• Journal of the Korean Statistical Society
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• 제25권3호
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• pp.359-368
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• 1996

The maximum likelihood estimation is discussed for the NLAR model with Laplacian marginals. Since the explicit form of the estimates cannot be obtained due to the complicated nature of the likelihood function we utilize the automatic computer optimization subroutine using a direct search complex algorithm. The conditional least square estimates are used as initial estimates in maximum likelihood procedures. The results of a simulation study for the maximum likelihood estimates of the NLAR(1) and the NLAR(2) models are presented.

• Communications for Statistical Applications and Methods
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• 제5권2호
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• pp.559-570
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• 1998

This paper introduces doubly Winsorized Poisson auto-model by truncating the support of a Poisson random variable both from above and below, and shows that this model has a same form of negpotential function as regular Poisson auto-model and one-way Winsorized Poisson auto-model. Strategies for maximum likelihood estimation of parameters are discussed. In addition to exact maximum likelihood estimation, Monte Carlo maximum likelihood estimation may be applied to this model.

• Communications for Statistical Applications and Methods
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• 제25권4호
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• pp.355-371
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• 2018

The two parameter negative exponential distribution has many practical applications in queuing theory such as the service times of agents in system, the time it takes before your next telephone call, the time until a radioactive practical decays, the distance between mutations on a DNA strand, and the extreme values of annual snowfall or rainfall; consequently, has many applications in reliability systems. This paper considers an estimation problem of stress-strength model with two parameter negative parameter exponential distribution. We introduce a maximum penalized likelihood method, Bayes estimator using Lindley approximation to estimate stress-strength model and compare the proposed estimators with regular maximum likelihood estimator for complete data. We also introduce a maximum penalized likelihood method, Bayes estimator using a Markov chain Mote Carlo technique for incomplete data. A Monte Carlo simulation study is performed to compare stress-strength model estimates. Real data is used as a practical application of the proposed model.

• Communications for Statistical Applications and Methods
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• 제26권4호
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• pp.371-383
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• 2019

Panel data sets have been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Maximum likelihood (ML) may be the most common statistical method for analyzing panel data models; however, the inference based on the ML estimate will have an inflated Type I error because the ML method tends to give a downwardly biased estimate of variance components when the sample size is small. The under estimation could be severe when data is incomplete. This paper proposes the restricted maximum likelihood (REML) method for a random effects panel data model with a censored dependent variable. Note that the likelihood function of the model is complex in that it includes a multidimensional integral. Many authors proposed to use integral approximation methods for the computation of likelihood function; however, it is well known that integral approximation methods are inadequate for high dimensional integrals in practice. This paper introduces to use the moments of truncated multivariate normal random vector for the calculation of multidimensional integral. In addition, a proper asymptotic standard error of REML estimate is given.

• 환경위생공학
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• 제23권4호
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• pp.83-93
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• 2008

The non-linear least squares model(NLSM) has long been the standard technique used by hydrologists for constructing rating curves. The reasons for its adaptation are vague, and its appropriateness as a method of describing discharge measurement uncertainty has not been well investigated. It is shown in this paper that the classical method of NLSM can model only a very limited class of variance heterogeneity. Furthermore, this lack of flexibility often leads to unaccounted heteroscedasticity, resulting in dubious values for the rating curve parameters and estimated discharge. By introducing a heteroscedastic maximum likelihood model(HMLM), the variance heterogeneity is treated more generally. The maximum likelihood model stabilises the variance better than the NLSM approach, and thus is a more robust and appropriate way to fit a rating curve to a set of discharge measurements.

• Journal of the Korean Statistical Society
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• 제29권1호
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• pp.9-16
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• 2000

This article addresses the problem of maximum likelihood estimation in ARCH regression with lagged dependent variables. Some topics in asymptotics of the model such as uniform expansion of likelihood function and construction of a class of MLE are discussed, and the regularity property of MLE is obtained. The error process here is possibly non-Gaussian.

• 디지털융복합연구
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• 제16권11호
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• pp.335-340
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• 2018

정확한 인식률을 보이고 있는 상업적인 음성인식 시스템은 화자종속 고립데이터로부터 학습 모델을 사용한다. 그러나 잡음 환경에서 데이터양에 따라 음성인식의 성능이 저하되는 문제점이 있다. 본 논문에서는 가우시안 분포에서 Maximum Log Likelihood를 이용한 벡터 양자화 기반 음성 인식 성능 향상을 제안한다. 제안하는 방법은 음성에 대한 특징을 가지고 벡터 양자화와 Maximum Log Likelihood 음성 특징 추출 방법을 이용하여 유사 음성에 대한 음성 인식의 정확성을 높이는 최적 학습 모델 구성 방법이다. 이를 위해 HMM을 기반으로 음성 특징을 추출하는 방법을 사용한다. 제안하는 방법을 사용하여 기존 시스템에서 생성되어 사용되는 음성 모델에 대한 부정확한 음성 모델에 대한 정확성을 향상시킬 수 있으므로 음성 인식에 강인한 모델을 구성할 수 있다. 제안하는 방법은 음성 인식 시스템에서 향상된 인식의 정확도를 보인다.

• Asian-Australasian Journal of Animal Sciences
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• 제13권8호
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• pp.1035-1039
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• 2000

This study developed a Poisson generalized linear mixed model and a procedure to estimate genetic parameters for count traits. The method derived from a frequentist perspective was based on hierarchical likelihood, and the maximum adjusted profile hierarchical likelihood was employed to estimate dispersion parameters of genetic random effects. Current approach is a generalization of Henderson's method to non-normal data, and was applied to simulated data. Underestimation was observed in the genetic variance component estimates for the data simulated with large heritability by using the Poisson generalized linear mixed model and the corresponding maximum adjusted profile hierarchical likelihood. However, the current method fitted the data generated with small heritability better than those generated with large heritability.

• Journal of the Korean Data and Information Science Society
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• 제7권2호
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• pp.263-272
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• 1996

임의의 기계에 대한 수명의 분포는 와이블분포를 하는 경우가 흔하다. 그리고 현실적으로 기계의 수명시간을 검정할 때, 시험시간및 여러 환경적인 제약에 의하여 표본으로 주어진 기계의 수명을 모두 관측하기는 어렵다. 그래서, 본 연구에서는 임의 중단모형 하에서 와이블분포의 모수를 최소제곱법(least squares method)을 이용하여 추정하고 기존의 최대우도추정량(maximum likelihood estimates)과 효율성의 측면에서 비교하고자 한다.

• Communications for Statistical Applications and Methods
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• 제23권3호
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• pp.241-250
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• 2016

In this paper, we consider statistical inferences on the estimation of the parameters of a Weibull distribution when data are randomly censored. Maximum likelihood estimators (MLEs) and approximate MLEs are derived to estimate the parameters. We consider two cases for the censoring model: the assumption that the censoring distribution does not involve any parameters of interest and a censoring distribution that follows a Weibull distribution. A simulation study is conducted to compare the performances of the estimators. The result shows that the MLEs and the approximate MLEs are similar in terms of biases and mean square errors; in addition, the assumption of the censoring model has a strong influence on the estimation of scale parameter.