• Bulletin of the Korean Mathematical Society
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• v.58 no.6
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• pp.1419-1443
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• 2021

The asymmetric Laplace distribution arises as a limiting distribution of geometric summations of independent and identically distributed random variables with finite second moments. The main purpose of this paper is to study the weak limit theorems for geometric summations of independent (not necessarily identically distributed) random variables together with convergence rates to asymmetric Laplace distributions. Using Trotter-operator method, the orders of approximations of the distributions of geometric summations by the asymmetric Laplace distributions are established in term of the "large-𝒪" and "small-o" approximation estimates. The obtained results are extensions of some known ones.

• Journal of the Korean Data and Information Science Society
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• v.20 no.6
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• pp.1093-1101
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• 2009

Quantile regression has become a more widely used technique to describe the distribution of a response variable given a set of explanatory variables. This paper proposes a novel modelfor quantile regression using doubly penalized kernel machine with support vector machine iteratively reweighted least squares (SVM-IRWLS). To make inference about the shape of a population distribution, the widely popularregression, would be inadequate, if the distribution is not approximately Gaussian. We present a likelihood-based approach to the estimation of the regression quantiles that uses the asymmetric Laplace density.

• Communications for Statistical Applications and Methods
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• v.14 no.2
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• pp.389-399
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• 2007

In this paper, Bayes estimates for the parameters k, c and reliability function of the Burr type XII model based on a type II censored samples under asymmetric loss functions viz., LINEX and SQUAREX loss functions are obtained. An approximation based on the Laplace approximation method (Tierney and Kadane, 1986) is used for obtaining the Bayes estimators of the parameters and reliability function. In order to compare the Bayes estimators under squared error loss, LINEX and SQUAREX loss functions respectively and the maximum likelihood estimator of the parameters and reliability function, Monte Carlo simulations are used.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.99-112
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• 2016

Asymmetric jump-diffusion models are effectively used to model the dynamic behavior of asset prices with abrupt asymmetric upward and downward changes. However, the estimation of their extension to the multivariate asymmetric jump-diffusion model has been hampered by the analytically intractable likelihood function. This article confronts the problem using a data augmentation method and proposes a new Bayesian method for a multivariate asymmetric Laplace jump-diffusion model. Unlike the previous models, the proposed model is rich enough to incorporate all possible correlated jumps as well as mention individual and common jumps. The proposed model and methodology are illustrated with a simulation study and applied to daily returns for the KOSPI, S&P500, and Nikkei225 indices data from January 2005 to September 2015.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2002.11b
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• pp.498-504
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• 2002

Vibration beat phenomenon is theoretically investigated on a slightly asymmetric cylindrical shell, which is a simplified model of Korean bell. Mode pairs of the slightly asymmetric shell are obtained by receptance analysis and impulse response of the shell is derived using modal expansion and Laplace transform. Based on the impulse response model, beat mapping method is proposed to explain the reason that the beat of a bell vibration shows periodic distribution on the circumference. Beat characteristics of King Song-Dok Bell are explained in detail using the beat map and the measured modal data.

• Proceedings of the KSME Conference
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• 2002.08a
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• pp.17-22
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• 2002

Non-uniform and unsteady inflow into a Horizontal Axis Wind Turbine (HAWT) brings about an asymmetric flow field on the rotor plane and an unsteady aerodynamic load on the blades. In the present paper effects of yawed inflow and wind shear are analyzed by an inviscid aerodynamic model based on the asymptotic acceleration potential method. In the analysis the rotor blades are represented by spanwise and chordwise pressure distribution composed of analytical first-order asymptotic solutions for the Laplace equation. As the actual wind field experienced by a HAWT is turbulent, the effects of the turbulence are also examined using the Veers' model.

• Proceedings of the Korean Society For Composite Materials Conference
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• 1999.11a
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• pp.5-14
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• 1999

Free vibration characteristics of a cantilevered laminated composite beam with multiple non-propagating transverse open cracks are investigated. In the present analysis a special ply-angle distribution referred to as asymmetric stiffness configuration inducing the elastic coupling between chord-wise bending and extension is considered. The multiple open cracks are modelled as equivalent rotational springs whose spring constants are calculated based on the fracture mechanics of composite material structures. Governing equations of a composite beam with open cracks are derived via Hamilton's Principle and Timoshenko beam theory encompassing transverse shear and rotary inertia effect is adopted. The effects of various parameters such as the ply angle, fiber volume fraction, crack numbers, crack positions and crack depthes on the free vibration characteristics of the beam with multiple cracks are highlighted. The numerical results show that the existence of the multiple cracks in an anisotropic composite beam affects the free vibration characteristics in a more complex fashion compared with the beam with a single crack.

• Journal of KSNVE
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• v.9 no.5
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• pp.1019-1028
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• 1999

Free vibration characteristics of cantilevered laminated composite beams with a transverse non0propagating open carck are investigated. In the present analysis a special ply-angle distribution referred to as asymmetric stiffness configuration inducing the elastic coupling between chord-wise bending and extension is considered. The open crack is modelled as an equivalent rotational spring whose spring constant is calculated on the basis of fracture mechanics of composite material structures. Governing equations of a composite beam with a open crack are derived via Hamilton's Principle and Timoshenko beam theory encompassing transverse shear and rotary inertia effect. the effects of various parameters such as the ply angle, fiber volume fraction, crack depth, crack position and transverse shear on the free vibration characteristics of the beam with a crack is highlighted. The numerical results show that the natural frequencies obtained from Timoshenko beam theory are always lower than those from Euler beam theory. The presence of intrinsic cracks in anisotropic composite beams modifies the flexibility and in turn free vibration characteristics of the structures. It is revealed that non-destructive crack detection is possible by analyzing the free vibration responses of a cracked beam.