• Proceedings of the Korean Association for Survey Research Conference
• /
• 2002.11a
• /
• pp.255-274
• /
• 2002

We classify rotation sampling designs into two classes. The first class replaces sample units within the same rotation group while the second class replaces sample units between different rotation groups. The first class is specified by the three-way balanced design which is a multi-level version of previous balanced designs. We introduce an extended generalized composite estimator (EGCE) and derive its variance and mean squared error for each of the two classes of design, cooperating two types of correlations and three types of biases. Unbiased estimators are derived for difference between interview time biases, between recall time biases, and between rotation group biases. Using the variance and mean squared error, since any rotation design belongs to one of the two classes and the EGCE is a most general estimator for rotation design, we evaluate the efficiency of EGCE to simple weighted estimator and the effects of levels, design gaps, and rotation patterns on variance and mean squared error.

• Journal of the Korean Data and Information Science Society
• /
• v.16 no.2
• /
• pp.371-382
• /
• 2005

The paper compares the performance of some widely used Bayesian estimators such as Bayes estimator, empirical Bayes estimator, constrained Bayes estimator and constrained Bayes estimator by means of a new measurement under squared error 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.

• Journal of the Korean Data and Information Science Society
• /
• v.20 no.3
• /
• pp.577-585
• /
• 2009

So far in a nonparametric regression model one of the interesting problems is estimating the error variance. In this paper we propose an estimator of the mean of the squared functions which is the numerator of SNR (Signal to Noise Ratio). To estimate SNR, the mean of the squared function should be firstly estimated. Our focus is on estimating the amplitude, that is the mean of the squared functions, in a nonparametric regression using a simple linear regression model with the quadratic form of observations as the dependent variable and the function of a lag as the regressor. Our method can be extended to nonparametric regression models with multivariate functions on unequally spaced design points or clustered designed points.

• 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.

• Communications for Statistical Applications and Methods
• /
• v.17 no.2
• /
• pp.165-181
• /
• 2010

This paper presents some chain ratio-type estimators for estimating finite population variance using two auxiliary variables in two phase sampling set up. The expressions for biases and mean squared errors of the suggested c1asses of estimators are given. Asymptotic optimum estimators(AOE's) in each class are identified with their approximate mean squared error formulae. The theoretical and empirical properties of the suggested classes of estimators are investigated. In the simulation study, we took a real dataset related to pulmonary disease available on the CD with the book by Rosner, (2005).

• Communications for Statistical Applications and Methods
• /
• v.4 no.1
• /
• pp.177-183
• /
• 1997

A data-adaptive order selection procedure is proposed for local polynomial nonparametric regression. For each given polynomial order, bias and variance are estimated and the adaptive polynomial order that has the smallest estimated mean squared error is selected locally at each location point. To estimate mean squared error, empirical bias estimate of Ruppert (1995) and local polynomial variance estimate of Ruppert, Wand, Wand, Holst and Hossjer (1995) are used. Since the proposed method does not require fitting polynomial model of order higher than the model order, it is simpler than the order selection method proposed by Fan and Gijbels (1995b).

• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.14 no.2
• /
• pp.625-633
• /
• 2013

Multiple response surface optimization (MRSO) aims at finding a setting of input variables which simultaneously optimizes multiple responses. The minimization of mean squared error (MSE), which consists of the squared bias and variance terms, is an effective way to consider the location and dispersion effects of the responses in MRSO. This approach basically assumes that both the terms have an equal weight. However, they need to be weighted differently depending on a problem situation, for example, in case that they are not of the same importance. This paper proposes to use the weighted MSE (WMSE) criterion instead of the MSE criterion in MRSO to consider an unequal weight situation.

• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.16 no.1
• /
• pp.97-105
• /
• 2015

Multiresponse optimization (MRO) seeks to find the setting of input variables, which optimizes the multiple responses simultaneously. The approach of weighted mean squared error (WMSE) minimization for MRO imposes a different weight on the squared bias and variance, which are the two components of the mean squared error (MSE). To date, a weighted sum-based method has been proposed for WMSE minimization. On the other hand, this method has a limitation in that it cannot find the most preferred solution located in a nonconvex region in objective function space. This paper proposes a Tchebycheff metric-based method to overcome the limitations of the weighted sum-based method.

• Communications for Statistical Applications and Methods
• /
• v.9 no.1
• /
• pp.249-259
• /
• 2002

In order to estimate the mean and variance for a Normal distribution which is truncated at both right and left sides, maximum likelihood estimators based on the entire sample from the original distribution are compared with the sample mean and variance of the censored sample which is the data remaining after truncation using simulation. We found that, surprisingly, the mean squared error of the mean based on the censored data Is smaller than that of the full sample estimators.

• Communications for Statistical Applications and Methods
• /
• v.6 no.1
• /
• pp.285-292
• /
• 1999

In this paper we propose the several estimators of the Lorenz curve in the Pareto distribution and obtain the bias and the mean squared error for each estimator. We compare the proposed estimators with the uniformly minimum variance unbiased estimator (UMVUE) and the maximum likelihood estimator (MLE) in terms of the mean squared error (MSE) through Monte Carlo methods and discuss the results.