• Title/Summary/Keyword: multivariate location parameter

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ROBUST $L_{p}$-NORM ESTIMATORS OF MULTIVARIATE LOCATION IN MODELS WITH A BOUNDED VARIANCE

  • Georgly L. Shevlyakov;Lee, Jae-Won
    • The Pure and Applied Mathematics
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    • v.9 no.1
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    • pp.81-90
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    • 2002
  • The least informative (favorable) distributions, minimizing Fisher information for a multivariate location parameter, are derived in the parametric class of the exponential-power spherically symmetric distributions under the following characterizing restrictions; (i) a bounded variance, (ii) a bounded value of a density at the center of symmetry, and (iii) the intersection of these restrictions. In the first two cases, (i) and (ii) respectively, the least informative distributions are the Gaussian and Laplace, respectively. In the latter case (iii) the optimal solution has three branches, with relatively small variances it is the Gaussian, them with intermediate variances. The corresponding robust minimax M-estimators of location are given by the $L_2$-norm, the $L_1$-norm and the $L_{p}$ -norm methods. The properties of the proposed estimators and their adaptive versions ar studied in asymptotics and on finite samples by Monte Carlo.

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A Trimmed Spatial Median Estimator Using Bootstrap Method (붓스트랩을 활용한 최적 절사공간중위수 추정량)

  • Lee, Dong-Hee;Jung, Byoung-Cheol
    • The Korean Journal of Applied Statistics
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    • v.23 no.2
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    • pp.375-382
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    • 2010
  • In this study, we propose a robust estimator of the multivariate location parameter by means of the spatial median based on data trimming which extending trimmed mean in the univariate setup. The trimming quantity of this estimator is determined by the bootstrap method, and its covariance matrix is estimated by using the double bootstrap method. This extends the work of Jhun et al. (1993) to the multivariate case. Monte Carlo study shows that the proposed trimmed spatial median estimator yields better efficiency than a spatial median, while its covariance matrix based on double bootstrap overcomes the under-estimating problem occurred on single bootstrap method.

A Resetting Scheme for Process Parameters using the Mahalanobis-Taguchi System

  • Park, Chang-Soon
    • The Korean Journal of Applied Statistics
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    • v.25 no.4
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    • pp.589-603
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    • 2012
  • Mahalanobis-Taguchi system(MTS) is a statistical tool for classifying the normal group and abnormal group in multivariate data structures. In addition to the classification itself, the MTS uses a method for selecting variables useful for the classification. This method can be used efficiently especially when the abnormal group data are scattered without a specific directionality. When the feedback adjustment procedure through the measurements of the process output for controlling process input variables is not practically possible, the reset procedure can be an alternative one. This article proposes a reset procedure using the MTS. Moreover, a method for identifying input variables to reset is also proposed by the use of the contribution. The identification of the root-cause parameters using the existing dimension-reduced contribution tends to be difficult due to the variety of correlation relationships of multivariate data structures. However, it became possible to provide an improved decision when used together with the location-centered contribution and the individual-parameter contribution.

Assessment of Water Quality using Multivariate Statistical Techniques: A Case Study of the Nakdong River Basin, Korea

  • Park, Seongmook;Kazama, Futaba;Lee, Shunhwa
    • Environmental Engineering Research
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    • v.19 no.3
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    • pp.197-203
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    • 2014
  • This study estimated spatial and seasonal variation of water quality to understand characteristics of Nakdong river basin, Korea. All together 11 parameters (discharge, water temperature, dissolved oxygen, 5-day biochemical oxygen demand, chemical oxygen demand, pH, suspended solids, electrical conductivity, total nitrogen, total phosphorus, and total organic carbon) at 22 different sites for the period of 2003-2011 were analyzed using multivariate statistical techniques (cluster analysis, principal component analysis and factor analysis). Hierarchical cluster analysis grouped whole river basin into three zones, i.e., relatively less polluted (LP), medium polluted (MP) and highly polluted (HP) based on similarity of water quality characteristics. The results of factor analysis/principal component analysis explained up to 83.0%, 81.7% and 82.7% of total variance in water quality data of LP, MP, and HP zones, respectively. The rotated components of PCA obtained from factor analysis indicate that the parameters responsible for water quality variations were mainly related to discharge and total pollution loads (non-point pollution source) in LP, MP and HP areas; organic and nutrient pollution in LP and HP zones; and temperature, DO and TN in LP zone. This study demonstrates the usefulness of multivariate statistical techniques for analysis and interpretation of multi-parameter, multi-location and multi-year data sets.

Parameter Regionalization of Semi-Distributed Runoff Model Using Multivariate Statistical Analysis (다변량 통계분석을 이용한 준분포형 유출모형 매개변수 지역화)

  • Lee, Byong-Ju;Jung, Il-Won;Bae, Deg-Hyo
    • Journal of Korea Water Resources Association
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    • v.42 no.2
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    • pp.149-160
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    • 2009
  • The objective of this study is to suggest parameter regionalization scheme which is integrated two multivariate statistical methods: principal components analysis(PCA) and hierarchical cluster analysis(HCA). This technique is to apply semi-distributed rainfall-runoff model on ungauged catchments. 7 catchment characteristics (area, mean altitude, mean slope, ratio of forest, water content at saturation, field capacity and wilting point) are estimated for 109 mid-sized sub-basins. The first two components from PCA results account for 82.11% of the total variance in the dataset. Component 1 is related to the location of the catchments relevant to the altitude and Component 2 is connected with the area of these. 103 ungauged catchments are clustered using HCA as the following 6 groups: Goesan 23, Andong 6, Imha 5, Hapcheon 21, Yongdam 4, Seomjin 44. SWAT model is used to simulate runoff and the parameters of the model on the 6 gauged basins are estimated. The model parameters were regionalized for Soyang, Chungju and Daecheong dam basins which are assumed as ungauged ones. The model efficiency coefficients of the simulated inflows for these three dams were at least 0.8. These results also mean that goodness of fit is high to the observed inflows. This research will contribute to estimate and analyze hydrologic components on the ungauged catchments.

Pretreatment Neutrophil/Lymphocyte Ratio as a Prognostic Aid in Colorectal Cancer

  • Ozdemir, Yavuz;Akin, Mehmet Levhi;Sucullu, Ilker;Balta, Ahmet Ziya;Yucel, Ergun
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.6
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    • pp.2647-2650
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    • 2014
  • Background: Colorectal cancers(CRC) are the third most common cancer in the western world, with surgery preferred for management of non-metastatic disease and post surgical treatment usually arranged according to the TNM staging system. However, there is still prognostic variation between patients who have the same stage. It is increasingly recognized that variations within disease course and clinical outcome in colorectal cancer patients are influenced by not only oncological characteristics of the tumor itself but also host response factors. Recent studies have shown correlation between the inflammatory response and clinical outcomes in various cancers. The neutrophil/lymphocyte ratio (NLR) has been described as a marker for immune response to various stimuli including cancer. Material-Methods: Two hundred eighty-one CRC patients were included in our retrospective analysis, separated into two groups according to a cut-off value for the NLR. Patient data including age, gender, vertical penetration, anatomic location, and differentiation of the tumor, TNM stage, survival rate, and disease-free survival were analyzed for correlations with the NLR. Results: Using ROC curve analysis, we determined a cut-off value of 2.2 for NLR to be best to discriminate between patient survival in the whole group. In univariate analysis, high pretreatment NLR (p=0.001, 95%CI 1.483-4.846), pathologic nodal stage (p<0.001, 95%CI 1.082-3.289) and advanced pathologic TNM stage (p<0.001, 95%CI 1.462-4.213) were predictive of shorter survival. In multivariate analysis, advanced pathologic TNM stage (p=0.001, 95%CI 1.303-26.542) and high pretreatment NLR (p=0.005, 95%CI 1.713-6.378) remained independently associated with poor survival. Conclusions: High pre-treatment NLR is a significant independent predictor of shorter survival in patients with colorectal cancer. This parameter is a simple, easily accessible laboratory value for identifying patients with poorer prognosis.