• 제목/요약/키워드: multivariate location parameter

검색결과 6건 처리시간 0.02초

ROBUST $L_{p}$-NORM ESTIMATORS OF MULTIVARIATE LOCATION IN MODELS WITH A BOUNDED VARIANCE

  • Georgly L. Shevlyakov;Lee, Jae-Won
    • 한국수학교육학회지시리즈B:순수및응용수학
    • /
    • 제9권1호
    • /
    • pp.81-90
    • /
    • 2002
  • The least informative (favorable) distributions, minimizing Fisher information for a multivariate location parameter, are derived in the parametric class of the exponential-power spherically symmetric distributions under the following characterizing restrictions; (i) a bounded variance, (ii) a bounded value of a density at the center of symmetry, and (iii) the intersection of these restrictions. In the first two cases, (i) and (ii) respectively, the least informative distributions are the Gaussian and Laplace, respectively. In the latter case (iii) the optimal solution has three branches, with relatively small variances it is the Gaussian, them with intermediate variances. The corresponding robust minimax M-estimators of location are given by the $L_2$-norm, the $L_1$-norm and the $L_{p}$ -norm methods. The properties of the proposed estimators and their adaptive versions ar studied in asymptotics and on finite samples by Monte Carlo.

  • PDF

붓스트랩을 활용한 최적 절사공간중위수 추정량 (A Trimmed Spatial Median Estimator Using Bootstrap Method)

  • 이동희;정병철
    • 응용통계연구
    • /
    • 제23권2호
    • /
    • pp.375-382
    • /
    • 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.

A Resetting Scheme for Process Parameters using the Mahalanobis-Taguchi System

  • Park, Chang-Soon
    • 응용통계연구
    • /
    • 제25권4호
    • /
    • pp.589-603
    • /
    • 2012
  • Mahalanobis-Taguchi system(MTS) is a statistical tool for classifying the normal group and abnormal group in multivariate data structures. In addition to the classification itself, the MTS uses a method for selecting variables useful for the classification. This method can be used efficiently especially when the abnormal group data are scattered without a specific directionality. When the feedback adjustment procedure through the measurements of the process output for controlling process input variables is not practically possible, the reset procedure can be an alternative one. This article proposes a reset procedure using the MTS. Moreover, a method for identifying input variables to reset is also proposed by the use of the contribution. The identification of the root-cause parameters using the existing dimension-reduced contribution tends to be difficult due to the variety of correlation relationships of multivariate data structures. However, it became possible to provide an improved decision when used together with the location-centered contribution and the individual-parameter contribution.

Assessment of Water Quality using Multivariate Statistical Techniques: A Case Study of the Nakdong River Basin, Korea

  • Park, Seongmook;Kazama, Futaba;Lee, Shunhwa
    • Environmental Engineering Research
    • /
    • 제19권3호
    • /
    • pp.197-203
    • /
    • 2014
  • This study estimated spatial and seasonal variation of water quality to understand characteristics of Nakdong river basin, Korea. All together 11 parameters (discharge, water temperature, dissolved oxygen, 5-day biochemical oxygen demand, chemical oxygen demand, pH, suspended solids, electrical conductivity, total nitrogen, total phosphorus, and total organic carbon) at 22 different sites for the period of 2003-2011 were analyzed using multivariate statistical techniques (cluster analysis, principal component analysis and factor analysis). Hierarchical cluster analysis grouped whole river basin into three zones, i.e., relatively less polluted (LP), medium polluted (MP) and highly polluted (HP) based on similarity of water quality characteristics. The results of factor analysis/principal component analysis explained up to 83.0%, 81.7% and 82.7% of total variance in water quality data of LP, MP, and HP zones, respectively. The rotated components of PCA obtained from factor analysis indicate that the parameters responsible for water quality variations were mainly related to discharge and total pollution loads (non-point pollution source) in LP, MP and HP areas; organic and nutrient pollution in LP and HP zones; and temperature, DO and TN in LP zone. This study demonstrates the usefulness of multivariate statistical techniques for analysis and interpretation of multi-parameter, multi-location and multi-year data sets.

다변량 통계분석을 이용한 준분포형 유출모형 매개변수 지역화 (Parameter Regionalization of Semi-Distributed Runoff Model Using Multivariate Statistical Analysis)

  • 이병주;정일원;배덕효
    • 한국수자원학회논문집
    • /
    • 제42권2호
    • /
    • pp.149-160
    • /
    • 2009
  • 본 연구에서는 미계측유역에 대한 준분포형 강우-유출모형을 적용하기 위한 방법으로 두 개의 다변량 통계기법인 주성분분석과 계층적 군집분석을 연계한 매개변수 지역화 기법을 제안하였다. 109개 중권역 유역에 대해 7개 유역특성인자(유역면적, 평균표고, 평균경사, 산림면적비, 포화토양수분량, 포장용수량, 영구위조점)를 추출하였으며 주성분분석을 수행한 결과 제1, 2 성분이 전체자료의 82.11%를 설명하는 것으로 나타났다. 제1성분은 유역위치, 제2성분은 유역규모와 관계가 있는 것으로 분석되었으며 이들 성분점수로부터 군집분석을 이용하여 103개 미계측유역을 6개 계측유역으로 분류한 결과 괴산댐 23개, 안동댐 6개, 임하댐 5개, 합천댐 21개, 용담댐 4개, 섬진강댐 44개의 미계측 유역을 포함하는 것으로 나타났다. 유출모형은 SWAT 모형을 선정하였으며 6개 계측유역에 대한 매개변수를 추정하였다. 매개변수 지역화 결과의 적용성을 평가하기 위해 미계측유역으로 가정한 소양, 충주, 대청댐 상류유역에 대해 지역화된 매개변수를 이용하여 유출해석을 수행한 결과 모형효율성계수가 0.8 이상으로 관측치와 적합도가 매우 높게 나타났다. 이상의 결과로부터 다변량 통계분석을 이용한 유출매개변수 지역화 방법은 미계측유역의 유출모의시활용 가능함을 확인하였다.

Pretreatment Neutrophil/Lymphocyte Ratio as a Prognostic Aid in Colorectal Cancer

  • Ozdemir, Yavuz;Akin, Mehmet Levhi;Sucullu, Ilker;Balta, Ahmet Ziya;Yucel, Ergun
    • Asian Pacific Journal of Cancer Prevention
    • /
    • 제15권6호
    • /
    • pp.2647-2650
    • /
    • 2014
  • Background: Colorectal cancers(CRC) are the third most common cancer in the western world, with surgery preferred for management of non-metastatic disease and post surgical treatment usually arranged according to the TNM staging system. However, there is still prognostic variation between patients who have the same stage. It is increasingly recognized that variations within disease course and clinical outcome in colorectal cancer patients are influenced by not only oncological characteristics of the tumor itself but also host response factors. Recent studies have shown correlation between the inflammatory response and clinical outcomes in various cancers. The neutrophil/lymphocyte ratio (NLR) has been described as a marker for immune response to various stimuli including cancer. Material-Methods: Two hundred eighty-one CRC patients were included in our retrospective analysis, separated into two groups according to a cut-off value for the NLR. Patient data including age, gender, vertical penetration, anatomic location, and differentiation of the tumor, TNM stage, survival rate, and disease-free survival were analyzed for correlations with the NLR. Results: Using ROC curve analysis, we determined a cut-off value of 2.2 for NLR to be best to discriminate between patient survival in the whole group. In univariate analysis, high pretreatment NLR (p=0.001, 95%CI 1.483-4.846), pathologic nodal stage (p<0.001, 95%CI 1.082-3.289) and advanced pathologic TNM stage (p<0.001, 95%CI 1.462-4.213) were predictive of shorter survival. In multivariate analysis, advanced pathologic TNM stage (p=0.001, 95%CI 1.303-26.542) and high pretreatment NLR (p=0.005, 95%CI 1.713-6.378) remained independently associated with poor survival. Conclusions: High pre-treatment NLR is a significant independent predictor of shorter survival in patients with colorectal cancer. This parameter is a simple, easily accessible laboratory value for identifying patients with poorer prognosis.