• 한국조사연구학회지:조사연구
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• 제12권3호
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• pp.49-62
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• 2011

본 논문에서는 패널회귀모형에서 회귀계수 추정량으로 일반최소제곱추정량과 가중최소 제곱추정량의 설계기반 성질을 고찰한다. 회귀계수의 최소제곱추정량을 선형화하여 일반최소제곱추정량의 근사편향, 근사분산, 그리고 근사평균제곱오차의 수식과, 가중최소제곱추정량의 근사분산 수식을 유도한 후, 모의실험을 통하여 두 추정량의 근사분산 및 근사평균 제곱오차의 크기를 수치적으로 비교한다. 모의실험에서는 한국복지패널 3개년 데이터를 모집단으로 간주하고, 가구소득 변수를 관심변수로 하며 가구와 가구주 관련 7개 변수를 설명변수로 하는 유한모집단 회귀계수를 고려한다. 두 추정량의 설계기반 성질을 비교하기 위하여 표본수를 50에서 1,000까지 50 간격으로 설정하여 일반최소제곱추정량의 근사편향, 근사분산 그리고 가중최소제곱추정량의 근사분산을 계산한다. 모의실험을 통하여 다음과 같은 경향을 확인하였다. 첫째, 표본의 크기가 커지면 일반최소제곱추정량의 평균제곱오차가 가중최소제곱추정량의 분산보다 커진다. 둘째, 일반최소제곱추정량의 평균제곱오차를 가중최소제곱추정량의 분산으로 나눈비(ratio)는 설명변수에 따라 크기가 다르게 나타나고, 일반최소제곱추정량의 편향이 클수록 큰 값을 보인다. 셋째, 분산만 비교하면 일반최소제곱추정량의 분산이 가중최소제곱추정량의 분산보다 대부분의 경우에 더 작게 나타난다.

• 제어로봇시스템학회논문지
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• 제14권5호
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• pp.415-419
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• 2008

Detecting and correcting defects on LCD glasses early in the manufacturing process becomes important for panel makers to reduce the manufacturing costs and to improve productivity. Many attempts have been made and were successfully applied to detect and identify simple defects such as scratches, dents, and foreign objects on glasses. However, it is still difficult to robustly detect low-contrast defect region, called Mura or blemish area on glasses. Typically, these defect areas are roughly defined as relatively large, several millimeters of diameter, and relatively dark and/or bright region of low Signal-to-Noise Ratio (SNR) against background of low-frequency signal. The aim of this article is to present a robust algorithm to segment these blemish defects. Early 90's, a highly robust estimator, known as the Model-Fitting (MF) estimator was developed by X. Zhuang et. al. and have been successfully used in many computer vision application. Compared to the conventional Least-Square (LS) estimator the MF estimator can successfully estimate model parameters from a dataset of contaminated Gaussian mixture. Such a noise model is defined as a regular white Gaussian noise model with probability $1-\varepsilon$ plus an outlier process with probability $varepsilon$. In the sense of robust estimation, the blemish defect in images can be considered as being a group of outliers in the process of estimating image background model parameters. The algorithm developed in this paper uses a modified MF estimator to robustly estimate the background model and as a by-product to segment the blemish defects, the outliers.

• ETRI Journal
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• 제29권5호
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• pp.607-613
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• 2007

Most signal-to-noise ratio (SNR) estimation techniques in digital communication channels derive the SNR estimates solely from samples of the received signal after the matched filter. They are based on symbol SNR and assume perfect synchronization and intersymbol interference (ISI)-free symbols. In severe channel distortion where ISI is significant, the performance of these estimators badly deteriorates. We propose an SNR estimator which can operate on data samples collected at the front-end of a receiver or at the input to the decision device. This will relax the restrictions over channel distortions and help extend the application of SNR estimators beyond system monitoring. The proposed estimator uses the characteristics of the second order moments of the additive white Gaussian noise digital communication channel and a linear predictor based on the modified-covariance algorithm in estimating the SNR value. The performance of the proposed technique is investigated and compared with other in-service SNR estimators in digital communication channels. The simulated performance is also compared to the Cram$\acute{e}$r-Rao bound as derived at the input of the decision circuit.

• Journal of the Korean Data and Information Science Society
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• 제27권3호
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• pp.599-607
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• 2016

한국에서 새로운 유형의 메르스 코로나 바이러스 감염에 의한 중동 호흡기 증후군 환자가 처음으로 발생한 이후 급속하게 번져, 사회적으로 큰 문제가 되었다. 최근 중동의 아라비아 반도를 중심으로 처음으로 감염 환자가 발생한 이 질병은 사우디 아라비아에서의 치사율이 30~40%에 이르는 것으로 알려져 있다. 그러나 전염 과정 초기에 한국질병관리본부에서 발표하는 치사율은 10% 초반으로 기존에 알려져 있는 치사율에 비해 현저히 낮은 수준을 보였다. 이는 전염 진행 과정에서 사망 또는 퇴원하지 않고 입원 중인 메르스 확진 환자의 수를 고려하지 않은 확진자 중 사망자의 비율을 사용하는 단순추정법에 기인한 것이었다. 치사율은 그 값에 따라서 전염병의 대처 정책에 큰 영향을 미치는 값이므로 전염 과정의 초기부터 안정적으로 치사율을 추정하는 것이 중요하다. 따라서 본 연구에서는 기존의 추정치에 비해 감염의 초기 단계에서부터 안정적으로 치사율을 추정하는 방법을 제시한다. 제시된 추정치는 메르스로 인한 사망자 수 이외에 입원 환자의 상태의 정보를 활용하였다. 새로운 추정치의 성능을 보기 위하여 한국에서 발생한 감염 이후 2015년 8월 10일까지 186명의 감염자 자료를 사용하여 치사율을 추정하고 기존의 여러 가지 치사율 추정치와 비교하였다. 제시한 추정치는 감염의 초기 단계에서부터 다른 추정치에 비해 안정적인 모습을 보였다.

• Journal of the Korean Statistical Society
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• 제30권1호
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• pp.41-61
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• 2001

The minimum negative exponential disparity estimator(MNEDE), introduced by Lindsay(1994), is an excellenet competitor to the minimum Hellinger distance estimator(Beran 1977) as a robust and yet efficient alternative to the maximum likelihood estimator in parametric models. In this paper we define the negative exponential deviance test(NEDT) as an analog of the likelihood ratio test(LRT), and show that the NEDT is asymptotically equivalent to he LRT at the model and under a sequence of contiguous alternatives. We establish that the asymptotic strong breakdown point for a class of minimum disparity estimators, containing the MNEDE, is at least 1/2 in continuous models. This result leads us to anticipate robustness of the NEDT under data contamination, and we demonstrate it empirically. In fact, in the simulation settings considered here the empirical level of the NEDT show more stability than the Hellinger deviance test(Simpson 1989). The NEDT is illustrated through an example data set. We also define a goodness-of-fit statistic to assess adequacy of a specified parametric model, and establish its asymptotic normality under the null hypothesis.

• International Journal of Control, Automation, and Systems
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• 제6권6호
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• pp.818-827
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• 2008

In this paper, we propose a new noise estimation and reduction algorithm for stationary and nonstationary noisy environments. This approach uses an algorithm that classifies the speech and noise signal contributions in time-frequency bins. It relies on the ratio of the normalized standard deviation of the noisy power spectrum in time-frequency bins to its average. If the ratio is greater than an adaptive estimator, speech is considered to be present. The propose method uses an auto control parameter for an adaptive estimator to work well in highly nonstationary noisy environments. The auto control parameter is controlled by a linear function using a posteriori signal to noise ratio(SNR) according to the increase or the decrease of the noise level. The estimated clean speech power spectrum is obtained by a modified gain function and the updated noisy power spectrum of the time-frequency bin. This new algorithm has the advantages of much more simplicity and light computational load for estimating the stationary and nonstationary noise environments. The proposed algorithm is superior to conventional methods. To evaluate the algorithm's performance, we test it using the NOIZEUS database, and use the segment signal-to-noise ratio(SNR) and ITU-T P.835 as evaluation criteria.

• 응용통계연구
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• 제22권5호
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• pp.1097-1102
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• 2009

Classification of subjects with unknown distribution in small sample size setup may involve order-restricted constraints in multivariate parameter setups. Those problems makes optimality of conventional likelihood ratio based statistical inferences not feasible. Fortunately, Roy (1953) introduced union-intersection principle(UIP) which provides an alternative avenue. Redescending M-estimator along with that principle yields a considerably appropriate robust testing procedure. Furthermore, conditionally distribution-free test based upon exact permutation theory is used to generate p-values, even in small sample. Applications of this method are illustrated in simulated data and read data example (Lobenhofer et al., 2002)

• Journal of the Korean Statistical Society
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• 제27권3호
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• pp.331-348
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• 1998

In this paper, we have proposed some robust Bayes estimators using ML-II priors as well as certain empirical Bayes estimators in estimating the finite population mean in the presence of auxiliary information. These estimators are compared with the classical ratio estimator and a subjective Bayes estimator utilizing the auxiliary information in terms of "posterior robustness" and "procedure robustness" Also, we have addressed the issue of choice of sampling design from a robust Bayesian viewpoint.

• ETRI Journal
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• 제33권1호
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• pp.27-31
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• 2011

This paper addresses estimating the frequency of a cisoid in the presence of white Gaussian noise, which has numerous applications in communications, radar, sonar, and instrumentation and measurement. Due to the nonlinear nature of the frequency estimation problem, there is threshold effect, that is, large error estimates or outliers will occur at sufficiently low signal-to-noise ratio (SNR) conditions. Utilizing the ideas of averaging to increase SNR and weighted linear prediction, an optimal frequency estimator with smaller threshold SNR is developed. Computer simulations are included to compare its mean square error performance with that of the maximum likelihood (ML) estimator, improved weighted phase averager, generalized weighted linear predictor, and single weighted sample correlator as well as Cramer-Rao lower bound. In particular, with smaller computational requirement, the proposed estimator can achieve the same threshold and estimation performance of the ML method.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제2권4호
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• pp.209-221
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• 2008

In this paper, we propose a subcarrier allocation method and a composite linear minimum mean square error (LMMSE) channel estimator to increase spectrum efficiency in orthogonal frequency division multiplexing (OFDM) transmit diversity. The pilot symbols for OFDM transmit (Alamouti) diversity are exclusively allocated in two OFDM symbols in different antennas, which causes serious degradation of spectrum efficiency. To reduce the number of pilot symbols, our subcarrier allocation method uses repetition-coded data symbols, and the proposed channel estimator maintains good bit error rate (BER) performance.