenerate shell element is proposed for the analysis of orthotropic laminated plates. In the nonlinear formulation of the model, the total Lagrangian formulation is adopted with large deflection and moderate rotation being accounted for in the sense of von Karman hypothesis. The material model Is based on the Huber-Mises yield criterion and Prandtl-Reuss flow rule in accordance with the theory of strain hardening yield function, which is generalized for anisotropic materials by introducing the parameters of anisotropy. The model is also based on extension of equivalent-single layer laminate theory(ESL theory) with shear deformation, leading to continuous shear strain at the interface of two layers. The Integrals of Legendre Polynomials we used for shape functions with p-level varying from 1 to 10. Gauss-Lobatto numerical quadrature is used to calculate the stresses at the nodal points instead of Gauss points. The validity of the proposed p-version finite element model is demonstrated through several comparative points of view in terms of ultimate load, convergence characteristics, nonlinear effect, and shape of plastic zone

• Journal of the Computational Structural Engineering Institute of Korea
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• v.15 no.3
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• pp.491-499
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• 2002

A p-version finite element model based on degenerate shell element is proposed tot the analysis of orthotropic laminated plates. In the nonlinear formulation of the model, the total Lagrangian formulation is adopted with large deflection and moderate rotation being accounted tot in the sense of yon Karman hypothesis. The material model is based on the Huber-Mises yield criterion and Prandtl-Reuss flow rule in accordance with the theory of strain hardening yield function, which is generalized lot anisotropic materials by introducing the parameters of anisotropy. The model is also based on extension of equivalent-single layer laminate theory(ESL theory) with shear deformation, leading to continuous shear strain at the interface of two layers. The integrals of Legendre polynomials are used for shape functions with p-level varying from 1 to 10. Gauss-Lobatto numerical quadrature is used to calculate the stresses at the nodal points instead of Gauss points. The validity of the proposed P-version finite element model is demonstrated through several comparative points of iew in terms of ultimate load, convergence characteristics, nonlinear effect, and shape of plastic tone.