• Journal of the Korean Statistical Society
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• 제28권4호
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• pp.443-455
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• 1999

A simulation-based approach to estimating the probability of an arbitrary region under a multivariate normal distribution is developed. In specific, the probability is expressed as the ratio of the unrestricted and the restricted multivariate normal density functions, where the restriction is given by the region whose probability is of interest. The density function of the restricted distribution is then estimated by using a sample generated from the Gibbs sampling algorithm.

• 한국음향학회:학술대회논문집
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• 한국음향학회 1992년도 학술논문발표회 논문집 제11권 1호
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• pp.123-126
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• 1992

A new class of data transformation matri is introduced for estimation of angles of arrivals by the rank reduction of multiple wideband sources. The proposed unitary focusing matri minimizes the average of the squared norm of focusing error over the angles of interest without a priori knowledge of source locations. The merit that result as a consequence is a lower resolution threshold. These matrices can be applied to the case of the multigroup sources. Simulations and the comparison of statistical performance are compared with the algorithms (especially, spatial resampling method) which does not require the pre-estimation.

• Communications for Statistical Applications and Methods
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• 제13권3호
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• pp.657-667
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• 2006

The concept of entropy, introduced in communication theory by Shannon (1948) as a measure of uncertainty, is of prime interest in information-theoretic statistics. This paper considers the minimum variance unbiased estimation for the maximum entropy of the transformed inverse Gaussian random variable by $Y=X^{-1/2}$. The properties of the derived UMVU estimator is investigated.

• Journal of the Korean Statistical Society
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• 제27권2호
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• pp.205-220
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• 1998

Dependence concepts for ordered two-way contingency tables have been of considerable interest. We consider a dependence concept which is less restrictive than likelihood ratio dependence and more restrictive than regression dependence. Maximum likelihood estimation of cell probability under this dependence restriction is studied. The likelihood ratio statistics for and against this dependence are proposed and their large sample distributions are derived. A real data is analyzed to illustrate the estimation and testing procedures.

• 전력전자학회:학술대회논문집
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• 전력전자학회 2001년도 Proceedings ICPE 01 2001 International Conference on Power Electronics
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• pp.768-772
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• 2001

The paper deals with the control of the synchronous reluctance machine without position sensor. A method for the computation of the transformation angle out of terminal voltages and currents is presented. The injection of test signals allows operation at zero speed. Fundamental for this control scheme is the exact modelling of the machine, where especially the saturable inductances are of central interest. The accuracy of the angle estimation method over the whole operating range including field-weakening is discussed in detail. The implementation of the angle estimation method in a rotor-oriented control scheme and practical results are demonstrated.

• 응용통계연구
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• 제21권1호
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• pp.159-168
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• 2008

수익률 기간구조(term structure of interest rates, 이하 수익률곡선)는 자료의 성격이 경시적(longitudinal)이므로 만기까지 기간과 시간을 동시에 입력변수로 고려해야만 유용하고 효율적인 함수추정이 가능하다. 고러나 이러한 방법은 다루어야 하는 자료가 대용량이기 때문에 대용량 자료에 적합하고 실행속도가 빠른 추정기법을 개발하는 것이 필요하다. 한편 자료에 내재하는 자기상관성 구조 때문에 과대 적합된 추정 결과를 얻기 쉽다. 따라서 본 논문에서는 이러한 문제를 해결하기 위해서 가중 LS-SVM(least squares support vector machine, 최소제곱 서포트벡터기계)의 혼합모형을 제안한다. 미국 재무부 채권에 대한 사례연구를 통해서 추정 결과가 증권시장 붕괴 같은 이례적 사건의 현상을 잘 반영하고 있음을 확인할 수 있었다.

• Journal of information and communication convergence engineering
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• 제12권4호
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• pp.215-220
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• 2014

We consider quantization optimized for distributed estimation, where a set of sensors at different sites collect measurements on the parameter of interest, quantize them, and transmit the quantized data to a fusion node, which then estimates the parameter. Here, we propose an iterative quantizer design algorithm with a weighted distance rule that allows us to reduce a system-wide metric such as the estimation error by constructing quantization partitions with their optimal weights. We show that the search for the weights, the most expensive computational step in the algorithm, can be conducted in a sequential manner without deviating from convergence, leading to a significant reduction in design complexity. Our experments demonstrate that the proposed algorithm achieves improved performance over traditional quantizer designs. The benefit of the proposed technique is further illustrated by the experiments providing similar estimation performance with much lower complexity as compared to the recently published novel algorithms.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 1995년도 가을 학술발표회 논문집
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• pp.95-102
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• 1995

Procedures for estimation of axial or flexural rigidities of bridge members by neural networks are shown. To treat large scale structures containing many unkwon parameters, substructuring concept is introduced. The measurement points are selected considering the sensitivity of the element stiffnesses of interest. Utilization of relative mode vectors is found to be very effective for the local parameter estimation. Then, the study focuses on the method to obtain the training set enough to represent structures. It is shown that noise injection is effective to reduce the estimation errors caused by measurement noise. Verification of the present method is carried out using a cable-stayed bridge model.

• ETRI Journal
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• 제45권3호
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• pp.492-504
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• 2023

Researchers have recently shown an increased interest in estimating the direction-of-arrival (DOA) of wideband noncircular sources, but existing studies have been restricted to subspace-based methods. An off-grid sparse recovery-based algorithm is proposed in this paper to improve the accuracy of existing algorithms in low signal-to-noise ratio situations. The covariance and pseudo covariance matrices can be jointly represented subject to block sparsity constraints by taking advantage of the joint sparsity between signal components and bias. Furthermore, the estimation problem is transformed into a single measurement vector problem utilizing the focused operation, resulting in a significant reduction in computational complexity. The proposed algorithm's error threshold and the Cramer-Rao bound for wideband noncircular DOA estimation are deduced in detail. The proposed algorithm's effectiveness and feasibility are demonstrated by simulation results.

• 노동경제논집
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• 제40권1호
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• pp.37-68
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• 2017

본 연구에서는 재정패널 자료를 이용하여 가계부채와 기혼여성의 노동공급 사이의 관계를 분석하였다. 이를 위해 가구의 이자비용 납부액 대비 가구금융부채 금액을 이용하여 가구의 유효이자율을 구축하였다. 금융부채가 없는 가구의 경우 Heckman Selection 모형을 적용하여 가구의 이자율을 추정하였다. 실증 분석결과 가구에서 부담하는 유효이자율이 상승하게 될 경우 기혼여성의 노동시장 참여가 확대된다는 것을 발견하였다. 이로부터 기준금리가 인상되는 상황에서 예상할 수 있는 부정적인 시나리오를 가구 노동공급 증가와 근로소득의 상승효과를 통해 일정 부분 상쇄할 수 있는 긍정적인 효과를 제시하고 있다.