• Communications for Statistical Applications and Methods
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• 제12권1호
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• pp.149-167
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• 2005

The minimum disparity estimators introduced by Lindsay and Basu (1994) are studied empirically. An extensive simulation in this paper provides a location estimate of the small sample and supplies empirical evidence of the estimator performance for the univariate contaminated normal model. Empirical results show that the minimum generalized negative exponential disparity estimator (MGNEDE) obtains high efficiency for small sample sizes and dominates the maximum likelihood estimator (MLE) and the minimum blended weight Hellinger distance estimator (MBWHDE) with respect to efficiency at the contaminated model.

• Communications for Statistical Applications and Methods
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• 제22권6호
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• pp.543-556
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• 2015

We present a survey of contributions that defined the nature and extent of robust statistics for the last 50 years. From the pioneering work of Tukey, Huber, and Hampel that focused on robust location parameter estimation, we presented various generalizations of these estimation procedures that cover a wide variety of models and data analysis methods. Among these extensions, we present linear models, clustered and dependent observations, times series data, binary and discrete data, models for spatial data, nonparametric methods, and forward search methods for outliers. We also present the current interest in robust statistics and conclude with suggestions on the possible future direction of this area for statistical science.

• Journal of the Korean Statistical Society
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• 제18권2호
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• pp.118-124
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• 1989

In the one-way random effect model, we often estimate the variance components by the ANOVA method and then estimate the population mean. Whe there are only two distint group sizes, the conventional mean estimator is represented as a weighted average of two normal means with weights being the function of variance component estimators. In this paper, we will study a method which can compute the exact variance of the mean estimator when we set the negative variance component estimate to zero.

• 응용통계연구
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• 제23권2호
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• pp.375-382
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• 2010

본 논문에서는 다변량 자료의 위치모수에 대한 로버스트 추정량으로 공간중위수에 대한 절사 추정량을 제안하였다. 최적절사율은 붓스트랩 방법을 이용하여 결정하였으며, 이중붓스트랩을 활용하여 추정된 절사공간중위수의 공분산행렬을 추정하였다. 모의실험 결과 붓스트랩 방법에 의한 절사공간중위수는 자료가 다변량 코시분포를 따르는 경우 기존 공간중위수에 비하여 작은 평균제곱오차를 보여 효율적인 추정량으로 나타났다. 아울러 이중붓스트랩을 이용한 절사추정량의 공분산행렬 추정량은 단순붓스트랩 방법에 의하여 추정된 공분산행렬이 갖는 과소추정의 문제를 해결하는 방법으로 나타났다.

• Transactions on Control, Automation and Systems Engineering
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• 제2권4호
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• pp.228-234
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• 2000

The aim of the work is to present a new method of estimating the existence of a mass unbalance and mass unbalance under a crack on a rotating shaft. This is an advanced new method for the detection of a mass unbalance and a new way to estimate the position of it under crack influence. As the first step, the shaft is physically modelled with a finite element method and the dynamic mathematical model is derived by using the Hamilton principle; thus, the system is represented by various subsystems. The equation of motion of the shaft with a mass unbalance and a crack are established by adapting the local mass unbalance and the stiffness change. this is a reference system for the given system. Based on a model for transient behavior induced from vabrations measured at the bearings, an elementary Estimator is designed to detect mass unblance on the shaft. Using the Estimator, a bank of the Estimator is established to estimate the estimate the position of the mass unbalance and arranged at a certain location on the shaft. The informations for the given system are the measurements of bearing displacements and velocity.

• Communications for Statistical Applications and Methods
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• 제16권6호
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• pp.989-995
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• 2009

Basu et al. (1998) proposed the minimum divergence estimating method which is free from using the painful kernel density estimator. Their proposed class of density power divergences is indexed by a single parameter $\alpha$ which controls the trade-off between robustness and efficiency. In this article, (1) we introduce a new large class the minimum squared distance which includes from the minimum Hellinger distance to the minimum $L_2$ distance. We also show that under certain conditions both the minimum density power divergence estimator(MDPDE) and the minimum squared distance estimator(MSDE) are asymptotically equivalent and (2) in finite samples the MDPDE performs better than the MSDE in general but there are some cases where the MSDE performs better than the MDPDE when estimating a location parameter or a proportion of mixed distributions.

• ETRI Journal
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• 제22권4호
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• pp.1-12
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• 2000

Designing a reliable multicast-based network that scales to the size of a multicast group member is difficult because of the diversity of user demands. The loss inferences of internal nodes by end-to-end measurements do not require the use of complete statistics because of the use of maximum likelihood estimation. These schemes are very efficient and the inferred value converges fast to its true value. In the theoretical analysis, internal delay estimation is possible but the analysis is very complex due to the continuity property of the delay. In this paper, we propose the use of a bottleneck location estimator. This can overcome the analytical difficulty of the delay estimation using the power spectrum of the packet interarrival time as the performance metric. Both theoretical analysis and simulation results show that the proposed scheme can be used for bottleneck location inference of internal links in scalable multicasting.

• Communications for Statistical Applications and Methods
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• 제26권2호
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• pp.91-102
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• 2019

In this paper, we propose a new estimation method based on a weighted linear regression framework to obtain some estimators for unknown parameters in a two-parameter Rayleigh distribution under a progressive Type-II censoring scheme. We also provide unbiased estimators of the location parameter and scale parameter which have a nuisance parameter, and an estimator based on a pivotal quantity which does not depend on the other parameter. The proposed weighted least square estimator (WLSE) of the location parameter is not dependent on the scale parameter. In addition, the WLSE of the scale parameter is not dependent on the location parameter. The results are compared with the maximum likelihood method and pivot-based estimation method. The assessments and comparisons are done using Monte Carlo simulations and real data analysis. The simulation results show that the estimators ${\hat{\mu}}_u({\hat{\theta}}_p)$ and ${\hat{\theta}}_p({\hat{\mu}}_u)$ are superior to the other estimators in terms of the mean squared error (MSE) and bias.

• 대한교통학회지
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• 제18권5호
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• pp.57-67
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• 2000

본 논문에서는 추종 모형을 이용한 미시 교통류 시뮬레이션 모형(DETSIM)과 현장 조사 자료를 이용하여 단속류에서 링크의 통행시간을 추정하는 2개의 모형을 개발하였다. 2개의 모형은 통행시간과 교통변수가 가지는 비선형성에 적합하도록 퍼지논리 제어기를 이용하고 있다. 시뮬레이션의 수행결과와 현장 조사에 의하면 검지기로부터 발생하는 교통량, 점유율, 속도 자료중 링크의 통행시간을 가장 잘 반영하는 것은 점유율이며, 지점속도와 교통량은 부분적으로 통행시간에 대한 설명력을 가진다. 그러나, 통행시간을 추정하는데 적용되는 교통량, 점유율 및 지점속도는 동일한 교통상황에 대해서도 검지기의 위치에 따라 다른 값을 가지게 된다 본 연구에서는 이러한 문제를 극복하기 위한 2개의 통행시간 추정 모형을 개발하였으며. 이것은 교통량과 점유율을 이용하여 통행시간을 추정하는 모형(FETSYO)과 검지기로부터 발생되는 점유율과 지점속도를 이용하여 통행속도를 추정하는 모형(FETTOS)으로 구분된다. FETSVO모형은 이식성이 뛰어나며, FETTOS 모형은 신호주기와 녹색신호시간비 등의 자료가 요구되나, 통행시간을 직접추정하고 통행시간에 민감한 자료에 의하기 때문에 FETSVO모형보다 우수한 것으로 나타났다.

• Journal of the Korean Data and Information Science Society
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• 제9권2호
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• pp.203-209
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• 1998

By assuming a progressively censored sample, we propose the approximate maximum likelihood estimator (AMLE) of the location nd the scale parameters of the two-parameter normal distribution and obtain the asymptotic variances and covariance of the AMLEs. An example is given to illustrate the methods of estimation discussed in this paper.