• Journal of the Korean Statistical Society
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• 제15권2호
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• pp.118-126
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• 1986

The relationships between combined estimators and generalized least squares estimators in block designs are reviewed. Here combined estimators mean the best linear combination of intrablock and interblock estimaters. It is well known that only for balanced incomplete block designs the combined estimators of Yates and of the generalized least squares estimators give the same result. In this paper, a general form of the combined estimators for treatment effects is derived and it can be seen that such estimators are equivalent to the generalized least squares estimators.

• 전자공학회논문지
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• 제50권6호
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• pp.246-253
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• 2013

위상 펼침 (phase unwrapping)과 최소자승(least-squares) 기법들을 이용한 기존 디지털 주파수 변별기 (Digital Frequency Discriminator: DFD) 설계를 바탕으로, 본 논문에서는 주파수 판별 대역이 4배 확장한 새로운 DFD 설계를 제안한다. 구체적으로, 주파수 판별 대역을 기존 2-6GHz에서 2-18GHz로 4배 확장함에 따라 주파수 판별 정확도를 높이기 위해 DFD 내의 지연선 수가 증가되고, 이에 따른 주파수 추정 연산량이 증가되는데, 본 논문에서는 이러한 2-18GHz 대역 주파수 판별을 위해 보다 효율적인 주파수 추정 알고리즘을 제안한다. 특히, 제안하는 주파수 추정 방법에서는 기존 방법인 위상 펼침 기법을 기반으로 펼친 위상의 후보군을 만들되, 각 지연선에서 발생할 수 있는 위상 잡음을 미리 추정하여, 적절한 펼친 위상 후보군을 선택하는 새로운 주파수 후보군 선택 방법을 제안한다. 이렇게 선택된 위상 후보군만을 최소자승 기법에 적용하여 주파수를 추정함으로써, 결과적으로 기존 DFD의 주파수 추정에 비해 연산량을 줄일 수 있다. 끝으로, 제안한 DFD에 대한 주파수 변별 방법을 비교 분석하고, 시뮬레이션을 통해 제안된 방법의 주파수 판별 성능을 검증한다.

• Journal of the Korean Statistical Society
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• 제8권1호
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• pp.23-36
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• 1979

In the multiple linear regression model a class of weighted least absolute error estimaters, which minimize the sum of weighted absolute residuals, is proposed. It is shown that the weighted least absolute error estimators with Wilcoxon scores are equivalent to the Koul's Wilcoxon type estimator. Therefore, the asymptotic efficiency of the proposed estimator with Wilcoxon scores relative to the least squares estimator is the same as the Pitman efficiency of the Wilcoxon test relative to the Student's t-test. To find the estimates the iterative weighted least squares method suggested by Schlossmacher is applicable.

• 한국가스학회지
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• 제10권4호
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• pp.29-33
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• 2006

화학공정 설계에서 공정의 위험성 판단은 중요한 부분이다. 실제 화학공정에 사용되는 가연성 물질의 화재 및 폭발 위험성을 판단하는 인화점에 대한 예측은 그 방법 중의 하나이다. 본 연구에서는 2성분계 가연성 물질의 인화점에 대한 실험 자료를 이용하여 다변량 통계 분석법(partial least squares(PLS), quadratic partial least squares(QPLS))을 이용하여 2성분계 혼합물의 인화점을 예측하였고, 기존의 Raoult의 법칙과 Van Laar 식에 의한 예측값과 비교해 보았다.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2002년도 하계학술대회 논문집 D
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• pp.2216-2218
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• 2002

A system identification is to measure the output in the presence of a adequate input for the controlled system and to estimate the mathematical model in the basic of input output data. In the system identification, it is possible to estimate the true parameter values by the adjusted least squares method in the input-output case of no observed noise, and it is possible to estimate the true parameter values by the total least squares method in the input-output case with the observed noise. In recent the adjusted least squares method is suggested as a consistent estimation method in the system identification not with the observed noise input but with the observed noise output. In this paper we have developed the adjusted least squares method from the least squares method and have made certain of the efficiency in comparing the estimating results with the generating data by the computer simulations.

• Journal of the Korean Data and Information Science Society
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• 제14권2호
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• pp.337-343
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• 2003

In this paper we present the prediction interval estimation method using bootstrap method for least squares support vector machine(LS-SVM) regression, which allows us to perform even nonlinear regression by constructing a linear regression function in a high dimensional feature space. The bootstrap method is applied to generate the bootstrap sample for estimation of the covariance of the regression parameters consisting of the optimal bias and Lagrange multipliers. Experimental results are then presented which indicate the performance of this algorithm.

• Communications for Statistical Applications and Methods
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• 제18권6호
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• pp.817-835
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• 2011

The moment(MM) and least squares(LS) estimations of the parameters are derived for the Pareto distribution in the presence of outliers. Further, we have derived a mixture method(MIX) of estimations with MM and LS that shows that the MIX is more efficient. In the final section we have given an example of actual data from a medical insurance company.

• Journal of the Korean Data and Information Science Society
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• 제10권1호
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• pp.193-198
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• 1999

The estimation of parameters in regression models with multiplicative errors is usually based on the gamma or log-normal likelihoods. Under reciprocal misspecification, we compare the small sample efficiencies of two sets of estimators via a Monte Carlo study. We further consider the case where the errors are a random sample from a Weibull distribution. We compute the asymptotic relative efficiency of quasi-likelihood estimators on the original scale to least squares estimators on the log-transformed scale and perform a Monte Carlo study to compare the small sample performances of quasi-likelihood and least squares estimators.

• Communications for Statistical Applications and Methods
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• 제3권2호
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• pp.299-307
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• 1996

This article is concerned with the algorithms for the least median of squares estimator. An algorithm based on the $L{\infty}$ .inf.-estimation procedure is proposed in an attempt to improve the optimality of the estimate. And it is shown that the proposed algorithm yields more optimal estimate than the traditional resampling algorithms. The proposed algorithm employs a linear scaling transformation at each iteration of the$L{\infty}$-algorithm to deal with its computational inefficiency problem.

• 한국시뮬레이션학회:학술대회논문집
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• 한국시뮬레이션학회 1992년도 제2회 정기총회 및 추계학술 발표회 발표논문 초록
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• pp.6-6
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• 1992

This work deals with nonlinear least squares method for estimating unknown universial constants C in a computer simulation code real experimental data(or database) and computer simulation data. The best linear unbiased predictor based on a spatial statistical model is fitted from the computer simulation data. Then nonlinear least squares estimation method is applied to the real data using the fitted prediction model(or simulation predictor) as if it were the true simulation model. An application to the computational nuclear fusion device is presented.