• Journal of the Korean Statistical Society
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• v.15 no.2
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• pp.97-106
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• 1986

Assume that $X_1, X_2, \cdots, X_N$ are iid p-dimensional normal random vectors ($p \geq 3$) with unknown covariance matrix. The problem of estimating multivariate normal mean vector in an empirical Bayes situation is considered. Empirical Bayes estimators, obtained by Bayes treatmetn of the covariance matrix, are presented. It is shown that the estimators are minimax, each of which domainates teh maximum likelihood estimator (MLE), when the loss is nonsingular quadratic loss. We also derive approximate credibility region for the mean vector that takes advantage of the fact that the MLE is not the best estimator.

• Journal of the Korean Statistical Society
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• v.34 no.4
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• pp.345-366
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• 2005

This paper considers the cointegrating vector estimator in the error correction model with stationary covariates, which combines the stationary vector autoregressive model and the nonstationary error correction model. The cointegrating vector estimator is shown to follow the locally asymptotically mixed normal distribution. The variance of the estimator depends on the co­variate effect of stationary regressors, and the asymptotic efficiency improves as the magnitude of the covariate effect increases. An economic application of the money demand equation is provided.

• Journal of the Chungcheong Mathematical Society
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• v.26 no.1
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• pp.29-36
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• 2013

In the treatment of the sequential beta-protection procedure, we define the reasonable stopping time and investigate that for the stopping time Wijsman's requirements, coverage probability and beta-protection conditions, are satisfied in the estimation for the mean vector ${\mu}$ by the sample from the multivariate normal distributed population with unknown mean vector ${\mu}$ and a positive definite variance-covariance matrix ${\Sigma}$.

• Proceedings of the IEEK Conference
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• 2000.06c
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• pp.177-180
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• 2000

Recently, a feature extraction method based on decision boundary has been proposed for neural networks. The method is based on the fact that all the features necessary to achieve the same classification accuracy as in the original space can be obtained from the vectors normal to decision boundaries. However, the normal vector was estimated numerically. resulting in inaccurate estimation and a long computational time. In this paper. we propose a new method to calculate the normal vector analytically. Experiments show that the proposed method provides a better performance.

• Journal of Korea Multimedia Society
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• v.19 no.6
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• pp.1003-1013
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• 2016

This paper proposes a framework of superpixel-based vehicle detection method using plane normal vector in disparity space. We utilize two common factors for detecting vehicles: Hypothesis Generation (HG) and Hypothesis Verification (HV). At the stage of HG, we set the regions of interest (ROI) by estimating the lane, and track them to reduce computational cost of the overall processes. The image is then divided into compact superpixels, each of which is viewed as a plane composed of the normal vector in disparity space. After that, the representative normal vector is computed at a superpixel-level, which alleviates the well-known problems of conventional color-based and depth-based approaches. Based on the assumption that the central-bottom of the input image is always on the navigable region, the road and obstacle candidates are simultaneously extracted by the plane normal vectors obtained from K-means algorithm. At the stage of HV, the separated obstacle candidates are verified by employing HOG and SVM as for a feature and classifying function, respectively. To achieve this, we trained SVM classifier by HOG features of KITTI training dataset. The experimental results demonstrate that the proposed vehicle detection system outperforms the conventional HOG-based methods qualitatively and quantitatively.

• Communications for Statistical Applications and Methods
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• v.19 no.4
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• pp.517-526
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• 2012

In this paper a support vector method is proposed for use when the sample observations are contaminated by a normally distributed measurement error. The performance of deconvolution density estimators based on the support vector method is explored and compared with kernel density estimators by means of a simulation study. An interesting result was that for the estimation of kurtotic density, the support vector deconvolution estimator with a Gaussian kernel showed a better performance than the classical deconvolution kernel estimator.

• Communications for Statistical Applications and Methods
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• v.1 no.1
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• pp.33-40
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• 1994

The conditional expectation of a random variable in a multivariate normal random vector is a multiple linear regression on its predecessors. Using this fact, the least median of squares estimation method developed in a multiple linear regression is adapted to a multivariate data to identify influential observations. The resulting method clearly detect outliers and it avoids the masking effect.

• Journal of Integrative Natural Science
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• v.5 no.3
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• pp.186-189
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• 2012

For the mean vector of a p-variate normal distribution ($p{\geq}3$), the optimal estimation within the class of James-Stein type decision rules under the quadratic loss are given when the underlying distribution is that of a variance mixture of normals and when the norm ${\parallel}\underline{{\theta}}{\parallel}$ in known. It also demonstrated that the optimal estimation within the class of Lindley type decision rules under the same loss when the underlying distribution is the previous type and the norm ${\parallel}{\theta}-\overline{\theta}\underline{1}{\parallel}$ with $\overline{\theta}=\frac{1}{p}\sum\limits_{i=1}^{n}{\theta}_i$ and $\underline{1}=(1,{\cdots},1)^{\prime}$ is known.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.28 no.3
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• pp.238-244
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• 2004

To monitor the torque of an induction motor using current, the accurate identification of the motor parameters is very important. In this study, the motor parameters such as rotor resistance, stator and rotor leakage inductance, mutual inductance are estimated for torque monitoring and indirect vector control. Estimated parameters are used to monitor the torque of vector controlled induction motor without any speed measuring sensor. Stator current is measured to estimate the magnetizing current which is used to calculate flux linkage, rotor velocity and motor torque. From the experiments, the proposed method shows a good estimation of the motor parameters and torque under the normal rotational speed.

• Journal of Integrative Natural Science
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• v.6 no.4
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• pp.251-255
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• 2013

For the mean vector of a p-variate normal distribution ($p{\geq}4$), the optimal estimation within the class of modified James-Stein type decision rules under the quadratic loss is given when the underlying distribution is that of a variance mixture of normals and when the norm ${\parallel}{\theta}-\bar{\theta}1{\parallel}$ it known.