• Journal of the Korean Statistical Society
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• v.33 no.4
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• pp.435-447
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• 2004

In additive nonparametric regression, Linton and Nielsen (1995) showed that the marginal integration when applied to the local linear smoother produces a rate-optimal estimator of each univariate component function for the case where the dimension of the predictor is two. In this paper we give new formulas for the bias and variance of the marginal integration regression estimators which are valid for boundary areas as well as fixed interior points, and show the local linear marginal integration estimator is in fact rate-optimal when the dimension of the predictor is less than or equal to four. We extend the results to the case of the local polynomial smoother, too.

• The Korean Journal of Applied Statistics
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• v.34 no.2
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• pp.279-293
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• 2021

In this paper, we introduce how to construct sufficient conditions for the oracle property in penalized linear regression model. We give formal definitions of the oracle estimator, penalized estimator, oracle penalized estimator, and the oracle property of the oracle estimator. Based on the definitions, we present a unified way of constructing optimality conditions for the oracle property and sufficient conditions for the optimality conditions that covers most of the existing penalties. In addition, we present an illustrative example and results from the numerical study.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.46 no.2
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• pp.46-52
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• 2009

In this paper, the timing estimator based on the principle of the best linear unbiased estimator (BLUE) is proposed in OFDMA uplink systems. The proposed timing estimator exploits the phase information of the differential correlation between adjacent subcarriers. The differential correlation can extract the information about timing offset and mitigate the distortion of the signal caused by the frequency selectivity of channel. Compared with conventional methods, the proposed estimator shows more accurate capability in estimation. In addition, the estimator is hardly affected by the distortion caused by the frequency selectivity of channel. Simulation results confirm that the proposed estimator shows a small error mean and a relatively small error variance. In addition, the performance of the estimator is evaluated by means of SNR loss. It is shown by simulations that the SNR loss of the proposed estimator by estimation errors is less than 0.4 dB for the SNR values between 0 and 20 dB. This might indicate that the proposed estimator is suitable for the timing synchronization of multiple users in OFDMA uplink systems.

• Journal of Biomedical Engineering Research
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• v.5 no.2
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• pp.133-142
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• 1984

The EMG signal can be considered as a signal source that expresses the intention of man because it is a electrical signal generated when the man contracts muscles. For proportional control of prostheses, the control signal proportional to the mousle contraction level must be estimated. Typically a foul-wave rectifier and low-pass filter are used to estimate the proportional control signal from the EMG signal. In this paper, it is proposed to use a logarithmic transformation and a linear minimum mean square error estimator. A logarithmic transformation maps the myoelectric signal into an additive control signal-plus-noise domain and the Kalman filter is used to estimate the control signal as a linear minimum mean square error estimator. The performance of this estimator is verified by the computer simulation and the estimator is applied to the EMG obtained from the biceps brachii muscle of normal subjects.

• Journal of the Korean Statistical Society
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• v.27 no.3
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• pp.319-329
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• 1998

In the linear regression model with an autocorrelated disturbances, the Cochrane-Orcutt estimator (COE) is a well known alternative to the Generalized Least Squares estimator (GLSE). The efficiency of COE has been studied empirically in a Monte Carlo study when the unknown parameters are estimated by maximum likelihood method. In this paper, it is theoretically proved that the COE is shown to be inferior to the GLSE. The comparisons are based on the difference of corresponding information matrices or the ratio of their determinants.

• Communications for Statistical Applications and Methods
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• v.11 no.3
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• pp.583-595
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• 2004

For the Korean Economically Active Population Survey(EAPS), we consider the composite estimator based on logistic regression model to estimate the unemployment rate for small areas(Si/Gun). Also, small area estimation technique based on hierarchical generalized linear model is proposed to include the random effect which reflect the characteristic of the small areas. The proposed estimation techniques are applied to real domestic data which is from the Korean EAPS of Choongbuk. The MSE of these estimators are estimated by Jackknife method, and the efficiencies of small area estimators are evaluated by the RRMSE. As a result, the composite estimator based on logistic model is much more efficient than others and it turns out that the composite estimator can produce the reliable estimates under the current EAPS system.

• Communications for Statistical Applications and Methods
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• v.27 no.5
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• pp.511-521
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• 2020

In this paper, a partially linear multivariate model with error in the explanatory variable of the nonparametric part, and an m dimensional response variable is considered. Using the uniform consistency results found for the estimator of the nonparametric part, we derive an estimator of the parametric part. The dependence of the convergence rates on the errors distributions is examined and demonstrated that proposed estimator is asymptotically normal. In main results, both ordinary and super smooth error distributions are considered. Moreover, the derived estimators are applied to the economic behaviors of consumers. Our method handles contaminated data is founded more effectively than the semiparametric method ignores measurement errors.

• Communications for Statistical Applications and Methods
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• v.23 no.1
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• pp.47-55
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• 2016

Stratified cluster sampling has been widely used for effective parameter estimations due to reductions in time and cost. The probability proportional to size (PPS) sampling method is used when the number of cluster element are significantly different. However, simple random sampling (SRS) is commonly used for simplicity if the number of cluster elements are almost the same. Also it is known that the ratio estimator produces a good performance when the total number of population elements is known. However, the two stage cluster estimator should be used if the total number of elements in population is neither known nor accurate. In this study we suggest a composite estimator by combining the ratio estimator and the two stage cluster estimator to obtain a better estimate under a certain population circumstance. Simulation studies are conducted to compare the superiority of the suggested estimator with two other estimators.

• IEIE Transactions on Smart Processing and Computing
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• v.3 no.1
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• pp.35-39
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• 2014

This paper proposes a Modified Minimum Mean Square Error (M-MMSE) estimator for an Orthogonal Frequency Division Multiplexing (OFDM) System over fast fading Rayleigh channel. The proposed M-MMSE estimator considered the effects of the efficient placement of pilots based on the channel energy distribution. The pilot symbols were placed in a non-linear manner according to the density of the channel energy. Comparative analysis of the MMSE estimator for a comb-type pilot arrangement and M-MMSE estimator for the proposed pilot insertion scheme revealed significant performance improvement of the M-MMSE estimator over the MMSE estimator.

• Communications for Statistical Applications and Methods
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• v.22 no.6
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• pp.531-542
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• 2015

In this survey, we use the normal linear model to demonstrate the use of the linear Bayes method. The superiorities of linear Bayes estimator (LBE) over the classical UMVUE and MLE are established in terms of the mean squared error matrix (MSEM) criterion. Compared with the usual Bayes estimator (obtained by the MCMC method) the proposed LBE is simple and easy to use with numerical results presented to illustrate its performance. We also examine the applications of linear Bayes method to some other distributions including two-parameter exponential family, uniform distribution and inverse Gaussian distribution, and finally make some remarks.