• Title/Summary/Keyword: Generalized Methods of Moments

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International high-frequency base balance benchmark study

  • Holmes, John D.;Tse, Tim K.T.
    • Wind and Structures
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    • v.18 no.4
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    • pp.457-471
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    • 2014
  • A summary of the main results from an international comparative study for the high-frequency base balance is given. Two buildings were specified - a 'basic' and an 'advanced' building. The latter had more complex dynamic response with coupled modes of vibration. The predicted base moments generally showed good agreement amongst the participating groups, but less good agreement was found for the roof accelerations which are dominated by the resonant response, and subject to measurement errors for the generalized force spectra, to varying mode shape correction techniques, and different methods used for combining acceleration components.

Prediction of recent earthquake magnitudes of Gyeongju and Pohang using historical earthquake data of the Chosun Dynasty (조선시대 역사지진자료를 이용한 경주와 포항의 최근 지진규모 예측)

  • Kim, Jun Cheol;Kwon, Sookhee;Jang, Dae-Heung;Rhee, Kun Woo;Kim, Young-Seog;Ha, Il Do
    • The Korean Journal of Applied Statistics
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    • v.35 no.1
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    • pp.119-129
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    • 2022
  • In this paper, we predict the earthquake magnitudes which were recently occurred in Gyeongju and Pohang, using statistical methods based on historical data. For this purpose, we use the five-year block maximum data of 1392~1771 period, which has a relatively high annual density, among the historical earthquake magnitude data of the Chosun Dynasty. Then, we present the prediction and analysis of earthquake magnitudes for the return level over return period in the Chosun Dynasty using the extreme value theory based on the distribution of generalized extreme values (GEV). We use maximum likelihood estimation (MLE) and L-moments estimation for parameters of GEV distribution. In particular, this study also demonstrates via the goodness-of-fit tests that the GEV distribution can be an appropriate analytical model for these historical earthquake magnitude data.

Allometric Equations for Estimating the Carbon Storage of Maple Trees in an Urban Settlement Area (정주지 단풍나무의 탄소저장량 추정 상대생장식)

  • Hojin Kim;Gyeongwon Baek;Byeonggil Choi;Jihyun Lee;Jeongmin Lee;Yowhan Son;Choonsig Kim
    • Journal of Korean Society of Forest Science
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    • v.112 no.1
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    • pp.32-39
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    • 2023
  • Using the logarithmic methods and the generalized method of moments (GMM), this study developed carbon storage equations for maple trees (Acer palmatum Thunb.) planted in an urban settlement area. A total of 20 maple trees of various ages and diameters were destructively harvested to determine their dry weight and carbon concentration by component. The allometric equations with DBH and DBH2×H as independent variables were developed to estimate the carbon storage for each tree component. The carbon concentration of tree components was the highest in stem wood (49.8%) and lowest in stem bark (46.5%). Allometric equations to estimate the carbon storage of tree components (stem, root, aboveground, and total) showed a similar coefficient of determinations (R2) between the allometric equations of the logarithmic method (0.7494-0.9036) and the GMM (0.7085-0.8847). However, the R2 values of the leaves and branches were in the range of 0.3027 to 0.6380, lower than those of the R2 of the other tree components. These results indicate that the carbon storage of maple trees growing in urban settlement areas can be efficiently predicted from the equations of GMM methods in the case of a small sample size or the heteroscedasticity of logarithmic equations.

Generalized half-logistic Poisson distributions

  • Muhammad, Mustapha
    • Communications for Statistical Applications and Methods
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    • v.24 no.4
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    • pp.353-365
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    • 2017
  • In this article, we proposed a new three-parameter distribution called generalized half-logistic Poisson distribution with a failure rate function that can be increasing, decreasing or upside-down bathtub-shaped depending on its parameters. The new model extends the half-logistic Poisson distribution and has exponentiated half-logistic as its limiting distribution. A comprehensive mathematical and statistical treatment of the new distribution is provided. We provide an explicit expression for the $r^{th}$ moment, moment generating function, Shannon entropy and $R{\acute{e}}nyi$ entropy. The model parameter estimation was conducted via a maximum likelihood method; in addition, the existence and uniqueness of maximum likelihood estimations are analyzed under potential conditions. Finally, an application of the new distribution to a real dataset shows the flexibility and potentiality of the proposed distribution.

Ultimate strength of stiffened panels subjected to non-uniform thrust

  • Anyfantis, Konstantinos N.
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.12 no.1
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    • pp.325-342
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    • 2020
  • The current study is focused on the evaluation of the ultimate strength of stiffened panels found in ship hull structures that are subjected to combined uniaxial thrust, in-plane and out-of-plane bending moments. This loading condition, which is in general ignored when performing buckling checks, applies to representative control geometries (stiffener with attached plating) as a consequence of the linearly varying normal stresses along the ship's depth induced by the hull-girder vertical bending moment. The problem is generalized by introducing a non-uniform thrust described by a displacement ratio and rotation angle and by introducing the slenderness ratios, within the practical range of interest. The formed design space is explored through methods sourcing from Design of Experiments and by applying non-linear finite element procedures. Surrogate empirical models have been constructed through regression analysis and Response Surface Methods. An additional empirical model is provided to the literature for predicting the ultimate strength under uniaxial thrust. The numerical experimentation has shown that is a significant influence on the ultimate strength of stiffened panels as the thrust non-uniformity increases.

GENERALIZED LINDLEY DISTRIBUTION USING PROPORTIONAL HAZARD FAMILY AND INFERENCE OF FAILURE TIME DATA

  • Ahmed AL-Adilee;Hawraa A. AL-Challabi;Hassanein Falah;Dalael Saad Abdul-Zahra
    • Nonlinear Functional Analysis and Applications
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    • v.28 no.3
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    • pp.793-800
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    • 2023
  • In this paper, we propose a generalization of Lindley distribution (GLD) via a special structure that is concern with progressively Type-II right censoring and time failure data. We study the modern properties that we have built by such combination, for example, survival function, hazard function, moments, and estimation by non-Bayesian methods. Application on some selected data related to Lindley distribution (LD) and (ED) have been employed to find out the best distribution that can fit data comparing with the GLD.

Application of Multichannel Quantum Defect Theory to the Triatomic van der Waals Predissociation Process II

  • 이천우
    • Bulletin of the Korean Chemical Society
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    • v.16 no.10
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    • pp.957-968
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    • 1995
  • Generalized Multichannel Quantum Defect theory (MQDT) was implemented to the vibrational predissociation of triatomic van der Waals molecules in the previous paper [Bull. Korean Chem. Soc, 12, 228 (1991)]. Implementation was limited to the calculation of the scattering matrix. It is now extended to the calculation of the predissociation spectra and the final rotational distribution of the photofragment. The comparison of the results with those obtained by other methods, such as Golden-rule type calculation, infinite order sudden approximation (IOS), and close-coupling method, shows that the implementation is successful despite the fact that transition dipole moments show more energy dependence than other quantum defect parameters. Examination of the short-range channel basis functions shows that they resemble angle-like functions and provide the validity of the IOS approximation. Besides the validity of the latter, only a few angles are found to play the major role in photodissociation. In addition to the implementation of MQDT, more progress in MQDT itself is made and reported here.

Recent developments in the GENESIS code based on the Legendre polynomial expansion of angular flux method

  • Yamamoto, Akio;Giho, Akinori;Endo, Tomohiro
    • Nuclear Engineering and Technology
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    • v.49 no.6
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    • pp.1143-1156
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    • 2017
  • This paper describes recent development activities of the GENESIS code, which is a transport code for heterogeneous three-dimensional geometry, focusing on applications to reactor core analysis. For the treatment of anisotropic scattering, the concept of the simplified Pn method is introduced in order to reduce storage of flux moments. The accuracy of the present method is verified through a benchmark problem. Next, the iteration stability of the GENESIS code for the highly voided condition, which would appear in a severe accident (e.g., design extension) conditions, is discussed. The efficiencies of the coarse mesh finite difference and generalized coarse mesh rebalance acceleration methods are verified with various stabilization techniques. Use of the effective diffusion coefficient and the artificial grid diffusion coefficients are found to be effective to stabilize the acceleration calculation in highly voided conditions.

A modified test for multivariate normality using second-power skewness and kurtosis

  • Namhyun Kim
    • Communications for Statistical Applications and Methods
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    • v.30 no.4
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    • pp.423-435
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    • 2023
  • The Jarque and Bera (1980) statistic is one of the well known statistics to test univariate normality. It is based on the sample skewness and kurtosis which are the sample standardized third and fourth moments. Desgagné and de Micheaux (2018) proposed an alternative form of the Jarque-Bera statistic based on the sample second power skewness and kurtosis. In this paper, we generalize the statistic to a multivariate version by considering some data driven directions. They are directions given by the normalized standardized scaled residuals. The statistic is a modified multivariate version of Kim (2021), where the statistic is generalized using an empirical standardization of the scaled residuals of data. A simulation study reveals that the proposed statistic shows better power when the dimension of data is big.

Determinants of Micro-, Small- and Medium-Sized Enterprise Loans by Commercial Banks in Indonesia

  • YUDARUDDIN, Rizky
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.9
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    • pp.19-30
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    • 2020
  • This paper investigates, in a single equation framework, the effect of bank-specific and macroeconomic determinants on micro-, small- and medium-sized loans by commercial banks in Indonesia. This study uses a sample of 790 observations from 79 commercial banks in Indonesia over the years 2006-2015. This study uses two estimation methods for our panel regressions: static and dynamic generalized method of moments (GMM) panel estimator. In static relationships, the literature usually uses the least square methods on fixed effects (FE) or random effects (RE). I found evidence that all banks, bank profitability and size are positively and significantly related to micro-, small- and medium-sized loans, while the coefficients of liquidity are significantly positive in all specifications, except government banks which is significantly negative. The relationship between risk and credit growth is negative for non-government banks. All estimated equations show that the effect of the capital variable on lending banks to MSMEs is not important in government banks and non-government banks. Finally, macroeconomic variables, such as inflation and gross domestic product, clearly affect the lending of the banking sector particularly non-state banks. The findings have several policy implications to Indonesia government, regulatory authority and bank managers in order to improve bank profitability through bank lending.