• The Korean Journal of Applied Statistics
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• v.25 no.5
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• pp.793-802
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• 2012

One proposal is made to construct a nonparametric estimator of slope parameters in a regression model under symmetric error distributions. This estimator is based on the use of the idea of minimizing approximate variance of a proposed estimator using regression quantiles. This nonparametric estimator and some other L-estimators are studied and compared with well known M-estimators through a simulation study.

• Communications for Statistical Applications and Methods
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• v.17 no.3
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• pp.349-356
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• 2010

The ordinary least squares based estimator of the disturbance variance in a regression model for spatial panel data is shown to be asymptotically unbiased and weakly consistent in the context of SAR(1), SMA(1) and SARMA(1,1)-disturbances when there is measurement error in the regressor matrix.

• Journal of the Korean Data and Information Science Society
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• v.25 no.4
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• pp.951-959
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• 2014

Recently Hazelton and Turlach (2009) proposed a weighted kernel density estimator for the deconvolution problem. In the case of Gaussian kernels and measurement error, they argued that the weighted kernel density estimator is a competitive estimator over the classical deconvolution kernel estimator. In this paper we consider weighted kernel density estimators when sample observations are contaminated by double exponentially distributed errors. The performance of the weighted kernel density estimators is compared over the classical deconvolution kernel estimator and the kernel density estimator based on the support vector regression method by means of a simulation study. The weighted density estimator with the Gaussian kernel shows numerical instability in practical implementation of optimization function. However the weighted density estimates with the double exponential kernel has very similar patterns to the classical kernel density estimates in the simulations, but the shape is less satisfactory than the classical kernel density estimator with the Gaussian kernel.

• Transactions of Materials Processing
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• v.4 no.1
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• pp.92-104
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• 1995

It often happens some elements are so largely distorted during a large-deformation finite element analysis that further calculation becomes impossible or the approximation error increases rapidly. This problem can be overcomed only by remeshing at several suitable stages. The present study aimed to establish the criterion based on the error estimators, and examined in the simulation and posterior error analysis of ring compression test to demonstrate the usefulness of them. The distribution of each error estimator and its variation during deformation were investigated. All the error estimators were increased monotonously with deformation and decreased rapidly at remeshing stage. It was shown that the error estimators suggested in this study are good measures as remeshing criterion for large deformation finite element analyses.

• Journal of the Korean Statistical Society
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• v.29 no.3
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• pp.307-313
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• 2000

Suppose we have a set of data X1, ···, Xn and employ kernel density estimator to estimate the marginal density of X. in this article bandwith selection problem for kernel density estimator is examined closely. In particular the Kullback-Leibler method (a bandwith selection methods based on average square error (ASE)) is considered.

• Journal of the Korean Statistical Society
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• v.30 no.1
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• pp.77-87
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• 2001

Some asymptotic results on the local likelihood density estimator of Copas(1995) are derived when the locally parametric model has several parameters. It turns out that it has the same asymptotic mean squared error as that of Hjort and Jones(1996).

• The Journal of the Acoustical Society of Korea
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• v.29 no.2E
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• pp.86-99
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• 2010

This paper analyzes the performance of various single channel speech enhancement algorithms when they are applied to automatic speech recognition (ASR) systems as a preprocessor. The functional modules of speech enhancement systems are first divided into four major modules such as a gain estimator, a noise power spectrum estimator, a priori signal to noise ratio (SNR) estimator, and a speech absence probability (SAP) estimator. We investigate the relationship between speech recognition accuracy and the roles of each module. Simulation results show that the Wiener filter outperforms other gain functions such as minimum mean square error-short time spectral amplitude (MMSE-STSA) and minimum mean square error-log spectral amplitude (MMSE-LSA) estimators when a perfect noise estimator is applied. When the performance of the noise estimator degrades, however, MMSE methods including the decision directed module to estimate a priori SNR and the SAP estimation module helps to improve the performance of the enhancement algorithm for speech recognition systems.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.46 no.2
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• pp.46-52
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• 2009

In this paper, the timing estimator based on the principle of the best linear unbiased estimator (BLUE) is proposed in OFDMA uplink systems. The proposed timing estimator exploits the phase information of the differential correlation between adjacent subcarriers. The differential correlation can extract the information about timing offset and mitigate the distortion of the signal caused by the frequency selectivity of channel. Compared with conventional methods, the proposed estimator shows more accurate capability in estimation. In addition, the estimator is hardly affected by the distortion caused by the frequency selectivity of channel. Simulation results confirm that the proposed estimator shows a small error mean and a relatively small error variance. In addition, the performance of the estimator is evaluated by means of SNR loss. It is shown by simulations that the SNR loss of the proposed estimator by estimation errors is less than 0.4 dB for the SNR values between 0 and 20 dB. This might indicate that the proposed estimator is suitable for the timing synchronization of multiple users in OFDMA uplink systems.

• Communications for Statistical Applications and Methods
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• v.27 no.5
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• pp.511-521
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• 2020

In this paper, a partially linear multivariate model with error in the explanatory variable of the nonparametric part, and an m dimensional response variable is considered. Using the uniform consistency results found for the estimator of the nonparametric part, we derive an estimator of the parametric part. The dependence of the convergence rates on the errors distributions is examined and demonstrated that proposed estimator is asymptotically normal. In main results, both ordinary and super smooth error distributions are considered. Moreover, the derived estimators are applied to the economic behaviors of consumers. Our method handles contaminated data is founded more effectively than the semiparametric method ignores measurement errors.

• Communications for Statistical Applications and Methods
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• v.17 no.6
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• pp.845-852
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• 2010

The outcomes of counts commonly occur in the area of disease mapping for mortality rates or disease rates. A Poisson distribution is usually assumed as a model of disease rates in conjunction with a gamma prior. The small area typically refers to a small geographical area or demographic group for which very little information is available from the sample surveys. Under this situation the model-based estimation is very popular, in which the auxiliary variables from various administrative sources are used. The empirical Bayes estimator under Poissongamma model has been considered with its accuracy measures. An accuracy measure using a bootstrap samples adjust the underestimation incurred by the posterior variance as an estimator of true mean squared error. We explain the suggested method through a practical dataset of hitters in baseball games. We also perform a Monte Carlo study to compare the accuracy measures of mean squared error.