• Journal of the Korean Statistical Society
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• v.28 no.4
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• pp.435-441
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• 1999

A 'convergence in probability' rate of the empirical distributions and quantiles of linear processes is obtained. As an application of the limit theorems, a trimmed mean for the location of the linear process is considered. It is shown that the trimmed mean is asymptotically normal. A consistent estimator for the asymptotic variance of the trimmed mean is provided.

• Proceedings of the Korea Society for Simulation Conference
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• 2001.10a
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• pp.359-364
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• 2001

In this study, we try to improve the accuracy of QN-GPH by the help of simulation approach. We first establish an estimation method for GPH distributions with sufficient accuracy based on empirical distribution, and then perform a brief trial run to find appropriate empirical distributions. After getting GPH form of distributions, we continue the QN-GPH analytic steps and compute necessary performance measures. We apply the method to find sojourn time distributions in a 8-node queueing system and compare the results with the whole simulation and the original two-parametric approximation.

• Communications for Statistical Applications and Methods
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• v.8 no.1
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• pp.87-96
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• 2001

We consider the empirical Bayes estimation problems with the binomial and normal components when the prior distributions are unknown but are assumed to be in certain families. There may be the families of all distributions on the parameter space or subfamilies such as the parametric families of conjugate priors. We treat both cases and establish the asymptotic optimality for the corresponding decision procedures.

• Proceedings of the Korean Geotechical Society Conference
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• 1994.09a
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• pp.129-138
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• 1994

It is well recognized that accurate analysis of lateral earth pressure is very signficant factor which determines the design amount of braced cut walls and braced systems. Many researchers, Peck, Terzaghi-Peck and so on, make a study about lateral earth pressure to act on the flexible walls. But these studies trouble accurate to multy layered systems like inland areas in Korea. This study is compared with the field messurement data to estimate the earth pressure distributions in multy layered areas and the empirical earth pressure distributions. The conclusions are as follows : At final excavation depth, the lateral earth pressure which messured by field instrument is smaller than the empirical earth pressure. (About 1.85~5.32 times). In the case of considering the soft rock layer to the final excavation depth, the messured earth pressure is safe to be compared with empirical earth pressure. The messured earth pressure distributions are like that the upper soil layer is small the middle soil layer is large, the rock mass layer is very small.

• Communications for Statistical Applications and Methods
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• v.22 no.4
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• pp.361-375
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• 2015

A measure of skewness and kurtosis is proposed to test multivariate normality. It is based on an empirical standardization using the scaled residuals of the observations. First, we consider the statistics that take the skewness or the kurtosis for each coordinate of the scaled residuals. The null distributions of the statistics converge very slowly to the asymptotic distributions; therefore, we apply a transformation of the skewness or the kurtosis to univariate normality for each coordinate. Size and power are investigated through simulation; consequently, the null distributions of the statistics from the transformed ones are quite well approximated to asymptotic distributions. A simulation study also shows that the combined statistics of skewness and kurtosis have moderate sensitivity of all alternatives under study, and they might be candidates for an omnibus test.

• Publications of The Korean Astronomical Society
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• v.30 no.2
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• pp.489-490
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• 2015

We present population synthesis models for the calcium II triplet (CaT), currently the most popular metallicity indicator, based on high-resolution empirical spectral energy distributions (SEDs). Our new CaT models, based on empirical SEDs, show a linear correlation below [Fe/H] ~ -0.5, but the linear relation breaks down in the metal-rich regime by converging to the same equivalent width. This relation shows good agreement with the observed CaT of globular clusters (GCs) in NGC 1407 and the Milky Way. However, a model based on theoretical SEDs does not show this feature of the CaT and fails to reproduce observed GCs in the metal-rich regime. This linear relation may cause inaccurate metallicity determination for metal-rich stellar populations. We have also confirmed that the effect of horizontal-branch stars on the CaT is almost negligible in models based on both empirical and theoretical SEDs. Our new empirical model may explain the difference between the color distributions and CaT distributions of GCs in various early-type galaxies. Based on our model, we claim that the CaT is not a good metallicity indicator for simple stellar populations in the metal-rich regime.

• Asia-Pacific Journal of Business
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• v.11 no.4
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• pp.37-48
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• 2020

Purpose - This study empirically investigates whether the risk property included in fat-tails of return distributions is systematic or unsystematic based on the devised statistical methods. Design/methodology/approach - This study devised empirical designs based on two traditional methods: principal component analysis (PCA) and the testing method of portfolio diversification effect. The fatness of the tails in return distributions is quantitatively measured by statistical probability. Findings - According to the results, the risk property in the fat-tails of return distributions has the economic meanings of eigenvalues having a value greater than 1 through PCA, and also systematic risk that cannot be removed through portfolio diversification. In other words, the fat-tails of return distributions have the properties of the common factors, which may explain the changes of stock returns. Meanwhile, the fatness of the tails in the portfolio return distributions shows the asymmetric relationship of common factors on the tails of return distributions. The negative tail in the portfolio return distribution has a much closer relation with the property of common factors, compared to the positive tail. Research implications or Originality - This empirical evidence may complement the existing studies related to tail risk which is utilized in pricing models as a common factor.

• Journal of the Korean Data and Information Science Society
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• v.14 no.2
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• pp.247-255
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• 2003

Hypothesis testing for the equality of two distributions were considered. Nonparametric kernel density estimates were used for testing equality of distributions. Cross-validatory choice of bandwidth was used in the kernel density estimation. Sampling distribution of considered test statistic were developed by resampling method, called the bootstrap. Small sample Monte Carlo simulation were conducted. Empirical power of considered tests were compared for variety distributions.

• Journal of the Korean Statistical Society
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• v.31 no.1
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• pp.33-43
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• 2002

The empirical Bayes linear loss two-action problem is studied. An empirical Bayes test $\delta$$_{n}$ $^{*}$ is proposed. It is shown that $\delta$$_{n}$ $^{*}$ is asymptotically optimal in the sense that its regret converges to zero at a rate $n^{-1}$ over a class of priors and the rate $n^{-1}$ is the optimal rate of convergence of empirical Bayes tests.sts.

• Journal of the Korean Statistical Society
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• v.31 no.1
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• pp.109-120
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• 2002

In this paper, we show the weak convergence of U-empirical processes for two sample problem. We use the result to show the asymptotic normality for the generalized dodges-Lehmann estimates with the Bahadur representation for quantifies of U-empirical distributions. Also we consider the asymptotic normality for the test statistics in a simple way.