• Communications for Statistical Applications and Methods
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• 제4권2호
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• pp.565-579
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• 1997

A robust test is proposed for the problem of testing the parallelism of several regression lines against ordered alternatives. The proposed test statistic is based on a linear combination of one-step pairwise GM-estimators. We compare the performance of the proposed test with that of the other tests through a Monte Carlo simulation. The results of the simulation study show that the proposed test has stable levels, good empirical powers in various circumstances, and particularly higher empirical powers under the presence of extreme outliers or leverage points.

• Communications for Statistical Applications and Methods
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• 제19권1호
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• pp.177-182
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• 2012

A structural break in the level as well as in the innovation variance has often been exhibited in economic time series. In this paper we propose robust unit root tests based on a sign-type test statistic when a time series has a shift in its level and the corresponding volatility. The proposed tests are robust to a wide class of partially stationary processes with heavy-tailed errors, and have an exact binomial null distribution. Our tests are not affected by the size or location of the break. We set the structural break under the null and the alternative hypotheses to relieve a possible vagueness in interpreting test results in empirical work. The null hypothesis implies a unit root process with level shifts and the alternative connotes a stationary process with level shifts. The Monte Carlo simulation shows that our tests have stable size than the OLSE based tests.

• Communications for Statistical Applications and Methods
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• 제8권2호
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• pp.337-346
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• 2001

In this paper we consider the problem of identifying and testing the outliers in linear regression. first we consider the problem for testing the null hypothesis of no outliers. The test based on the ratio of two scale estimates is proposed. We show the asymptotic distribution of the test statistic by Monte Carlo simulation and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure based on the suggested test is proposed and shown to perform fairly well. The forward sequential procedure is unaffected by masking and swamping effects because the test statistic is based on robust estimate.

• 품질경영학회지
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• 제17권2호
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• pp.70-80
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• 1989

A nonparametric test for testing the parallelism of regression lines against ordered alternatives is proposed. The proposed test statistic is based on a linear combination of robust slope estimators. It is a modified version of the Adichie's test statistics based on scores. A snail-sample Monte Carlo study shows that the proposed test is compatible with the Adichie's test.

• 품질경영학회지
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• 제22권2호
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• pp.166-176
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• 1994

Some rank score tests are proposed for testing the equality of all sampling distribution functions against ordered location-scale alternatives in k-sample problem. Under the null hypothesis and a contiguous sequence of ordered location-scale alternatives, the asymptotic properties of the proposed test statistics are investigated. Also, the asymptotic local powers are compared with each others. The results show that the proposed tests based on the Hettmansperger-Norton type statistic are more powerful than others for the general ordered location-scale alternatives. However, the Shiraishi's tests based on the sum of two Bartholomew's rank analogue statistics are robust.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2001년도 제14회 신호처리 합동 학술대회 논문집
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• pp.231-234
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• 2001

In this paper, we present a robust watermarking technique based on a DCT-domain watermarking approach and an order statistic(OS) filter. The proposed technique inserts one watermark into each of four coefficients within a 2 ${\times}$ 2 block which is scanned on DCT coefficients in the zig-zag ordering from the medium frequency range. The detection algorithm uses an adaptive trimmed mean operator as a local estimator of the embedded watermark to obtain the desired robustness in the presence of additive Gaussian noise and JPEG compression attacks. The performance is analyzed through statistical analysis and numerical experiments. It is shown that the robustness properties against additive noise and JPEG compression attacks are more enhanced than the previous techniques.

• 응용통계연구
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• 제8권2호
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• pp.77-86
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• 1995

본 논문에서는 두 회귀직선의 평행성에 대한 로버스트 검정법을 제안하고, 모의실험과 예를 통하여 기존의 방법들과 유의수준의 안정성 및 검정력의 측면에서 비교하였다. 제안된 검정법은 Song et al. (1994b)에 의하여 제안된 최소절사제곱 추정량을 초기치로 하는 일단계 GM-추정량에 기초를 두고 있다. 이 추정량은 최대붕괴점과 유계영향함수를 갖는 것으로 알려져 있다.

• 응용통계연구
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• 제8권1호
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• pp.119-131
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• 1995

윈저화 자료에 기초한 분산분석법 개발의 일차시도로 고정효과 일원 분산분석 모형에 대한 윈저화 분산분석을 제시한다. 몬테 칼로 모의실험 기법을 사용하여 각 요인 수준마다 g-g 대칭 윈저화를 적용시켰을 때 윈저화 자료에 기초한 제곱합들의 비의 경험적 분포가 통상의 F 분포로 근사됨을 보인다. 이 근사 F 분포의 자유도는 윈저화 카이제곱 통계량의 경험적 분포가 자유도 (n-3g-1)의 통상적인 카이제곱 분포에 만족할만하게 근사되어진다는 성내경(1994)의 연구 성과를 토대로 결정된다. 여기서 n은 표본 크기, g는 한쪽 꼬리 부분에서 윈저화가 적용되는 양이다. 산출된 분산비의 경험적 분위수의 일부를 수록하였다. 이 연구는 non-adaptive 로버스트 분산분석법을 제안하는 것으로 이상점이 존재하는 분산분석 자료에 적용하면 자료 해석이 단순화되는 실용성을 위주로 한다.

• Journal of the Korean Statistical Society
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• 제26권4호
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• pp.507-520
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• 1997

In this paper we propose a robust Wald-type test which is based on an efficient Mallows-type one-step GM-estimator. The proposed estimator based on the weight function of Song, Park and Nam (1996) has a bounded influence function and a high breakdown point. Under some regularity conditions, we compute the finite-sample breakdown point, and drive asymptotic normality of the proposed estimator. The level and power breakdown points, influence function and asymptotic distribution of the proposed test statistic are main points of this paper. To compare the performance of the proposed test with other tests, we perform some Monte Carlo simulations.

• 한국방송∙미디어공학회:학술대회논문집
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• 한국방송공학회 2012년도 하계학술대회
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• pp.471-472
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• 2012

The active shape model(ASM) is one of the most popular methods among the shape prior based segmentation methods based on its strong shape constraints using the statistic of shape information which is acquired from the training set. ASM has a few drawbacks, such as, the lack of shape variability, and the sensitivity for false locally searched points. In this paper, we suggest the patch-wise robust ASM to overcome the limitations of the ASM. In addition to the SSM, we introduce the patch-wise SSM, to reduce the shape inflexibility and to search reliable points with the point reliance measurement. The quantitative and qualitative results show the robustmness and the accuracy of the proposed method.