• Title/Summary/Keyword: Density estimator

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Euclidian Distance Minimization of Probability Density Functions for Blind Equalization

  • Kim, Nam-Yong
    • Journal of Communications and Networks
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    • v.12 no.5
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    • pp.399-405
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    • 2010
  • Blind equalization techniques have been used in broadcast and multipoint communications. In this paper, two criteria of minimizing Euclidian distance between two probability density functions (PDFs) for adaptive blind equalizers are presented. For PDF calculation, Parzen window estimator is used. One criterion is to use a set of randomly generated desired symbols at the receiver so that PDF of the generated symbols matches that of the transmitted symbols. The second method is to use a set of Dirac delta functions in place of the PDF of the transmitted symbols. From the simulation results, the proposed methods significantly outperform the constant modulus algorithm in multipath channel environments.

Goodness-of-Fit Test Based on Smoothing Parameter Selection Criteria

  • Kim, Jong-Tae
    • Communications for Statistical Applications and Methods
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    • v.2 no.1
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    • pp.122-136
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    • 1995
  • The objective of this research is to investigate the problem of goodness-of-fit testing based on nonparametric density estimation with a data-driven smoothing parameter. The small and large sample properties of a new test statistic $\hat{\lambda_a}$ is investigated. The test statistic $\hat{\lambda_a}$ is itself a smoothing parameter which is selected to minimize an estimated MISE for a truncated series estimator of the comparison density function. Therefore, this test statistic leads immediately to a point estimate of the density function th the event that $H_0$ is rejected. The limiting distribution of $\hat{\lambda_a}$ is obtained under the null hypothesis. It is also shown that this test is consistent against fixed alternatives.

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Experimental Considerations in Tracking Control of HDD Dual Stage Actuator (HDD의 2단구동기를 이용한 트랙 추종 제어의 실험적 고찰)

  • Park, Sung-Joon;Park, No-Cheol;Yang, Hyun-Seok
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2000.11a
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    • pp.237-242
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    • 2000
  • The areal recording density of HDD(Hard Disk Drive) has been increasing by about 60% a year. In order to achieve high areal density, less track pitch is expected and more servo bandwidth is required. Dual stage actuator and servo controller for HDD have been suggested for achieving high track density as a possible solution. Dual-loop servo system is generally classified into a two-input-two-output system, but if we use an estimator for a two-input-two-output system, it can be converted into two input one output system. Since we can't control the dual stage servo system by the classical method, it requires a special technique; for example, Parallel Loop System, Master-Slave Loop System, Decoupled Master-Slave Loop System, and Dual Feedback Loop System. In this paper, we performed experimental evaluations of several types of control algorithm. Further experiments will be made in the future.

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Two-Sample Inference for Quantiles Based on Bootstrap for Censored Survival Data

  • Kim, Ji-Hyun
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.159-169
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    • 1993
  • In this article, we consider two sample problem with randomly right censored data. We propse two-sample confidence intervals for the difference in medians or any quantiles, based on bootstrap. The bootstrap version of two-sample confidence intervals proposed in this article is simple to apply and do not need the assumption of the shift model, so that for the non-shift model, the density estimation is not necessary, which is an attractive feature in small to moderate sized sample case.

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GOODNESS OF FIT TESTS BASED ON DIVERGENCE MEASURES

  • Pasha, Eynollah;Kokabi, Mohsen;Mohtashami, Gholam Reza
    • Journal of applied mathematics & informatics
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    • v.26 no.1_2
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    • pp.177-189
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    • 2008
  • In this paper, we have considered an investigation on goodness of fit tests based on divergence measures. In the case of categorical data, under certain regularity conditions, we obtained asymptotic distribution of these tests. Also, we have proposed a modified test that improves the rate of convergence. In continuous case, we used our modified entropy estimator [10], for Kullback-Leibler information estimation. A comparative study based on simulation results is discussed also.

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A Sharp Cramer-Rao type Lower-Bound for Median-Unbiased Estimators

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.187-198
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    • 1994
  • We derive a new Cramer-Rao type lower bound for the reciprocal of the density height of the median-unbiased estimators which improves most of the previous lower bounds and is attainable under much weaker conditions. We also identify useful necessary and sufficient condition for the attainability of the lower bound which is considerably weaker than those for the mean-unbiased estimators. It is shown that these lower bounds are attained not only for the family of continuous distributions with monotone likelihood ratio (MLR) property but also for the location and scale families with strong unimodal property.

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Stationary Bootstrap for U-Statistics under Strong Mixing

  • Hwang, Eunju;Shin, Dong Wan
    • Communications for Statistical Applications and Methods
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    • v.22 no.1
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    • pp.81-93
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    • 2015
  • Validity of the stationary bootstrap of Politis and Romano (1994) is proved for U-statistics under strong mixing. Weak and strong consistencies are established for the stationary bootstrap of U-statistics. The theory is applied to a symmetry test which is a U-statistic regarding a kernel density estimator. The theory enables the bootstrap confidence intervals of the means of the U-statistics. A Monte-Carlo experiment for bootstrap confidence intervals confirms the asymptotic theory.

GLOBAL MINIMA OF LEAST SQUARES CROSS VALIDATION FOR A SYMMETRIC POLYNOMIAL KEREL WITH FINITE SUPPORT

  • Jung, Kang-Mo;Kim, Byung-Chun
    • Journal of applied mathematics & informatics
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    • v.3 no.2
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    • pp.183-192
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    • 1996
  • The least squares cross validated bandwidth is the mini-mizer of the corss validation function for choosing the smooth parame-ter of a kernel density estimator. It is a completely automatic method but it requires inordinate amounts of computational time. We present a convenient formula for calculation of the cross validation function when the kernel function is a symmetric polynomial with finite sup-port. Also we suggest an algorithm for finding global minima of the crass validation function.

Exponential family of circular distributions

  • Kim, Sung-Su
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.6
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    • pp.1217-1222
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    • 2011
  • In this paper, we show that any circular density can be closely approximated by an exponential family of distributions. Therefore we propose an exponential family of distributions as a new family of circular distributions, which is absolutely suitable to model any shape of circular distributions. In this family of circular distributions, the trigonometric moments are found to be the uniformly minimum variance unbiased estimators (UMVUEs) of the parameters of distribution. Simulation result and goodness of fit test using an asymmetric real data set show usefulness of the novel circular distribution.

An Optimality Criterion for Median-unbiased Estimators

  • Sung, Nae-Kyung
    • Journal of the Korean Statistical Society
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    • v.19 no.2
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    • pp.176-181
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    • 1990
  • Sung [1990] presented an analogue of the classical Cramer-Rao inequality for median-unbiased estimators with continuous multivariate densities depending upon a vector parameter. In the process, diffusivity, a new dispersion measure relevant to median-unbiased estimators, was defined to be a function of median-unbiased estimator's density height. In this paper we shall elaborate these ideas by defining a second kind of diffusivity and discuss the role of model-unbiasedness in median-unbiased estimation in connection with this seconde kind of diffusivity. In addition, median-unbiased estimation will be compared to mean-unbiased estimation.

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