• Communications for Statistical Applications and Methods
• /
• v.23 no.1
• /
• pp.71-83
• /
• 2016

In this paper we discuss a deconvolution density estimator obtained using the support vector machines (SVM) and Tikhonov's regularization method solving ill-posed problems in reproducing kernel Hilbert space (RKHS). A remarkable property of SVM is that the SVM leads to sparse solutions, but the support vector deconvolution density estimator does not preserve sparsity as well as we expected. Thus, in section 3, we propose another support vector deconvolution estimator (method II) which leads to a very sparse solution. The performance of the deconvolution density estimators based on the support vector method is compared with the classical kernel deconvolution density estimator for important cases of Gaussian and Laplacian measurement error by means of a simulation study. In the case of Gaussian error, the proposed support vector deconvolution estimator shows the same performance as the classical kernel deconvolution density estimator.

• East Asian mathematical journal
• /
• v.5 no.1
• /
• pp.95-110
• /
• 1989

In a general variance component model, nonnegative quadratic estimators of the components of variance are considered which are invariant with respect to mean value translaion and have minimum bias (analogously to estimation theory of mean value parameters). Here the minimum is taken over an appropriate cone of positive semidefinite matrices, after having made a reduction by invariance. Among these estimators, which always exist the one of minimum norm is characterized. This characterization is achieved by systems of necessary and sufficient condition, and by a cone restricted pseudoinverse. In models where the decomposing covariance matrices span a commutative quadratic subspace, a representation of the considered estimator is derived that requires merely to solve an ordinary convex quadratic optimization problem. As an example, we present the two way nested classification random model. An unbiased estimator is derived for the mean squared error of any unbiased or biased estimator that is expressible as a linear combination of independent sums of squares. Further, it is shown that, for the classical balanced variance component models, this estimator is the best invariant unbiased estimator, for the variance of the ANOVA estimator and for the mean squared error of the nonnegative minimum biased estimator. As an example, the balanced two way nested classification model with ramdom effects if considered.

• Journal of the Korean Mathematical Society
• /
• v.44 no.4
• /
• pp.835-844
• /
• 2007

This paper considers the problem of estimating the error distribution function in nonparametric regression models. Sufficient conditions are given under which the kernel estimator of the error distribution function based on nonparametric residuals satisfies the law of iterated logarithm.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.22 no.7
• /
• pp.1468-1476
• /
• 1997

In mobile communication systems, the Reduced State Sequence Estimation(RSSE) receiver must be able to track changes in the channel. This is carried out by the adaptive channel estimator. However, when the tentative decisions are used in the channel estimator, incorrect decisions can cause error propagation. This paper presents a new channel estimator using the path history in the Viterbi decoder for preventing error propagation. The selection of the path history in the Viterbi decoder for preventing error propagation. The selection of the path history for the channel estimator depends on the path metric as in the decoding of the Viterbi decoder in RSSE. And a discussion on the channel estimator with different adaptation algorithms such as Least Mean Square(LMS) algorithm and Recursive Least Square(RLS) algorithm is provided. Results from computer simulations show that the RSSE receivers using the proposed channel estimator have better performance than the other conventional RSSE receiver, and that the channel estimator with RLS algorithm is adequate for multipath fading channel.

• Journal of the Korean Data and Information Science Society
• /
• v.17 no.2
• /
• pp.291-300
• /
• 2006

In this research, the performance of widely used Bayesian estimators such as Bayes estimator, empirical Bayes estimator, constrained Bayes estimator and constrained empirical Bayes estimator are compared by means of a measurement under balanced loss function for the typical normal-normal situation. The proposed measurement is a weighted sum of the precisions of first and second moments. As a result, one can gets the criterion according to the size of prior variance against the population variance.

• Survey Research
• /
• v.12 no.3
• /
• pp.49-62
• /
• 2011

In this paper we investigate design-based properties of both the ordinary least square estimator and the weighted least square estimator for regression coefficients in panel regression model. We derive formulas of approximate bias, variance and mean square error for the ordinary least square estimator and approximate variance for the weighted least square estimator after linearization of least square estimators. Also we compare their magnitudes each other numerically through a simulation study. We consider a three years data of Korean Welfare Panel Study as a finite population and take household income as a dependent variable and choose 7 exploratory variables related household as independent variables in panel regression model. Then we calculate approximate bias, variance, mean square error for the ordinary least square estimator and approximate variance for the weighted least square estimator based on several sample sizes from 50 to 1,000 by 50. Through the simulation study we found some tendencies as follows. First, the mean square error of the ordinary least square estimator is getting larger than the variance of the weighted least square estimator as sample sizes increase. Next, the magnitude of mean square error of the ordinary least square estimator is depending on the magnitude of the bias of the estimator, which is large when the bias is large. Finally, with regard to approximate variance, variances of the ordinary least square estimator are smaller than those of the weighted least square estimator in many cases in the simulation.

• Communications for Statistical Applications and Methods
• /
• v.22 no.3
• /
• pp.255-264
• /
• 2015

This paper addressed the problem of estimation of finite population mean in double sampling for stratification. This paper proposed a generalized ratio-cum-product type estimator of population mean. The bias and mean square error of the proposed estimator has been obtained upto the first degree of approximation. A particular member of the proposed generalized estimator was identified and studied from a comparison point of view. It is observed that the identified particular estimator is more efficient than usual unbiased estimator and Ige and Tripathi (1987) estimators. An empirical study was conducted in support of the theoretical findings.

• The Transactions of the Korean Institute of Electrical Engineers
• /
• v.40 no.9
• /
• pp.929-936
• /
• 1991

An estimator for a discrete nonlinear system is derived in the sense of minimum mean square error. An optimal estimator for nonlinear system is very difficult to find and it will be infinite dimensional even if it is found. It has been known that the statistical linearization technique makes it possible to obtain a finite dimensional estimator. In this paper, the procedure of its derivation using the statistical linearization technique that gives an exact mean and variance information is introduced in the sense of minimum mean square error. The derived estimator cannot be clainmed to be globally optimal estimator because it uses the Gaussian assumption to the non-Gaussian distributed nonlinear output. However, the proposed filter exhibits a better performance compared to extended Kalman filter. Simulation results of a simple example present the improvement of the proposed filter in convergent property over the extended Kalman filter.

• Journal of applied mathematics & informatics
• /
• v.8 no.2
• /
• pp.327-343
• /
• 2001

This is a survey article on finite element a posteriori error estimates with an emphasize on gradient recovery type error estimators. As an example, the error estimator based on the ZZ patch recovery technique will be discussed in some detail.

• Structural Engineering and Mechanics
• /
• v.74 no.4
• /
• pp.547-557
• /
• 2020

In this paper, an automatic adaptive mesh refinement procedure is presented for two-dimensional problems on the basis of a new probabilistic error estimator. First-order perturbation theory is employed to determine the lower and upper bounds of the structural displacements and stresses considering uncertainties in geometric sizes, material properties and loading conditions. A new probabilistic error estimator is proposed to reduce the mesh dependency of the responses dispersion. The suggested error estimator neglects the refinement at the critical points with stress concentration. Therefore, the proposed strategy is combined with the classic adaptive mesh refinement to achieve an optimal mesh refined properly in regions with either high gradients or high dispersion of the responses. Several numerical examples are illustrated to demonstrate the efficiency, accuracy and robustness of the proposed computational algorithm and the results are compared with the classic adaptive mesh refinement strategy described in the literature.