• 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.

• ETRI Journal
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• 제34권5호
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• pp.771-774
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• 2012

Typical channel allocation algorithms for secondary users do not include processes to reduce the frequency of switching from one channel to another caused by random interruptions by primary users, which results in high packet drops and delays. In this letter, with the purpose of decreasing the number of switches made between channels, we propose a nonparametric channel allocation algorithm that uses robust kernel density estimation to effectively schedule idle channel resources. Experiment and simulation results demonstrate that the proposed algorithm outperforms both random and parametric channel allocation algorithms in terms of throughput and packet drops.

• Communications for Statistical Applications and Methods
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• 제24권1호
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• pp.1-13
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• 2017

This manuscript summarized advances in bootstrap methods for long-range dependent time series data. The stationary linear long-memory process is briefly described, which is a target process for bootstrap methodologies on time-domain and frequency-domain in this review. We illustrate time-domain bootstrap under long-range dependence, moving or non-overlapping block bootstraps, and the autoregressive-sieve bootstrap. In particular, block bootstrap methodologies need an adjustment factor for the distribution estimation of the sample mean in contrast to applications to weak dependent time processes. However, the autoregressive-sieve bootstrap does not need any other modification for application to long-memory. The frequency domain bootstrap for Whittle estimation is provided using parametric spectral density estimates because there is no current nonparametric spectral density estimation method using a kernel function for the linear long-range dependent time process.

• 한국환경과학회지
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• 제20권3호
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• pp.321-327
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• 2011

Bootstrap methods is the computer-based resampling method that estimates the standard errors and confidence intervals of summary statistics using the plug-in principle for assessing the accuracy or uncertainty of statistical estimates, and the BCa method among the Bootstrap methods is known much superior to other Bootstrap methods in respect of the standards of statistical validation. Therefore this study suggests the method of the representation and treatment of uncertainty in flood risk assessment and water resources planning from the construction and application of rainfall frequency analysis model considersing the uncertainty based on the nonparametric BCa method among the Bootstrap methods for the assessement of the estimation of probability rainfall and the effect of uncertainty considering the uncertainty of the parameter estimation of probability in the rainfall frequency analysis that is the most fundamental in flood risk assessement and water resources planning.

• Communications for Statistical Applications and Methods
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• 제28권3호
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• pp.281-294
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• 2021

In this paper, we propose an adaptive regression method based on the single-layer neural network structure. We adopt a symmetric activation function as units of the structure. The activation function has a flexibility of its form with a parametrization and has a localizing property that is useful to improve the quality of estimation. In order to provide a spatially adaptive estimator, we regularize coefficients of the activation functions via ℓ₁-penalization, through which the activation functions to be regarded as unnecessary are removed. In implementation, an efficient coordinate descent algorithm is applied for the proposed estimator. To obtain the stable results of estimation, we present an initialization scheme suited for our structure. Model selection procedure based on the Akaike information criterion is described. The simulation results show that the proposed estimator performs favorably in relation to existing methods and recovers the local structure of the underlying function based on the sample.

• 한국산학기술학회논문지
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• 제18권11호
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• pp.479-485
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• 2017

본 논문은 금강 하구의 직 간접적 사용과 관련되지 않는 비사용가치를 조건부가치측정법(CVM)으로 추정하였다. 조건부가치측정법 설문에서 금강 하구의 비사용가치만을 추정하도록 유도하였고, 지불의사금액을 도출하기 위한 제시금액에 대한 양분선택적 응답 결과를 Turnbull 비모수적 추정법을 적용하여 분석하였다. 모형의 추정 결과로부터 Turnbull 하한 평균 지불의사금액을 구하면, 단일양분선택형 CV 자료에서는 5,822원(95% 신뢰구간 5,295원 ~ 6,349원)이고 이중양분선택형 CV 자료에서는 6,205원(95% 신뢰구간 5,701원 ~ 6,710원)으로 추정되었다. 따라서 본 연구에서는 두 추정치의 평균값인 6,014원(95% 신뢰구간 5,498원 ~ 6,529원)을 금강 하구의 연간 비사용가치 산정에 이용하였다. 이로부터 도출된 금강 하구의 비사용가치는 연간 연간 2,203억 원(95% 신뢰구간 2,014억 원 ~ 2,392억 원)에 이른다. 여기에는 유산가치 683억 원(95% 신뢰구간 625억 원 ~ 742억 원), 존재가치(고유가치) 580억 원(95% 신뢰구간 530억 원 ~ 630억 원) 및 선택가치 577억원(95% 신뢰구간 527억 원 ~ 626억 원) 및 대리소비가치 363억 원(95% 신뢰구간 331억 원 ~ 394억 원)이 포함되는 것으로 평가되었다.

• Journal of the Korean Statistical Society
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• 제22권2호
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• pp.361-368
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• 1993

In recent years, kernel type estimates are abundant. In this paper, we propose a bandwidth selection method for kernel regression of fixed design based on bootstrap procedure. Mathematical properties of proposed bootstrap-based bandwidth selection method are discussed. Performance of the proposed method for small sample case is compared with that of cross-validation method via a simulation study.

• Communications for Statistical Applications and Methods
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• 제21권1호
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• pp.105-114
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• 2014

In this paper we suggest an efficient method to estimate the distribution function using the Bezier curve, and compare it with existing methods by simulation studies. In addition, we suggest a robust version of cross-validation criterion to estimate the number of Bezier points, and showed that the proposed method is better than the existing methods based on simulation studies.

• Journal of the Korean Data and Information Science Society
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• 제4권
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• pp.97-107
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• 1993

In this paper we propose a nonparametric estimator of the men residual life function (MRLF) on a coherent system under the condition that the component lifetimes are censored by system lifetime. It is shown that the proposed estimator, considered as a function of age t, converges weakly to a Gaussian process on a fixed interval. A consistent estimator of asymptotic variance of the proposed estimator is also given.

• Journal of the Korean Data and Information Science Society
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• 제13권2호
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• pp.251-260
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• 2002

The aim of this paper is to consider of detecting the location, the jump size and the number of change-points in regression functions by using the local linear fit which is one of nonparametric regression techniques. It is obtained the asymptotic properties of the change points and the jump sizes. and the correspondin grates of convergence for change-point estimators.