• Journal of the Korean Data and Information Science Society
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• 제17권4호
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• pp.1067-1076
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• 2006

Although the proportional hazards model is the most common approach used for studying the relationship of event times and covariates, alternative models are needed for occasions when it does not fit data. In the two-sample case, proportional odds models are useful for fitting data whose hazard rates converge asymptotically. In this thesis, we propose a new estimator of the relative odds ratio of the proportional odds model when two independent random samples are observed under uncensorship. We prove the asymptotic normality and consistency of the estimator by using martingale-representation. The efficiency of the proposed is assessed through a simulation study.

• Journal of the Korean Data and Information Science Society
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• 제18권1호
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• pp.219-228
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• 2007

In this paper, we consider a decision-theoretic oriented, objective Bayesian inference for the ratio of two normal variances. Specifically we derive the Bayesian reference criterion as well as the intrinsic estimator and the credible region which correspond to the intrinsic discrepancy loss and the reference prior. We illustrate our results using real data analysis and simulation study.

• Communications for Statistical Applications and Methods
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• 제6권3호
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• pp.967-976
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• 1999

In this paper we study the Hellinger distance based goodness-of-fit tests that are analogs of likelihood ratio tests. The minimum Hellinger distance estimator (MHDE) in normal models provides an excellent robust alternative to the usual maximum likelihood estimator. Our simulation results show that the Hellinger deviance test (Simpson 1989) based goodness-of-fit test is robust when data contain outliers. The proposed hellinger deviance test(Simpson 1989) is a more direcct method for obtaining robust inferences than an automated outlier screen method used before the likelihood ratio test data analysis.

• Communications for Statistical Applications and Methods
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• 제4권2호
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• pp.353-358
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• 1997

When the disturbances in the linear repression medel are generated by a seasonal autoregressive scheme the Cochrane Orcutt transformation estimator (COTE) is a well known alternative to Generalized Least Squares estimator (GLSE). In this paper it is analyzed in which situation the Ordinary Least Squares estimator (OLSE) is always better than COTE for positive autocorrelation in terms of efficiency which is here defined as the ratio of the total variances.

• Journal of the Korean Data and Information Science Society
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• 제24권3호
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• pp.659-667
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• 2013

If the regression model or the propensity model is correct, the unbiasedness of the estimator using doubly robust imputation can be guaranteed. Using a neural network instead of a logistic regression model for the propensity model, the estimators using doubly robust imputation are approximately unbiased even though both assumed models fail. We also propose a doubly robust estimator of ratio form using population information of an auxiliary variable. We prove some properties of proposed theory by restricted simulations.

• 대한전기학회논문지
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• 제39권2호
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• pp.210-217
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• 1990

For the failure detection of dynamic systems, processing the residuals from the observer of the estimator is the most general method. A failure detection method which use an adaptive predictor to separate the effect of sensor failure from the additive noise in the residuals of a Kalman filter that is employed as an estimator of a dynamic system is addressed here. In the method, the property of the residuals of an optimal Kalman estimator is exploited. The simulation results of this method shows that the proposed method is superior to the sequential probability ratio test for a small failure magnitude.

• 유공압시스템학회논문집
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• 제2권4호
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• pp.7-13
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• 2005

This paper presents modeling and ostimator/controller design for the hydraulic system in Vehicle Stability Control(VSC) system. A nonlinear mathematical model of the VSC hydraulic system is proposed and its accuracy is experimentally verified. A brake pressure estimator is then designed based on the derived mathematical model of VSC hydraulic system. And a disturbance observer, which compensates the estimation error between the brake pressure and the computed brake pressure is also designed to enhance the accuracy of the estimator. The proposed controller has the form of a feedback controller and determines explicitly the on/off ratio of valves' driving PWM signals by means of making use of the simplified mathematical model in the VSC hydraulic system. The performance of the designed controller whose feedback signal is generated by the brake pressure estimator is validated through experimental results.

• 전기학회논문지
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• 제66권5호
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• pp.843-850
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• 2017

The EMG amplitude estimator, which has been investigated as an indicator of muscle force, is utilized as the control input to artificial prosthetic limbs. This paper describes an application of the optimal EMG amplitude estimator to the surface EMG signals recorded during constant isometric %MVC (maximum voluntary contraction) for 30 seconds and reports on assessing performance of the amplitude estimator from the application. Surface EMG signals, a total of 198 signals, were recorded from biceps brachii muscle over the range of 20-80%MVC isometric contraction. To examine the estimator performance, a SNR(signal-to-noise ratio) was computed from each amplitude estimate. The results of the study indicate that ARV(average rectified value) and RMS(root mean square) amplitude estimation with forth order whitening filter and 250[ms] moving average window length are optimal and showed the mean SNR improvement of about 50%, 40% and 20% for each 20%MVC, 50%MVC and 80%MVC surface EMG signals, respectively.

• International Journal of Reliability and Applications
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• 제12권1호
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• pp.61-77
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• 2011

One of the most important problems in the estimation of the parameter of the failure model, is the cost of experimental sampling units, which can be reduced by using any prior information available about ${\theta}$, and devising a two-stage pooling shrunken estimation procedure. We have proposed an estimator of the reliability function (R(t)) of the exponential model using two-stage time censored data when a prior value about the unknown parameter (${\theta}$) is available from the past. To compare the performance of the proposed estimator with the classical estimator, computer intensive calculations for bias, mean squared error, relative efficiency, expected sample size and percentage of the overall sample size saved expressions, were done for varying the constants involved in the proposed estimator (${\tilde{R}}$(t)).

• ETRI Journal
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• 제36권5호
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• pp.721-729
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• 2014

We propose a novel phase-based method for single-channel speech enhancement to extract and enhance the desired signals in noisy environments by utilizing the phase information. In the method, a phase-dependent a priori signal-to-noise ratio (SNR) is estimated in the log-mel spectral domain to utilize both the magnitude and phase information of input speech signals. The phase-dependent estimator is incorporated into the conventional magnitude-based decision-directed approach that recursively computes the a priori SNR from noisy speech. Additionally, we reduce the performance degradation owing to the one-frame delay of the estimated phase-dependent a priori SNR by using a minimum mean square error (MMSE)-based and maximum a posteriori (MAP)-based estimator. In our speech enhancement experiments, the proposed phase-dependent a priori SNR estimator is shown to improve the output SNR by 2.6 dB for both the MMSE-based and MAP-based estimator cases as compared to a conventional magnitude-based estimator.