• Title/Summary/Keyword: minimum distance estimation

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M-Estimation Functions Induced From Minimum L$_2$ Distance Estimation

  • Pak, Ro-Jin
    • Journal of the Korean Statistical Society
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    • v.27 no.4
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    • pp.507-514
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    • 1998
  • The minimum distance estimation based on the L$_2$ distance between a model density and a density estimator is studied from M-estimation point of view. We will show that how a model density and a density estimator are incorporated in order to create an M-estimation function. This method enables us to create an M-estimating function reflecting the natures of both an assumed model density and a given set of data. Some new types of M-estimation functions for estimating a location and scale parameters are introduced.

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The Estimating Equations Induced from the Minimum Dstance Estimation

  • Pak, Ro-Jin
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.687-696
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    • 2003
  • This article presents a new family of the estimating functions related with minimum distance estimations, and discusses its relationship to the family of the minimum density power divergence estimating equations. Two representative minimum distance estimations; the minimum $L_2$ distance estimation and the minimum Hellinger distance estimation are studied in the light of the theory of estimating equations. Despite of the desirable properties of minimum distance estimations, they are not widely used by general researchers, because theories related with them are complex and are hard to be computationally implemented in real problems. Hopefully, this article would be a help for understanding the minimum distance estimations better.

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Reducing Bias of the Minimum Hellinger Distance Estimator of a Location Parameter

  • Pak, Ro-Jin
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.1
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    • pp.213-220
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    • 2006
  • Since Beran (1977) developed the minimum Hellinger distance estimation, this method has been a popular topic in the field of robust estimation. In the process of defining a distance, a kernel density estimator has been widely used as a density estimator. In this article, however, we show that a combination of a kernel density estimator and an empirical density could result a smaller bias of the minimum Hellinger distance estimator than using just a kernel density estimator for a location parameter.

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Minimum Hellinger Distance Estimation and Minimum Density Power Divergence Estimation in Estimating Mixture Proportions

  • Pak, Ro-Jin
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.1159-1165
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    • 2005
  • Basu et al. (1998) proposed a new density-based estimator, called the minimum density power divergence estimator (MDPDE), which avoid the use of nonparametric density estimation and associated complication such as bandwidth selection. Woodward et al. (1995) examined the minimum Hellinger distance estimator (MHDE), proposed by Beran (1977), in the case of estimation of the mixture proportion in the mixture of two normals. In this article, we introduce the MDPDE for a mixture proportion, and show that both the MDPDE and the MHDE have the same asymptotic distribution at a model. Simulation study identifies some cases where the MHDE is consistently better than the MDPDE in terms of bias.

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Minimum Distance Estimation Based On The Kernels For U-Statistics

  • Park, Hyo-Il
    • Journal of the Korean Statistical Society
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    • v.27 no.1
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    • pp.113-132
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    • 1998
  • In this paper, we consider a minimum distance (M.D.) estimation based on kernels for U-statistics. We use Cramer-von Mises type distance function which measures the discrepancy between U-empirical distribution function(d.f.) and modeled d.f. of kernel. In the distance function, we allow various integrating measures, which can be finite, $\sigma$-finite or discrete. Then we derive the asymptotic normality and study the qualitative robustness of M. D. estimates.

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Novel estimation based on a minimum distance under the progressive Type-II censoring scheme

  • Young Eun Jeon;Suk-Bok Kang;Jung-In Seo
    • Communications for Statistical Applications and Methods
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    • v.30 no.4
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    • pp.411-421
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    • 2023
  • This paper provides a new estimation equation based on the concept of a minimum distance between the empirical and theoretical distribution functions under the most widely used progressive Type-II censoring scheme. For illustrative purposes, simulated and real datasets from a three-parameter Weibull distribution are analyzed. For comparison, the most popular estimation methods, the maximum likelihood and maximum product of spacings estimation methods, are developed together. In the analysis of simulated datasets, the excellence of the provided estimation method is demonstrated through the degree of the estimation failure of the likelihood-based method, and its validity is demonstrated through the mean squared errors and biases of the estimators obtained from the provided estimation equation. In the analysis of the real dataset, two types of goodness-of-fit tests are performed on whether the observed dataset has the three-parameter Weibull distribution under the progressive Type-II censoring scheme, through which the performance of the new estimation equation provided is examined.

Efficient Similarity Search in Time Series Databases Based on the Minimum Distance (최단거리에 기반한 시계열 데이타의 효율적인 유사 검색)

  • 이상준;권동섭;이석호
    • Proceedings of the Korean Information Science Society Conference
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    • 2003.04a
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    • pp.533-535
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    • 2003
  • The Euclidean distance is sensitive to the absolute offsets of time sequences, so it is not a suitable similarity measure in terms of shape. In this paper. we propose an indexing scheme for efficient matching and retrieval of time sequences based on the minimum distance. The minimum distance can give a better estimation of similarity in shape between two time sequences. Our indexing scheme can match time sequences of similar shapes irrespective of their vortical positions and guarantees no false dismissals

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A Robust Estimation for the Composite Lognormal-Pareto Model

  • Pak, Ro Jin
    • Communications for Statistical Applications and Methods
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    • v.20 no.4
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    • pp.311-319
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    • 2013
  • Cooray and Ananda (2005) proposed a composite lognormal-Pareto model to analyze loss payment data in the actuarial and insurance industries. Their model is based on a lognormal density up to an unknown threshold value and a two-parameter Pareto density. In this paper, we implement the minimum density power divergence estimation for the composite lognormal-Pareto density. We compare the performances of the minimum density power divergence estimator (MDPDE) and the maximum likelihood estimator (MLE) by simulations and an example. The minimum density power divergence estimator performs reasonably well against various violations in the distribution. The minimum density power divergence estimator better fits small observations and better resists against extraordinary large observations than the maximum likelihood estimator.

A Fast Search Algorithm for Sub-Pixel Motion Estimation (부화소 움직임 추정을 위한 고속 탐색 기법)

  • Park, Dong-Kyun;Jo, Seong-Hyeon;Cho, Hyo-Moon;Lee, Jong-Hwa
    • Proceedings of the KIEE Conference
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    • 2007.04a
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    • pp.26-28
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    • 2007
  • The motion estimation is the most important technique in the image compression of the video standards. In the case of next generation standards in the video codec as H.264, a high compression-efficiency can be also obtained by using a motion compensation. To obtain the accurate motion search, a motion estimation should be achieved up to 1/2 pixel and 1/4 pixel uiuts. To do this, the computational complexity is increased although the image compression rate is increased. Therefore, in this paper, we propose the advanced sub-pixel block matching algorithm to reduce the computational complexity by using a statistical characteristics of SAD(Sum of Absolute Difference). Generally, the probability of the minimum SAD values is high when searching point is in the distance 1 from the reference point. Thus, we reduced the searching area and then we can overcome the computational complexity problem. The main concept of proposed algorithm, which based on TSS(Three Step Search) method, first we find three minimum SAD points which is in integer distance unit, and then, in second step, the optimal point is in 1/2 pixel unit either between the most minimum SAD value point and the second minimum SAD point or between the most minimum SAD value point and the third minimum SAD point In third step, after finding the smallest SAD value between two SAD values on 1/2 pixel unit, the final optimized point is between the most minimum SAD value and the result value of the third step, in 1/2 pixel unit i.e., 1/4 pixel unit in totally. The conventional TSS method needs an eight.. search points in the sub-pixel steps in 1/2 pixel unit and also an eight search points in 1/4 pixel, to detect the optimal point. However, in proposed algorithm, only total five search points are needed. In the result. 23 % improvement of processing speed is obtained.

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