The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
권호 표지

Log-density estimation based on a Fourier expansion

푸리에 전개에 기초한 로그밀도추정

  • 구자용 (강원도 춘천시 옥천동 1번지, 한림대학교 통계학과) ;
  • 이기원 (강원도 춘천시 옥천동 1번지, 한림대학교 통계학과) ;
  • 박현숙 (강원도 춘천시 옥천동 1번지, 한림대학교 통계학과)
  • Published : 1997.03.01
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Abstract

In this paper we propose a logdensity estimation based on a Fourier expansion. The basis functions consisting of trigonometric functions are determinded by stepwise addition and deletion and the Bayes Information Criterion, where the maximum likelihood method is used to estimate the parameters. Numericla examples using real data and simulated data are provided to show the performance of proposed method.

본 논문에서는 푸리에 전개에 기초한 로그밀도추정법을 제안하였다. 삼각함수로 구성된 기저함수들은 베이즈정보 규준량에 근거하여 단계적 추가 및 삭제를 이용하여 결정하였고, 모수의 추정에는 최대가능성 방법을 이용하였다. 기존 자료의 분석 및 모의실험을 통하여 제안된 방법의 성능을 예시하였다.

Keywords

References

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