• Communications for Statistical Applications and Methods
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• v.15 no.2
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• pp.193-204
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• 2008

In this paper we study some positive dependence concepts, introduced by Caperaa and Genest (1990) and Shaked (1977b), for bivariate lomax distribution. In particular, we obtain some measures of association for this distribution and derive the tail-dependence coefficients by using copula function. We also compare Spearman's $\rho_s$ with Kendall's $\tau$ for bivariate lomax distribution.

• Communications for Statistical Applications and Methods
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• v.24 no.3
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• pp.271-290
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• 2017

We study a bivariate response regression model with arbitrary marginal distributions and joint distributions using Frank and Clayton's families of copulas. The proposed model is used for fitting dependent bivariate data with explanatory variables using the log-odd log-logistic Weibull distribution. We consider likelihood inferential procedures based on constrained parameters. For different parameter settings and sample sizes, various simulation studies are performed and compared to the performance of the bivariate odd-log-logistic-Weibull regression model. Sensitivity analysis methods (such as local and total influence) are investigated under three perturbation schemes. The methodology is illustrated in a study to assess changes on schoolchildren's oral health-related quality of life (OHRQoL) in a follow-up exam after three years and to evaluate the impact of caries incidence on the OHRQoL of adolescents.

• Language and Information
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• v.12 no.1
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• pp.85-103
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• 2008

Like English, Korean employs several complicated types of cleft constructions. This paper deals with two main types of Korean cleft constructions: predicational and identificational. It first reviews the formal properties of these two types and then provides a constraint-based analysis that can be computationally implemented. In particular, the paper assumes two types of noun KES (one as a common noun and the other as a bound noun) and treats the argument-gapped cleft clause similar to relative clauses while treating the adjunct-gapped cleft clause as a noun-complement construction. The paper further shows that the cleft constructions are closely linked to the copula constructions, sharing many common properties while having their own constructional constraints.

• International Journal of Reliability and Applications
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• v.11 no.1
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• pp.41-53
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• 2010

In the present paper we develop a mathematical model that facilitates the calculation of reliability of a complex repairable system having three units namely super priority, priority and ordinary. The system is analyzed with the application of Gumbel Hougaard copula when different types of repair possible at a particular state due to deliberate failure. Various reliability measures such as reliability, MTTF and profit function have been evaluated by using supplementary variable and Laplace transform techniques.

• Proceedings of the Korea Water Resources Association Conference
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• 2019.05a
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• pp.309-309
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• 2019

기후예측모델을 통해 일단위 강수의 예측정보가 제공되고 있지만, 실제 강수량자료와 시공간적 편의로 인해 수문학적 활용은 한계가 있다. 일반적으로 기후모델의 시공간적 해석 규모 및 예측정확성을 고려할 때 계절단위에서 예측정보의 활용이 가장 현실적인 것으로 알려지고 있다. 그러나 수문해석 시 시공간적 해상도가 낮아 직접적인 활용은 어려운 상황이며, 수문해석 모형의 입력자료로 활용 시 편의보정 및 상세화 과정이 일반적으로 요구된다. 본 연구에서는 기후모델로부터 얻은 강우예측결과에 Bayesian 모델 기반의 편의보정-상세화 기법을 개발하여 강우예측정보의 활용성을 개선하고자 한다. 이 과정에서 Bayesian Copula 모델을 이용한 이변량 형태의 예측강수의 검보정 방법을 개발하였으며, 특히 기후모델 이외의 기상 상태변량인 해수면온도(sea surface temperature, SST)를 예측인자로 추가하여 Hybrid 형태의 계절 앙상블 강우예측모델을 개발하고자 한다.

• International Journal of Internet, Broadcasting and Communication
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• v.15 no.4
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• pp.279-293
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• 2023

This study investigates network effects to measure how strongly the early adopters affect the brand choice of the potential consumer. By using the Gumbel-Hougaard (GH) copula, this study checks the magnitude of network effects varied from country to country. To consider consumer heterogeneity and network effects in the growth market, this study proposes the multi-brand Gamma/Shifted-Gompertz (m-G/SG) model based on the GH copula. Out of eighteen Western European cellular phone market data and South Korea smartphone data sets, the m-G/SG model provides an improvement in the estimation accuracy over the Libai, Muller, and Peres model. The results show that network effects enhance (i) the polarization of brand choice probabilities as time elapses; (ii) the dominance of the more preferred and the earlier entered brand; and (iii) the deceleration of category-level diffusion. Potential followers can analyze their relationship with earlier entrants through the m-G/SG model and also establish an optimal market entry strategy.

• Communications for Statistical Applications and Methods
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• v.31 no.1
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• pp.65-85
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• 2024

The tail probability of a function of a multivariate random variable is not easy to estimate by the crude Monte Carlo simulation. When the occurrence of the function value over a threshold is rare, the accurate estimation of the corresponding probability requires a huge number of samples. When the explicit form of the cumulative distribution function of each component of the variable is known, the inverse transform likelihood ratio method is directly applicable scheme to estimate the tail probability efficiently. The method is a type of the importance sampling and its efficiency depends on the selection of the importance sampling distribution. When the cumulative distribution of the multivariate random variable is represented by a copula and its marginal distributions, we develop an iterative algorithm to find the optimal importance sampling distribution, and show the convergence of the algorithm. The performance of the proposed scheme is compared with the crude Monte Carlo simulation numerically.

• Proceedings of the KWS Conference
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• 2003.05a
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• pp.219-221
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• 2003

• Journal of Korea Water Resources Association
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• v.50 no.1
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• pp.17-28
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• 2017

A recent increase in extreme weather events and flash floods associated with the enhanced climate variability results in an increase in climate-related disasters. For these reasons, various studies based on a high resolution weather radar system have been carried out. The weather radar can provide estimates of precipitation in real-time over a wide area, while ground-based rain gauges only provides a point estimate in space. Weather radar is thus capable of identifying changes in rainfall structure as it moves through an ungauged basin. However, the advantage of the weather radar rainfall estimates has been limited by a variety of sources of uncertainty in the radar reflectivity process, including systematic and random errors. In this study, we developed an ensemble radar rainfall estimation scheme using the multivariate copula method. The results presented in this study confirmed that the proposed ensemble technique can effectively reproduce the rainfall statistics such as mean, variance and skewness (more importantly the extremes) as well as the spatio-temporal structure of rainfall fields.

• Journal of Applied Reliability
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• v.18 no.1
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• pp.20-32
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• 2018

Purpose: The purpose of this study is to set up an anomaly detection criteria for sensor data coming from a motorcycle. Methods: Five sensor values for accelerator pedal, engine rpm, transmission rpm, gear and speed are obtained every 0.02 second from a motorcycle. Exploratory data analysis is used to find any pattern in the data. Traditional process control methods such as X control chart and time series models are fitted to find any anomaly behavior in the data. Finally unsupervised learning algorithm such as k-means clustering is used to find any anomaly spot in the sensor data. Results: According to exploratory data analysis, the distribution of accelerator pedal sensor values is very much skewed to the left. The motorcycle seemed to have been driven in a city at speed less than 45 kilometers per hour. Traditional process control charts such as X control chart fail due to severe autocorrelation in each sensor data. However, ARIMA model found three abnormal points where they are beyond 2 sigma limits in the control chart. We applied a copula based Markov chain to perform statistical process control for correlated observations. Copula based Markov model found anomaly behavior in the similar places as ARIMA model. In an unsupervised learning algorithm, large sensor values get subdivided into two, three, and four disjoint regions. So extreme sensor values are the ones that need to be tracked down for any sign of anomaly behavior in the sensor values. Conclusion: Exploratory data analysis is useful to find any pattern in the sensor data. Process control chart using ARIMA and Joe's copula based Markov model also give warnings near similar places in the data. Unsupervised learning algorithm shows us that the extreme sensor values are the ones that need to be tracked down for any sign of anomaly behavior.