• Journal of the Korean Statistical Society
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• v.30 no.3
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• pp.419-433
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• 2001

In this paper we introduce a method of improving efficiency of the moment estimator of Dekkers, Einmahl and de Haan(1989) for the extreme value index $\beta$. a new estimator of $\beta$ is proposed by adding the third moment ot the original moment estimator which is composed of the first two moments of the log-transformed sample data. We establish asymptotic normality of the new estimator and examine and adaptive procedure for the new estimator. The resulting adaptive estimator proves to be asymptotically better than the moment estimator particularly for $\beta$<0.

• Journal of the Korean Statistical Society
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• v.8 no.2
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• pp.139-163
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• 1979

Utilization of the aggregation concept applied in economics has been a traditional way of describing the state of an economic system and of predicting the future economic conditions. In addition, certain aggregate variables have also played a crucial role as indicators of the business cycle. Quick examples would be the price index, the productivity changes, the industrial production index, GNP, and so on. The methods of aggregation could be either simple summations, like GNP, or sophisticated weighted average, like the price index.

• Communications for Statistical Applications and Methods
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• v.6 no.1
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• pp.77-88
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• 1999

A new measure of the process capability index(PCI) $\textit{C}_{cpk}$ is proposed that takes into account the proximity to the target value as well as process mean and process variation when we assessing process performance. using the semivariance estimators proposed by Choobineh and Branting (1986) and Josephy and Aczel (1993) the estimator($\textit{C}_{cpk}$) of new index has been solved and the properties of these estimators have been examined through simulations. Also we compare the performance between $\textit{C}_{cpk}$ and $\textit{C}_{jpk}$ which is developed by Johnson kotz and Pearn(1992).

• Journal of the Korean Statistical Society
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• v.28 no.1
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• pp.57-72
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• 1999

Falk(1994) showed that the asymptotic efficiency of the Pickands estimator of the extreme value index $\beta$ can considerably be improved by a simple convex combination. In this paper we propose an alternative estimator of $\beta$ which is as asymptotically efficient as the optimal convex combination of the Pickands estimators but has a better finite-sample performance. We prove consistency and asymptotic normality of the proposed estimator. Monte Carlo simulations are conducted to compare the finite-sample performances of the proposed estimator and the optimal convex combination estimator.

• Journal of the Korean Statistical Society
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• v.31 no.3
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• pp.315-328
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• 2002

As an extension of the well-known Pickands (1975) estimate. for the extreme value index, Yun (2002) introduced a generalized Pickands estimator. This paper searches for a minimax estimator in the sense of minimizing the maximum asymptotic relative efficiency of the Pickands estimator with respect to the generalized one. To reduce the asymptotic variance of the resulting estimator, convex combinations of the minimax estimator are also considered and their asymptotic normality is established. Finally, the optimal combination is determined and proves to be superior to the generalized Pickands estimator.

• Communications for Statistical Applications and Methods
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• v.8 no.2
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• pp.543-556
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• 2001

This study suggests integrated neural network modes for he stock price index forecasting using change-point detection. The basic concept of this proposed model is to obtain significant intervals occurred by change points, identify them as change-point groups, and reflect them in stock price index forecasting. The model is composed of three phases. The first phase is to detect successive structural changes in stock price index dataset. The second phase is to forecast change-point group with various data mining classifiers. The final phase is to forecast the stock price index with backpropagation neural networks. The proposed model is applied to the stock price index forecasting. This study then examines the predictability of integrated neural network models and compares the performance of data mining classifiers.

• Structural Engineering and Mechanics
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• v.30 no.4
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• pp.445-466
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• 2008

This paper presents a novel structural damage detection method with a new damage index based on the statistical moments of dynamic responses of a structure under a random excitation. After a brief introduction to statistical moment theory, the principle of the new method is put forward in terms of a single-degree-of-freedom (SDOF) system. The sensitivity of statistical moment to structural damage is discussed for various types of structural responses and different orders of statistical moment. The formulae for statistical moment-based damage detection are derived. The effect of measurement noise on damage detection is ascertained. The new damage index and the proposed statistical moment-based damage detection method are then extended to multi-degree-of-freedom (MDOF) systems with resort to the leastsquares method. As numerical studies, the proposed method is applied to both single and multi-story shear buildings. Numerical results show that the fourth-order statistical moment of story drifts is a more sensitive indicator to structural stiffness reduction than the natural frequencies, the second order moment of story drift, and the fourth-order moments of velocity and acceleration responses of the shear building. The fourth-order statistical moment of story drifts can be used to accurately identify both location and severity of structural stiffness reduction of the shear building. Furthermore, a significant advantage of the proposed damage detection method lies in that it is insensitive to measurement noise.

• Journal of The Korean Society of Agricultural Engineers
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• v.65 no.1
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• pp.1-13
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• 2023

Various techniques for bias correction and statistical downscaling have been developed to overcome the limitations related to the spatial and temporal resolution and error of climate change scenario data required in various applied research fields including agriculture and water resources. In this study, the characteristics of three different statistical dowscaling methods (i.e., SQM, SDQDM, and BCSA) provided by AIMS were summarized, and climate change scenarios produced by applying each method were comparatively evaluated. In order to compare the average rainfall characteristics of the past period, an index representing the average rainfall characteristics was used, and the reproducibility of extreme weather conditions was evaluated through the abnormal climate-related index. The reproducibility comparison of spatial distribution and variability was compared through variogram and pattern identification of spatial distribution using the average value of the index of the past period. For temporal reproducibility comparison, the raw data and each detailing technique were compared using the transition probability. The results of the study are presented by quantitatively evaluating the strengths and weaknesses of each method. Through comparison of statistical techniques, we expect that the strengths and weaknesses of each detailing technique can be represented, and the most appropriate statistical detailing technique can be advised for the relevant research.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.35 no.5
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• pp.357-364
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• 2017

The purpose of the study is to develop and validate landslide susceptibility map of Bhotang village development committee, Nepal using FR (Frequency Ration) and SI (Statistical Index) methods. For the purpose, firstly, a landslide inventory map was constructed based on mainly high resolution satellite images available in Google Earth Pro, and rest fieldwork as verification. Secondly, ten conditioning factors of landslide occurrence, namely: altitude, slope, aspect, mean topographic wetness index, landcover, normalized difference vegetation index, dominant soil, distance to river, distance to lineaments and rainfall, were derived and used for the development of landslide susceptibility map in GIS (Geographic Information System) environment. The landslide inventory of total 116 landslides was divided randomly such that 70% were used for training and remaining 30% for validating result by receiver operating characteristics curve analysis. The area under the curve were found to be greater than 0.7 indicating an acceptable susceptibility maps obtained using FR and SI methods in GIS for hilly region of Nepal.

• The Korean Journal of Applied Statistics
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• v.23 no.2
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• pp.263-274
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• 2010

Business survey index(BSI) is an economic forecasting index made on the basis of the past achievement of the company and enterpriser's plan and decision for the future. Even the index is very popular in economic situations, only a little research result is known to the public. In the paper we investigate statistical properties of BSI. We define population BSI in the finite population and estimate it unbiasedly. Also we derive the variance of the estimated BSI and its unbiased estimator. In addition, confidence interval of the estimated BSI is proposed. We asserte that confidence interval of the estimated BSI is more reasonable than the relative standard error.