• 제목/요약/키워드: Generalized Methods of Moments

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International high-frequency base balance benchmark study

  • Holmes, John D.;Tse, Tim K.T.
    • Wind and Structures
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    • 제18권4호
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    • pp.457-471
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    • 2014
  • A summary of the main results from an international comparative study for the high-frequency base balance is given. Two buildings were specified - a 'basic' and an 'advanced' building. The latter had more complex dynamic response with coupled modes of vibration. The predicted base moments generally showed good agreement amongst the participating groups, but less good agreement was found for the roof accelerations which are dominated by the resonant response, and subject to measurement errors for the generalized force spectra, to varying mode shape correction techniques, and different methods used for combining acceleration components.

조선시대 역사지진자료를 이용한 경주와 포항의 최근 지진규모 예측 (Prediction of recent earthquake magnitudes of Gyeongju and Pohang using historical earthquake data of the Chosun Dynasty)

  • 김준철;권숙희;장대흥;이근우;김영석;하일도
    • 응용통계연구
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    • 제35권1호
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    • pp.119-129
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    • 2022
  • 본 논문에서는 최근 경주와 포항에서 심각한 피해를 주며 발생한 지진의 규모를 과거자료에 근거한 통계적 분석방법을 통해 예측하고자 한다. 이를 위해, 조선시대 역사지진 자료중에서 연단위 밀집도가 상대적으로 높은 1392~1771년의 5년 블록 최대 규모 자료를 이용하였다. 이 자료를 기반으로 일반화 극단값(generalized extreme value) 확률분포에 기초한 극단값 이론을 이용하여 조선시대 재현기간별 지진 규모 예측 및 분석을 제시하고자 한다. 일반화 극단값 분포의 모수추정을 위해 최대가능도추정법(maximum likelihood estimation, MLE)과 L-적률추정법(L-moments estimation, LME)을 사용한다. 특히 본 논문에서는 일반화 극단값 분포가 이러한 역사지진 자료에 대한 적절한 분석 모형이 될 수 있음을 적합도 검정(goodness-of-fit test)을 통해 보인다.

정주지 단풍나무의 탄소저장량 추정 상대생장식 (Allometric Equations for Estimating the Carbon Storage of Maple Trees in an Urban Settlement Area)

  • 김호진;백경원;최병길;이지현;이정민;손요환;김춘식
    • 한국산림과학회지
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    • 제112권1호
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    • pp.32-39
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    • 2023
  • 본 연구는 도시 내 정주지에 조경수로 식재된 단풍나무(Acer palmatum Thunb.) 20본을 대상으로 로그(Log)와 일반화적률법(Generalized Method of Moments, GMM)에 의해 수목 부위별 탄소저장량 추정식을 개발하였다. 수목 부위별 탄소 농도는 줄기 목질부가 49.8%로 가장 높게 나타났으며, 줄기 수피는 46.5%로 가장 낮은 값을 보였다. 수목 부위별 탄소저장량을 종속변수로 하고 흉고직경(DBH), 흉고직경 제곱과 수고(DBH2×H)를 독립변수로 하는 상대생장식의 결정계수 (R2)는 줄기, 뿌리, 지상부, 임목 전체의 경우 Log 식은 0.7494~0.9036, GMM 상대생장식은 0.7085~0.8847 등으로 두 방법 사이에 큰 차이가 없었다. 그러나 가지나 잎의 상대생장식은 R2=0.3027~0.6380으로 두 방법 모두 매우 낮게 나타났다. 본 연구는 정주지 수목의 탄소저장량 추정을 위한 상대생장식 개발에 있어서 표본목 수가 작거나 상대생장식의 잔차 이분산성이 문제가 되는 경우 GMM 방법의 상대생장식을 이용할 수 있음을 보여주고 있다.

Generalized half-logistic Poisson distributions

  • Muhammad, Mustapha
    • Communications for Statistical Applications and Methods
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    • 제24권4호
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    • pp.353-365
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    • 2017
  • In this article, we proposed a new three-parameter distribution called generalized half-logistic Poisson distribution with a failure rate function that can be increasing, decreasing or upside-down bathtub-shaped depending on its parameters. The new model extends the half-logistic Poisson distribution and has exponentiated half-logistic as its limiting distribution. A comprehensive mathematical and statistical treatment of the new distribution is provided. We provide an explicit expression for the $r^{th}$ moment, moment generating function, Shannon entropy and $R{\acute{e}}nyi$ entropy. The model parameter estimation was conducted via a maximum likelihood method; in addition, the existence and uniqueness of maximum likelihood estimations are analyzed under potential conditions. Finally, an application of the new distribution to a real dataset shows the flexibility and potentiality of the proposed distribution.

Ultimate strength of stiffened panels subjected to non-uniform thrust

  • Anyfantis, Konstantinos N.
    • International Journal of Naval Architecture and Ocean Engineering
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    • 제12권1호
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    • pp.325-342
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    • 2020
  • The current study is focused on the evaluation of the ultimate strength of stiffened panels found in ship hull structures that are subjected to combined uniaxial thrust, in-plane and out-of-plane bending moments. This loading condition, which is in general ignored when performing buckling checks, applies to representative control geometries (stiffener with attached plating) as a consequence of the linearly varying normal stresses along the ship's depth induced by the hull-girder vertical bending moment. The problem is generalized by introducing a non-uniform thrust described by a displacement ratio and rotation angle and by introducing the slenderness ratios, within the practical range of interest. The formed design space is explored through methods sourcing from Design of Experiments and by applying non-linear finite element procedures. Surrogate empirical models have been constructed through regression analysis and Response Surface Methods. An additional empirical model is provided to the literature for predicting the ultimate strength under uniaxial thrust. The numerical experimentation has shown that is a significant influence on the ultimate strength of stiffened panels as the thrust non-uniformity increases.

GENERALIZED LINDLEY DISTRIBUTION USING PROPORTIONAL HAZARD FAMILY AND INFERENCE OF FAILURE TIME DATA

  • Ahmed AL-Adilee;Hawraa A. AL-Challabi;Hassanein Falah;Dalael Saad Abdul-Zahra
    • Nonlinear Functional Analysis and Applications
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    • 제28권3호
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    • pp.793-800
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    • 2023
  • In this paper, we propose a generalization of Lindley distribution (GLD) via a special structure that is concern with progressively Type-II right censoring and time failure data. We study the modern properties that we have built by such combination, for example, survival function, hazard function, moments, and estimation by non-Bayesian methods. Application on some selected data related to Lindley distribution (LD) and (ED) have been employed to find out the best distribution that can fit data comparing with the GLD.

Application of Multichannel Quantum Defect Theory to the Triatomic van der Waals Predissociation Process II

  • 이천우
    • Bulletin of the Korean Chemical Society
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    • 제16권10호
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    • pp.957-968
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    • 1995
  • Generalized Multichannel Quantum Defect theory (MQDT) was implemented to the vibrational predissociation of triatomic van der Waals molecules in the previous paper [Bull. Korean Chem. Soc, 12, 228 (1991)]. Implementation was limited to the calculation of the scattering matrix. It is now extended to the calculation of the predissociation spectra and the final rotational distribution of the photofragment. The comparison of the results with those obtained by other methods, such as Golden-rule type calculation, infinite order sudden approximation (IOS), and close-coupling method, shows that the implementation is successful despite the fact that transition dipole moments show more energy dependence than other quantum defect parameters. Examination of the short-range channel basis functions shows that they resemble angle-like functions and provide the validity of the IOS approximation. Besides the validity of the latter, only a few angles are found to play the major role in photodissociation. In addition to the implementation of MQDT, more progress in MQDT itself is made and reported here.

Recent developments in the GENESIS code based on the Legendre polynomial expansion of angular flux method

  • Yamamoto, Akio;Giho, Akinori;Endo, Tomohiro
    • Nuclear Engineering and Technology
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    • 제49권6호
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    • pp.1143-1156
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    • 2017
  • This paper describes recent development activities of the GENESIS code, which is a transport code for heterogeneous three-dimensional geometry, focusing on applications to reactor core analysis. For the treatment of anisotropic scattering, the concept of the simplified Pn method is introduced in order to reduce storage of flux moments. The accuracy of the present method is verified through a benchmark problem. Next, the iteration stability of the GENESIS code for the highly voided condition, which would appear in a severe accident (e.g., design extension) conditions, is discussed. The efficiencies of the coarse mesh finite difference and generalized coarse mesh rebalance acceleration methods are verified with various stabilization techniques. Use of the effective diffusion coefficient and the artificial grid diffusion coefficients are found to be effective to stabilize the acceleration calculation in highly voided conditions.

A modified test for multivariate normality using second-power skewness and kurtosis

  • Namhyun Kim
    • Communications for Statistical Applications and Methods
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    • 제30권4호
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    • pp.423-435
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    • 2023
  • The Jarque and Bera (1980) statistic is one of the well known statistics to test univariate normality. It is based on the sample skewness and kurtosis which are the sample standardized third and fourth moments. Desgagné and de Micheaux (2018) proposed an alternative form of the Jarque-Bera statistic based on the sample second power skewness and kurtosis. In this paper, we generalize the statistic to a multivariate version by considering some data driven directions. They are directions given by the normalized standardized scaled residuals. The statistic is a modified multivariate version of Kim (2021), where the statistic is generalized using an empirical standardization of the scaled residuals of data. A simulation study reveals that the proposed statistic shows better power when the dimension of data is big.

Determinants of Micro-, Small- and Medium-Sized Enterprise Loans by Commercial Banks in Indonesia

  • YUDARUDDIN, Rizky
    • The Journal of Asian Finance, Economics and Business
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    • 제7권9호
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    • pp.19-30
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    • 2020
  • This paper investigates, in a single equation framework, the effect of bank-specific and macroeconomic determinants on micro-, small- and medium-sized loans by commercial banks in Indonesia. This study uses a sample of 790 observations from 79 commercial banks in Indonesia over the years 2006-2015. This study uses two estimation methods for our panel regressions: static and dynamic generalized method of moments (GMM) panel estimator. In static relationships, the literature usually uses the least square methods on fixed effects (FE) or random effects (RE). I found evidence that all banks, bank profitability and size are positively and significantly related to micro-, small- and medium-sized loans, while the coefficients of liquidity are significantly positive in all specifications, except government banks which is significantly negative. The relationship between risk and credit growth is negative for non-government banks. All estimated equations show that the effect of the capital variable on lending banks to MSMEs is not important in government banks and non-government banks. Finally, macroeconomic variables, such as inflation and gross domestic product, clearly affect the lending of the banking sector particularly non-state banks. The findings have several policy implications to Indonesia government, regulatory authority and bank managers in order to improve bank profitability through bank lending.