• Communications for Statistical Applications and Methods
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• v.19 no.3
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• pp.333-344
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• 2012

We consider some statistical properties of the first order difference-based error variance estimator in nonparametric regression models with a single outlier. So far under an outlier(s) such difference-based estimators has been rarely discussed. We propose the first order difference-based estimator using the leave-one-out method to detect a single outlier and simulate the outlier detection in a nonparametric regression model with the single outlier. Moreover, the outlier detection works well. The results are promising even in nonparametric regression models with many outliers using some difference based estimators.

• Proceedings of the Korean Statistical Society Conference
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• 2002.11a
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• pp.327-332
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• 2002

Variance estimation for the regression estimator for a two-phase sample is investigated. A replication variance estimator with number of replicates equal to or slightly larger than the size of the second-phase sample is developed. In these cases, the proposed method is asymptotically equivalent to the full jackknife, but uses smaller number of replications.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1996.04a
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• pp.495-498
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• 1996

Regression model with nested error structure interval estimations about variability on different stages are proposed. This article derives an approximate confidence interval on the variance in the first stage and an exact confidence interval on the variance in the second stage in two stage regression model. The approximate confidence interval is based on Ting et al. (1990) method. Computer simulation is provided to show that the approximate confidence interval maintains the stated confidence coefficient.

• Communications for Statistical Applications and Methods
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• v.3 no.2
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• pp.29-36
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• 1996

In regression model with nested error structure interval estimations about variability on different stages are proposed. This article derives an approximate confidence interval on the variance in the first stage and an exact confidence interval on the variance in the second stage in two stage regression model. The approximate confidence interval is vased on Ting et al. (1990) method. Computer simulation is procided to show that the approximate confidence interval maintains the stated confidence coeffient.

• The Korean Journal of Applied Statistics
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• v.30 no.2
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• pp.259-269
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• 2017

Due to the nonnegativity of variance, most of nonparametric estimations of discontinuous variance function have used the Nadaraya-Watson estimation with residuals. By the modification of Chen et al. (2009) and Yu and Jones (2004), Huh (2014, 2016a) proposed the estimators of the log-variance function instead of the variance function using the local linear estimator which has no boundary effect. Huh (2016b) estimated the variance function using the adjusted squared residuals by the estimated jump size in the discontinuous variance function. In this paper, we propose an estimator of the discontinuous log-variance function using the local linear estimator with the adjusted log-squared residuals by the estimated jump size of log-variance function like Huh (2016b). The numerical work demonstrates the performance of the proposed method with simulated and real examples.

• The KIPS Transactions:PartB
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• v.13B no.3 s.106
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• pp.205-214
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• 2006

Texts in images have significant and detailed information about the scenes, and if we can automatically detect and recognize those texts in real-time, it can be used in various applications. In this paper, we propose a new text detection method that can find texts from the various camera-captured images and propose a text segmentation method from the detected text regions. The detection method proposes color variance as a detection feature in RGB color space, and the segmentation method suggests an improved K-means color clustering in RGB color space. We have tested the proposed methods using various kinds of document style and natural scene images captured by digital cameras and mobile-phone camera, and we also tested the method with a portion of ICDAR[1] contest images.

• Journal of the Institute of Electronics and Information Engineers
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• v.50 no.7
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• pp.216-224
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• 2013

The within-class variance of Otsu's method is moderate but improper in expressing class statistical distributions. Otsu's method uses a variance to represent the distribution of each class. The variance utilizes a distance square from the mean to a data. This process is not proper in denoting a real class statistical distribution because of the distance square. In this paper, to express more exact class statistical distributions, the within-class standard deviation as a criterion for threshold selection is proposed and then the optimal threshold is determined by minimizing it. In order to have validity, it is shown through the experimental results that the proposed method was more superior to the counterparts.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.181-192
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• 2016

We consider several methods to approximate option prices with correction terms to the Black-Scholes option price. These methods are able to compute option prices from various risk-neutral distributions using relatively small data and simple computation. In this paper, we compare the performance of Edgeworth expansion, A-type and C-type Gram-Charlier expansions, a method of using Normal inverse gaussian distribution, and an asymptotic method of using nonlinear regression through simulation experiments and real KOSPI200 option data. We assume the variance gamma model in the simulation experiment, which has a closed-form solution for the option price among the pure jump $L{\acute{e}}vy$ processes. As a result, we found that methods to approximate an option price directly from the approximate price formula are better than methods to approximate option prices through the approximate risk-neutral density function. The method to approximate option prices by nonlinear regression showed relatively better performance among those compared.

• Journal of Korea Society of Industrial Information Systems
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• v.8 no.1
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• pp.18-25
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• 2003

In this Paper, we propose a dissolve detection method based on video editing model. Our method consists of two steps In the first step, the candidate regions are found by using the first md second derivative of a variance curve. In a variance curve, a dissolve presents a parabola that is downward convex. Therefore the parabola is found as a candidate region for a dissolve. In the second step, the candidate region is verified for a dissolve region. In each candidate region, a variance at a valley of the parabola corresponding to dissolve is estimated and then the candidate region is verified by using estimated valley's variance. The valley's variance is determined by neighbor scene variances, so proposed method is adaptive to detect dissolve with various variances. Experiment results on video of various content types are reported and validated.

• International Journal of Reliability and Applications
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• v.2 no.2
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• pp.131-135
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• 2001

Two general methods of construction leading to several series of universally optimal block designs for complete diallel crosses are provided in this paper. A method of constructing variance balance designs is also given.