• Journal of the Korean Statistical Society
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• v.22 no.2
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• pp.159-169
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• 1993

In this article, we consider two sample problem with randomly right censored data. We propse two-sample confidence intervals for the difference in medians or any quantiles, based on bootstrap. The bootstrap version of two-sample confidence intervals proposed in this article is simple to apply and do not need the assumption of the shift model, so that for the non-shift model, the density estimation is not necessary, which is an attractive feature in small to moderate sized sample case.

• Communications for Statistical Applications and Methods
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• v.18 no.4
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• pp.527-535
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• 2011

This study proposes a modified definition about $C_{pk}$ based on median as the centering parameter in order to more easily control the process since the mean does not represent any quantile of the asymmetric process distribution. Then we consider an estimate and derive the asymptotic normality for the estimate of the modified $C_{pk}$. In addition, we provide an example with asymmetric distributions and discuss the estimation for the limiting variance that are followed by some concluding remarks.

• The Korean Journal of Applied Statistics
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• v.25 no.5
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• pp.793-802
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• 2012

One proposal is made to construct a nonparametric estimator of slope parameters in a regression model under symmetric error distributions. This estimator is based on the use of the idea of minimizing approximate variance of a proposed estimator using regression quantiles. This nonparametric estimator and some other L-estimators are studied and compared with well known M-estimators through a simulation study.

• The Korean Journal of Applied Statistics
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• v.7 no.2
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• pp.173-182
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• 1994

By applying slope estimator under the arbitrary error distributions proposed by Han(1993), if we define regression quantiles to give upper and lower trimming part and blocks of data, we show the proposed slope estimator has asymptotically efficient slope estimator when the number of regression quantiles to from blocks of data goes to sufficiently large.

• Communications for Statistical Applications and Methods
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• v.15 no.3
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• pp.421-427
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• 2008

This paper deals with the problem of testing for the existence of change in mean and estimating the change-point when the data are from the exponential distributions. The likelihood ratio test statistic and Gombay and Horvath (1990) test statistic are compared in a power study when there exists one change-point in the exponential means. Also the change-point estimator using the likelihood ratio and the change-point estimators based on Gombay and Horvath (1990) statistic are compared for their detecting capability via simulation.

• Journal of Korea Water Resources Association
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• v.50 no.1
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• pp.1-15
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• 2017

Information on radar rainfall with high spatio-temporal resolution over large areas has been used to mitigate climate-related disasters such as flash floods. On the other hand, a well-known problem associated with the radar rainfall using the Marshall-Palmer relationship is the underestimation. In this study, we develop a new bias correction scheme based on the quantile regression method. This study employed a bivariate copula function method for the joint simulation between radar and ground gauge rainfall data to better characterize the error distribution. The proposed quantile regression based bias corrected rainfall showed a good agreement with that of observed. Moreover, the results of our case studies suggest that the copula function approach was useful to functionalize the error distribution of radar rainfall in an effective way.

• Journal of Korea Water Resources Association
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• v.52 no.10
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• pp.657-669
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• 2019

To estimate accurate design quantiles considering statistical characteristics of hydrological data is one of the most important procedures in the design of hydraulic structures. While at-site frequency analysis estimates design quantile using observed data at a site of interest, regional frequency analysis (RFA) utilizes a number of sites included in a hydrologically homogeneous region. Therefore, RFA could provide a more accurate design quantile at ungauged site or sites with short observation period. In this review article, RFA is classified into stationary RFA and nonstationary RFA depending on the characteristic of hydrological data, and the basic concept, procedure, and application of each technique are explained in detail focused on the index flood method. Additionally, a review of the state of the art for RFA procedure is presented. This paper is finalized by describing the stationary regional rainfall frequency analysis over South Korea contained in the amendment of "Standard guidelines for design flood estimation" and various future study topics related to nonstationary RFA.

• Proceedings of the Korea Water Resources Association Conference
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• 2023.05a
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• pp.160-160
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• 2023

Generally, Global Climate Models (GCM) cannot be used directly due to their inherent error arising from over or under-estimation of climate variables compared to the observed data. Several bias correction methods have been devised to solve this problem. Most of the traditional bias correction methods are one dimensional as they bias correct the climate variables separately. One such method is the Quantile Mapping method which builds a transfer function based on the statistical differences between the GCM and observed variables. Laux et al. introduced a copula-based method that bias corrects simulated climate data by employing not one but two different climate variables simultaneously and essentially extends the traditional one dimensional method into two dimensions. but it has some limitations. This study uses objective functions to address specifically, the limitations of Laux's methods on the Quantile Mapping method. The objective functions used were the observed rank correlation function, the observed moment function and the observed likelihood function. To illustrate the performance of this method, it is applied to ten GCMs for 20 stations in South Korea. The marginal distributions used were the Weibull, Gamma, Lognormal, Logistic and the Gumbel distributions. The tested copula family include most Archimedean copula families. Five performance metrics are used to evaluate the efficiency of this method, the Mean Square Error, Root Mean Square Error, Kolmogorov-Smirnov test, Percent Bias, Nash-Sutcliffe Efficiency and the Kullback Leibler Divergence. The results showed a significant improvement of Laux's method especially when maximizing the observed rank correlation function and when maximizing a combination of the observed rank correlation and observed moments functions for all GCMs in the validation period.

• Journal of Korea Water Resources Association
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• v.55 no.6
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• pp.447-459
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• 2022

This study estimated the grid-type precipitation quantile for the Korean Peninsula using PERSIANN-CCS-CDR (Precipitation Estimation from Remotely Sensed Information using Artificial Neural Networks-Cloud Classification System-Climate Data Record), a satellite based re-analysis precipitation data. The period considered is a total of 38 years from 1983 to 2020. The spatial resolution of the data is 0.04° and the temporal resolution is 3 hours. For the probability distribution, the Gumbel distribution which is generally used for frequency analysis was used, and the probability weighted moment method was applied to estimate parameters. The duration ranged from 3 hours to 144 hours, and the return period from 2 years to 500 years was considered. The results were compared and reviewed with the estimated precipitation quantile using precipitation data from the Automated Synoptic Observing System (ASOS) weather station. As a result, the parameter estimates of the Gumbel distribution from the PERSIANN-CCS-CDR showed a similar pattern to the results of the ASOS as the duration increased, and the estimates of precipitation quantiles showed a rather large difference when the duration was short. However, when the duration was 18 h or longer, the difference decreased to less than about 20%. In addition, the difference between results of the South and North Korea was examined, it was confirmed that the location parameters among parameters of the Gumbel distribution was markedly different. As the duration increased, the precipitation quantile in North Korea was relatively smaller than those in South Korea, and it was 84% of that of South Korea for a duration of 3 h, and 70-75% of that of South Korea for a duration of 144 h.

• Communications for Statistical Applications and Methods
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• v.24 no.5
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• pp.493-505
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• 2017

Maximum likelihood estimation (MLE) of the generalized extreme value distribution (GEVD) is known to sometimes over-estimate the positive value of the shape parameter for the small sample size. The maximum penalized likelihood estimation (MPLE) with Beta penalty function was proposed by some researchers to overcome this problem. But the determination of the hyperparameters (HP) in Beta penalty function is still an issue. This paper presents some data adaptive methods to select the HP of Beta penalty function in the MPLE framework. The idea is to let the data tell us what HP to use. For given data, the optimal HP is obtained from the minimum distance between the MLE and MPLE. A bootstrap-based method is also proposed. These methods are compared with existing approaches. The performance evaluation experiments for GEVD by Monte Carlo simulation show that the proposed methods work well for bias and mean squared error. The methods are applied to Blackstone river data and Korean heavy rainfall data to show better performance over MLE, the method of L-moments estimator, and existing MPLEs.