• Title/Summary/Keyword: high leverage point

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An Efficient Mallows-Type One-Step GM-Estimator in linear Models

  • Song, Moon-Sup;Park, Changsoon;Nam, Ho-Soo
    • Journal of the Korean Statistical Society
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    • v.27 no.3
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    • pp.369-383
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    • 1998
  • This paper deals with a robust regression estimator. We propose an efficient one-step GM-estimator, which has a bounded influence function and a high breakdown point. The main idea of this paper is to use the Mallows-type weights which depend on both the predictor variables and the residuals from a high breakdown initial estimator. The proposed weighting scheme severely downweights the bad leverage points and slightly downweights the good leverage points. Under some regularity conditions, we compute the finite-sample breakdown point and prove the asymptotic normality. Some simulation results and a numerical example are also presented.

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On Sensitivity Analysis in Principal Component Regression

  • Kim, Soon-Kwi;Park, Sung H.
    • Journal of the Korean Statistical Society
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    • v.20 no.2
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    • pp.177-190
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    • 1991
  • In this paper, we discuss and review various measures which have been presented for studying outliers. high-leverage points, and influential observations when principal component regression is adopted. We suggest several diagnostics measures when principal component regression is used. A numerical example is illustrated. Some individual data points may be flagged as outliers, high-leverage point, or influential points.

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A High Breakdown and Efficient GM-Estimator in Linear Models

  • Song, Moon-Sup;Park, Changsoon;Nam, Ho-Soo
    • Journal of the Korean Statistical Society
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    • v.25 no.4
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    • pp.471-487
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    • 1996
  • In this paper we propose an efficient scoring type one-step GM-estimator, which has a bounded influence function and a high break-down point. The main point of the estimator is in the weighting scheme of the GM-estimator. The weight function we used depends on both leverage points and residuals So we construct an estimator which does not downweight good leverage points Unider some regularity conditions, we compute the finite-sample breakdown point and prove asymptotic normality Some simulation results are also presented.

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Algorithm for the L1-Regression Estimation with High Breakdown Point (L1-회귀추정량의 붕괴점 향상을 위한 알고리즘)

  • Kim, Bu-Yong
    • Communications for Statistical Applications and Methods
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    • v.17 no.4
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    • pp.541-550
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    • 2010
  • The $L_1$-regression estimator is susceptible to the leverage points, even though it is highly robust to the vertical outliers. This article is concerned with the improvement of robustness of the $L_1$-estimator. To improve its robustness, in terms of the breakdown point, we attempt to dampen the influence of the leverage points by means of reducing the weights corresponding to the leverage points. In addition the algorithm employs the linear scaling transformation technique, for higher computational efficiency with the large data sets, to solve the linear programming problem of $L_1$-estimation. Monte Carlo simulation results indicate that the proposed algorithm yields $L_1$-estimates which are robust to the leverage points as well as the vertical outliers.

A Generalized M-Estimator in Linear Regression

  • Song, Moon-Sup;Park, Chang-Soon;Nam, Ho-Soo
    • Communications for Statistical Applications and Methods
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    • v.1 no.1
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    • pp.27-32
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    • 1994
  • We propose a robust regression estimator which has both a high breakdown point and a bounded influence function. The main contribution of this article is to present a weight function in the generalized M (GM)-estimator. The weighting schemes which control leverage points only without considering residuals cannot be efficient, since control leverage points only without considering residuals cannot be efficient, since these schemes inevitably downweight some good leverage points. In this paper we propose a weight function which depends both on design points and residuals, so as not to downweight good leverage points. Some motivating illustrations are also given.

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Map Error Measuring Mechanism Design and Algorithm Robust to Lidar Sparsity (라이다 점군 밀도에 강인한 맵 오차 측정 기구 설계 및 알고리즘)

  • Jung, Sangwoo;Jung, Minwoo;Kim, Ayoung
    • The Journal of Korea Robotics Society
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    • v.16 no.3
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    • pp.189-198
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    • 2021
  • In this paper, we introduce the software/hardware system that can reliably calculate the distance from sensor to the model regardless of point cloud density. As the 3d point cloud map is widely adopted for SLAM and computer vision, the accuracy of point cloud map is of great importance. However, the 3D point cloud map obtained from Lidar may reveal different point cloud density depending on the choice of sensor, measurement distance and the object shape. Currently, when measuring map accuracy, high reflective bands are used to generate specific points in point cloud map where distances are measured manually. This manual process is time and labor consuming being highly affected by Lidar sparsity level. To overcome these problems, this paper presents a hardware design that leverage high intensity point from three planar surface. Furthermore, by calculating distance from sensor to the device, we verified that the automated method is much faster than the manual procedure and robust to sparsity by testing with RGB-D camera and Lidar. As will be shown, the system performance is not limited to indoor environment by progressing the experiment using Lidar sensor at outdoor environment.

DETECTION OF OUTLIERS IN WEIGHTED LEAST SQUARES REGRESSION

  • Shon, Bang-Yong;Kim, Guk-Boh
    • Journal of applied mathematics & informatics
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    • v.4 no.2
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    • pp.501-512
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    • 1997
  • In multiple linear regression model we have presupposed assumptions (independence normality variance homogeneity and so on) on error term. When case weights are given because of variance heterogeneity we can estimate efficiently regression parameter using weighted least squares estimator. Unfortunately this estimator is sen-sitive to outliers like ordinary least squares estimator. Thus in this paper we proposed some statistics for detection of outliers in weighted least squares regression.

An improvement of MT transfer function estimates using by pre-screening scheme based on the statistical distribution of electromagnetic fields (통계적 사전 처리방법을 통한 MT 전달함수 추정의 향상 기법 연구)

  • Yang Junmo;Kwon Byung-Doo;Lee Duk-Kee;Song Youn-Ho;Youn Yong-Hoon
    • 한국지구물리탐사학회:학술대회논문집
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    • 2005.05a
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    • pp.273-280
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    • 2005
  • Robust magneto-telluric (MT) response function estimators are now in standard use in electromagnetic induction research. Properly devised and applied, these methods can reduce the influence of unusual data (outlier) in the response (electric field) variable, but often not sensitive to exceptional predictor (magnetic field) data, which are termed leverage points. A bounded influence estimator is described which simultaneously limits the influence of both outlier and leverage point, and has proven to consistently yield more reliable MT response function estimates than conventional robust approach. The bounded influence estimator combines a standard robust M-estimator with leverage weighting based on the statistics of the hat matrix diagonal, which is a standard statistical measure of unusual predictors. Further extensions to MT data analysis are proposed, including a establishment of data rejection criterion which minimize the influence of both electric and magnetic outlier in frequency domain based on statistical distribution of electromagnetic field. The rejection scheme made in this study seems to have an effective performance on eliminating extreme data, which is even not removed by BI estimator, in frequency domain. The effectiveness and advantage of these developments are illustrated using real MT data.

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Effect of Outliers on Sample Correlation Coefficient

  • Kim, Chooongrak;Park, Byeong U.;Park, Kook L.;Whasoo Bae
    • Journal of the Korean Statistical Society
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    • v.29 no.3
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    • pp.285-294
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    • 2000
  • In analyzing bivariate date the sample correlation coefficient is often used, and it is quite sensitive to one or few isolated cases. In this article we derive a formula for the effect of $textsc{k}$ observations on the samples correlation coefficient by the deletion method. To give a reference value for the isolated cases the asymptotic distribution fo the formula is derived. Also, we give some interpretations on several types of isolated cases and an example based on a real data set.

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Design of ONU for EPON Based Access Network (EPON 액세스 망 기반의 ONU 설계)

  • 김용태;신동범;이형섭
    • Proceedings of the IEEK Conference
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    • 2003.07a
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    • pp.633-636
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    • 2003
  • An Ethernet passive optical network(EPON) is a point-to-multipoint optical network. EPONs leverage the low cost, high performance curve of Ethernet systems to provide reliable data, voice and video to end user at bandwidths far exceeding current access technologies. In this paper, we propose the economical and flexible structure of optical network unit(ONU) converting optical format traffic to the customer's desired format(Ethernet, VDSL, T1, IP multicast, etc.). A unique feature of EPONs is that in addition to terminating and converting the optical signal the ONU provide Layer 2-3 switching functionality, which allows internal routing of enterprise traffic at the ONU.

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