• 제목/요약/키워드: variance estimation

검색결과 733건 처리시간 0.025초

Classification Using Sliced Inverse Regression and Sliced Average Variance Estimation

  • Lee, Hakbae
    • Communications for Statistical Applications and Methods
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    • 제11권2호
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    • pp.275-285
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    • 2004
  • We explore classification analysis using graphical methods such as sliced inverse regression and sliced average variance estimation based on dimension reduction. Some useful information about classification analysis are obtained by sliced inverse regression and sliced average variance estimation through dimension reduction. Two examples are illustrated, and classification rates by sliced inverse regression and sliced average variance estimation are compared with those by discriminant analysis and logistic regression.

NONPARAMETRIC ESTIMATION OF THE VARIANCE FUNCTION WITH A CHANGE POINT

  • Kang Kee-Hoon;Huh Jib
    • Journal of the Korean Statistical Society
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    • 제35권1호
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    • pp.1-23
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    • 2006
  • In this paper we consider an estimation of the discontinuous variance function in nonparametric heteroscedastic random design regression model. We first propose estimators of the change point in the variance function and then construct an estimator of the entire variance function. We examine the rates of convergence of these estimators and give results for their asymptotics. Numerical work reveals that using the proposed change point analysis in the variance function estimation is quite effective.

Variance estimation of a double expanded estimator for two-phase sampling

  • Mingue Park
    • Communications for Statistical Applications and Methods
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    • 제30권4호
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    • pp.403-410
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    • 2023
  • Two-Phase sampling, which was first introduced by Neyman (1938), has various applications in different forms. Variance estimation for two-phase sampling has been an important research topic because conventional variance estimators used in most softwares are not working. In this paper, we considered a variance estimation for two-phase sampling in which stratified two-stage cluster sampling designs are used in both phases. By defining a conditionally unbiased estimator of an approximate variance estimator, which is calculable when all elements in the first phase sample are observed, we propose an explicit form of variance estimator of the double expanded estimator for a two-phase sample. A small simulation study shows the proposed variance estimator has a negligible bias with small variance. The suggested variance estimator is also applicable to other linear estimators of the population total or mean if appropriate residuals are defined.

THE CALIBRATED VARIANCE ESTIMATOR UNDER THE UNIT NONRESPONSE

  • Son, Chang-Kyoon;Hong, Ki-Hak;Lee, Gi-Sung
    • Journal of applied mathematics & informatics
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    • 제8권3호
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    • pp.975-987
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    • 2001
  • We treat the problem of variance estimation for the estimator of population total, which is derived from the calibration estimation procedure corresponding to the levels of auxiliary information under nonresponse situation. We develop the calibrated variance estimation procedure using the fact that the population total and variance as well as the sample total and variance of the auxiliary variable are known. We show that the proposed variance estimation procedure improves the $Lundst\ddot{o}rm$ and $S\ddot{a}rndal's$ (1999) procedure with respect to the variance and nonresponse bias reduction through the simulation study.

NOISE VARIANCE ESTIMATION OF SAR IMAGE IN LOG DOMAIN

  • Chitwong S.;Minhayenud S.;Intajag S.;Cheevasuvit F.
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2004년도 Proceedings of ISRS 2004
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    • pp.574-576
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    • 2004
  • Since variance of noise is important parameter for a noise filter to reduce noise in image and the performance of noise filter is dependent on estimated variance. In this paper, we apply additive noise variance estimation method to estimate variance of speckle noise of synthetic aperture radar (SAR) imagery. Generally, speckle noise is in multiplicative model, logarithmic transformation is then used to transform multiplicative model into additive model. Here, speckle noise is generally modeled as Gamma distribution function with different looks. The additive noise variance estimation is processed in log domain. The synthesis image and real image of SAR are implemented to test and confirm results and show that more accurate estimation can be achieved.

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Nonparametric Estimation of Discontinuous Variance Function in Regression Model

  • 강기훈;허집
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 추계 학술발표회 논문집
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    • pp.103-108
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    • 2002
  • We consider an estimation of discontinuous variance function in nonparametric heteroscedastic random design regression model. We first propose estimators of a change point and jump size in variance function and then construct an estimator of entire variance function. We examine the rates of convergence of these estimators and give results on their asymptotics. Numerical work reveals that the effectiveness of change point analysis in variance function estimation is quite significant.

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Unbiased Balanced Half-Sample Variance Estimation in Stratified Two-stage Sampling

  • Kim, Kyu-Seong
    • Journal of the Korean Statistical Society
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    • 제27권4호
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    • pp.459-469
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    • 1998
  • Balanced half sample method is a simple variance estimation method for complex sampling designs. Since it is simple and flexible, it has been widely used in large scale sample surveys. However, the usual BHS method overestimate the true variance in without replacement sampling and two-stage cluster sampling. Focusing on this point , we proposed an unbiased BHS variance estimator in a stratified two-stage cluster sampling and then described an implementation method of the proposed estimator. Finally, partially BHS design is explained as a tool of reducing the number of replications of the proposed estimator.

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Some Perspectives on Variance Estimation in Sampling with Probability Proportional to Size

  • Kim, Sun-Woong
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2005년도 춘계 학술발표회 논문집
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    • pp.233-238
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    • 2005
  • S${\"{a}}$rndal (1996) and Knottnerus (2003) had a critical look at the well known variance estimator of Sen (1953) and Yates and Grundy (1953) in probability proportional to size sampling. In this paper, we point out that although their approaches can avoid the difficulties in variance estimation with respect to the joint probabilities, there exist the disadvantages in practice. Also, we describe a sampling procedure available in statistical software that are useful for the variance estimation.

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평활 적합도 검정에서의 분산추정의 영향 (A Study On Variance Estimation in Smoothing Goodness-of-Fit Tests)

  • 윤용화;김종태;이우동
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.189-202
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    • 1998
  • 본 연구는 Rice 분산추정량을 사용한 기존의 평활 적합도 검정들에 있어서 Rice의 분산 추정량 보다 뛰어난 성질을 가지는 GSJS 추정량을 사용함으로 검정 통계량들에 대한 검정력에 미치는 영향을 조사하는데 그 목적을 둔다. 또한 분산의 값들의 변화가 진동수와 진폭에 따른 선형 모형에서의 검정력들에 미치는 영향을 관찰하였다.

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Methods and Techniques for Variance Component Estimation in Animal Breeding - Review -

  • Lee, C.
    • Asian-Australasian Journal of Animal Sciences
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    • 제13권3호
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    • pp.413-422
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    • 2000
  • In the class of models which include random effects, the variance component estimates are important to obtain accurate predictors and estimators. Variance component estimation is straightforward for balanced data but not for unbalanced data. Since orthogonality among factors is absent in unbalanced data, various methods for variance component estimation are available. REML estimation is the most widely used method in animal breeding because of its attractive statistical properties. Recently, Bayesian approach became feasible through Markov Chain Monte Carlo methods with increasingly powerful computers. Furthermore, advances in variance component estimation with complicated models such as generalized linear mixed models enabled animal breeders to analyze non-normal data.