• Journal of the Korean Statistical Society
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• v.17 no.1
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• pp.9-23
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• 1988

The classicla theory of statistical calibration assumes that the standard measurement is exact. From a realistic point of view, however, this assumption needs to be relaxed so that more meaningful calibration procedures may be developed. This paper presents a model which explicitly considers errors in both standard and nonstandard measurements. Under the assumption that replicated observations are available in the calibration experiment, three estimation techniques (ordinary least squares, grouping least squares, and maximum likelihood estimation) combined with two prediction methods (direct and inverse prediction) are compared in terms of the asymptotic mean square error of prediction.

• ETRI Journal
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• v.29 no.5
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• pp.596-606
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• 2007

It is well known that an OFDM receiver is vulnerable to synchronization errors. Despite fine estimations used in the initial acquisition, there are still residual synchronization errors. Though these errors are very small, they severely degrade the bit error rate (BER) performance. In this paper, we propose a residual error elimination scheme for the digital OFDM baseband receiver aiming to improve the overall BER performance. Three improvements on existing schemes are made: a pilot-aided recursive algorithm for joint estimation of the residual carrier frequency and sampling time offsets; a delay-based timing error correction technique, which smoothly adjusts the incoming data stream without resampling disturbance; and a decision-directed channel gain update algorithm based on recursive least-squares criterion, which offers faster convergence and smaller error than the least-mean-squares algorithms. Simulation results show that the proposed scheme works well in the multipath channel, and its performance is close to that of an OFDM system with perfect synchronization parameters.

• Proceedings of the KIEE Conference
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• 2001.07d
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• pp.2092-2095
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• 2001

In this paper, the performance of a new alternative form of three-axis attitude estimation algorithm for a rigid body is evaluated via simulation for the situation where the observed vectors are the estimated baselines of a GPS antenna array. This method is derived based on a simple iterative nonlinear least-squares with four elements of quaternion parameter. The representation of quaternion parameters for three-axis attitude of a rigid body is free from singularity problem. The performance of the proposed algorithm is compared with other eight existing methods, such as, Transformation Method (TM), Vector Observation Method (VOM), TRIAD algorithm, two versions of QUaternion ESTimator (QUEST), Singular Value Decomposition (SVD) method, Fast Optimal Attitude Matrix (FOAM), Slower Optimal Matrix Algorithm (SOMA).

• Communications for Statistical Applications and Methods
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• v.11 no.3
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• pp.485-494
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• 2004

An algorithm is proposed to identify multiple outliers in linear regression. It is based on the clustering of residuals from the least median of squares estimation. A cut-height criterion for the hierarchical cluster tree is suggested, which yields the optimal clustering of the regression outliers. Comparisons of the effectiveness of the procedures are performed on the basis of the classic data and artificial data sets, and it is shown that the proposed algorithm is superior to the one that is based on the least squares estimation. In particular, the algorithm deals very well with the masking and swamping effects while the other does not.

• Communications for Statistical Applications and Methods
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• v.30 no.2
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• pp.191-213
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• 2023

Unit distributions are frequently used in probability theory and statistics to depict meaningful variables having values between zero and one. Using convenient transformation, the unit inverse exponentiated weibull (UIEW) distribution, which is equally useful for modelling data on the unit interval, is proposed in this study. Quantile function, moments, incomplete moments, uncertainty measures, stochastic ordering, and stress-strength reliability are among the statistical properties provided for this distribution. To estimate the parameters associated to the recommended distribution, well-known estimation techniques including maximum likelihood, maximum product of spacings, least squares, weighted least squares, Cramer von Mises, Anderson-Darling, and Bayesian are utilised. Using simulated data, we compare how well the various estimators perform. According to the simulated outputs, the maximum product of spacing estimates has lower values of accuracy measures than alternative estimates in majority of situations. For two real datasets, the proposed model outperforms the beta, Kumaraswamy, unit Gompartz, unit Lomax and complementary unit weibull distributions based on various comparative indicators.

• Communications for Statistical Applications and Methods
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• v.1 no.1
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• pp.33-40
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• 1994

The conditional expectation of a random variable in a multivariate normal random vector is a multiple linear regression on its predecessors. Using this fact, the least median of squares estimation method developed in a multiple linear regression is adapted to a multivariate data to identify influential observations. The resulting method clearly detect outliers and it avoids the masking effect.

• Journal of the Korean Data and Information Science Society
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• v.28 no.5
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• pp.1153-1165
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• 2017

Structural equation modeling (SEM) is a basic tool for testing theories in a variety of disciplines. A maximum likelihood (ML) method for parameter estimation is by far the most widely used in SEM. Alternatively, two-stage least squares (2SLS) estimator has been proposed as a more robust procedure to address model misspecification. A regularized extension of 2SLS, two-stage ridge least squares (2SRLS) has recently been introduced as an alternative to ML to effectively handle the small-sample-size issue. However, it is unclear whether and when misspecification and small sample sizes may pose problems in theory testing with 2SLS, 2SRLS, and ML. The purpose of this article is to evaluate the three estimation methods in terms of inferences errors as well as parameter recovery under two experimental conditions. We find that: 1) when the model is misspecified, 2SRLS tends to recover parameters better than the other two estimation methods; 2) Regardless of specification errors, 2SRLS produces small or relatively acceptable Type II error rates for the small sample sizes.

• Management Science and Financial Engineering
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• v.14 no.2
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• pp.89-104
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• 2008

Growth curves including Bass, Logistic and Gompertz functions are widely used in forecasting the market demand. Nonlinear least square method is often adopted for estimating the model parameters but it is difficult to set up the starting value for each parameter. If a wrong starting point is selected, the result may lead to erroneous forecasts. This paper proposes a method of selecting starting values for model parameters in estimating some growth curves by nonlinear least square method through grid search and transformation into linear regression model. Resealing the market data using the national economic index makes it possible to figure out the range of parameters and to utilize the grid search method. Application to some real data is also included, where the performance of our method is demonstrated.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2009.06a
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• pp.241-242
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• 2009

• The Transactions of The Korean Institute of Electrical Engineers
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• v.59 no.10
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• pp.1874-1881
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• 2010

A recursive linear stochastic error compensation algorithm is newly proposed for target localization in sensor network which provides range difference of arrival(RDOA) measurements. Target localization with RDOA is a well-known nonlinear estimation problem. Since it can not solve with a closed-form solution, the numerical methods sensitive to initial guess are often used before. As an alternative solution, a pseudo-linear estimation scheme has been used but the auto-correlation of measurement noise still causes unacceptable estimation errors under low SNR conditions. To overcome these problems, a stochastic error compensation method is applied for the target localization problem under the assumption that a priori stochastic information of RDOA measurement noise is available. Apart from the existing methods, the proposed linear target localization scheme can recursively compute the target position estimate which converges to true position in probability. In addition, it is remarked that the suggested algorithm has a structural reconciliation with the existing one such as linear correction least squares(LCLS) estimator. Through the computer simulations, it is demonstrated that the proposed method shows better performance than the LCLS method and guarantees fast and reliable convergence characteristic compared to the nonlinear method.