• Title/Summary/Keyword: linear estimator

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Piecewise Continuous Linear Density Estimator

  • Jang, Dae-Heung
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.959-968
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    • 2005
  • The piecewise linear histogram can be used as a simple and efficient tool for the density estimator. But, this piecewise linear histogram is discontinuous function. We suppose the piecewise continuous linear histogram as a simple and efficient tool for the density estimator and the alternative of the piecewise linear histogram.

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Sparse Design Problem in Local Linear Quasi-likelihood Estimator (국소선형 준가능도 추정량의 자료 희박성 문제 해결방안)

  • Park, Dong-Ryeon
    • The Korean Journal of Applied Statistics
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    • v.20 no.1
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    • pp.133-145
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    • 2007
  • Local linear estimator has a number of advantages over the traditional kernel estimators. The better performance near boundaries is one of them. However, local linear estimator can produce erratic result in sparse regions in the realization of the design and to solve this problem much research has been done. Local linear quasi-likelihood estimator has many common properties with local linear estimator, and it turns out that sparse design can also lead local linear quasi-likelihood estimator to erratic behavior in practice. Several methods to solve this problem are proposed and their finite sample properties are compared by the simulation study.

A POSTERIORI ERROR ESTIMATOR FOR LINEAR ELASTICITY BASED ON NONSYMMETRIC STRESS TENSOR APPROXIMATION

  • Kim, Kwang-Yeon
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.16 no.1
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    • pp.1-13
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    • 2012
  • In this paper we present an a posteriori error estimator for the stabilized P1 nonconforming finite element method of the linear elasticity problem based on a nonsymmetric H(div)-conforming approximation of the stress tensor in the first-order Raviart-Thomas space. By combining the equilibrated residual method and the hypercircle method, it is shown that the error estimator gives a fully computable upper bound on the actual error. Numerical results are provided to confirm the theory and illustrate the effectiveness of our error estimator.

Shifted Nadaraya Watson Estimator

  • Chung, Sung-S.
    • Communications for Statistical Applications and Methods
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    • v.4 no.3
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    • pp.881-890
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    • 1997
  • The local linear estimator usually has more attractive properties than Nadaraya-Watson estimator. But the local linear estimator gives bad performance where data are sparse. Muller and Song proposed Shifted Nadaraya Watson estimator which has treated data sparsity well. We show that Shifted Nadaraya Watson estimator has good performance not only in the sparse region but also in the dense region, through the simulation study. Ans we suggest the boundary treatment of Shifted Nadaraya Watson estimator.

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The local influence of LIU type estimator in linear mixed model

  • Zhang, Lili;Baek, Jangsun
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.465-474
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    • 2015
  • In this paper, we study the local influence analysis of LIU type estimator in the linear mixed models. Using the method proposed by Shi (1997), the local influence of LIU type estimator in three disturbance models are investigated respectively. Furthermore, we give the generalized Cook's distance to assess the influence, and illustrate the efficiency of the proposed method by example.

Implementation of Linear Motor Piston Amplitude Estimator Using Phase Lag Filter (위상지연필터를 이용한 리니어 모터 피스톤 진폭 추정기의 구현)

  • Oh, Joon-Tae;Kim, Gyu-Sik
    • Journal of the Institute of Electronics and Information Engineers
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    • v.50 no.4
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    • pp.212-218
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    • 2013
  • In this paper, a linear motor piston amplitude estimator using phase lag filter has been implemented. In order to control the cooling capability of a refrigerator or an air conditioner in which liner compressors are applied, the piston speed should be controlled. The piston speed control can be obtained by adjusting the frequency or the stroke of linear motors. The dynamic performance of linear compressors depends on how accurately the stroke or the piston amplitude is estimated. A linear motor piston amplitude estimator using phase lag filter is proposed and the superior performance of our estimator is verified via some simulation studies.

Finite-Sample, Small-Dispersion Asymptotic Optimality of the Non-Linear Least Squares Estimator

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.303-312
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    • 1995
  • We consider the following type of general semi-parametric non-linear regression model : $y_i = f_i(\theta) + \epsilon_i, i=1, \cdots, n$ where ${f_i(\cdot)}$ represents the set of non-linear functions of the unknown parameter vector $\theta' = (\theta_1, \cdots, \theta_p)$ and ${\epsilon_i}$ represents the set of measurement errors with unknown distribution. Under suitable finite-sample, small-dispersion asymptotic framework, we derive a general lower bound for the asymptotic mean squared error (AMSE) matrix of the Gauss-consistent estimator of $\theta$. We then prove the fundamental result that the general non-linear least squares estimator (NLSE) is an optimal estimator within the class of all regular Gauss-consistent estimators irrespective of the type of the distribution of the measurement errors.

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Least Mean Square Estimator for Motor Frequency Measurement Based on Linear Hall Sensor (선형 홀센서 기반의 모터 회전속도 측정을 위한 평균 최소 자승 추정기)

  • Choi, Ga-Hyoung;Ra, Won-Sang;Kwak, Ki-Seok;Yoon, Tae-Sung;Park, Jin-Bae
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.57 no.5
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    • pp.866-874
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    • 2008
  • Motor frequency can be measured by a hall sensor. Among the many hall sensors, a linear type hall sensor is good at high accuracy frequency measuring problem. However, in general, this linear type hall sensor has DC offset which can vary along sensor's operating voltage change. Therefore, In motor frequency measurement problem using the linear hall sensor, it needs an estimator that can estimate frequency and DC offset simultaneously. In this paper, we propose the least mean square estimator to estimate motor frequency. To verify its performance, we compare the LMS estimator with a commercial analog tachometer. Experimental results shows the proposed LMS estimator works well in varying frequency and stationary DC offset.

Bayes Estimation in a Hierarchical Linear Model

  • Park, Kuey-Chung;Chang, In-Hong;Kim, Byung-Hwee
    • Journal of the Korean Statistical Society
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    • v.27 no.1
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    • pp.1-10
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    • 1998
  • In the problem of estimating a vector of unknown regression coefficients under the sum of squared error losses in a hierarchical linear model, we propose the hierarchical Bayes estimator of a vector of unknown regression coefficients in a hierarchical linear model, and then prove the admissibility of this estimator using Blyth's (196\51) method.

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SOME PROPERTIES OF SIMEX ESTIMATOR IN PARTIALLY LINEAR MEASUREMENT ERROR MODEL

  • Meeseon Jeong;Kim, Choongrak
    • Journal of the Korean Statistical Society
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    • v.32 no.1
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    • pp.85-92
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    • 2003
  • We consider the partially linear model E(Y) : X$^{t}$ $\beta$+η(Z) when the X's are measured with additive error. The semiparametric likelihood estimation ignoring the measurement error gives inconsistent estimator for both $\beta$ and η(.). In this paper we suggest the SIMEX estimator for f to correct the bias induced by measurement error, and explore its properties. We show that the rational linear extrapolant is proper in extrapolation step in the sense that the SIMEX method under this extrapolant gives consistent estimator It is also shown that the SIMEX estimator is asymptotically equivalent to the semiparametric version of the usual parametric correction for attenuation suggested by Liang et al. (1999) A simulation study is given to compare two variance estimating methods for SIMEX estimator.