• Communications for Statistical Applications and Methods
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• v.31 no.4
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• pp.459-466
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• 2024

Multivariate regular variation is a popular framework of multivariate extreme value analysis. However, a suitable parametric model needs to be introduced for efficient estimation of its spectral measure. In such a view, elliptical distributions have been employed for deriving such models. On the other hand, the second order behavior of multivariate regular variation has to be specified for investigating the property of the estimator. This paper derives such a behavior by imposing a widely adopted second order regular variation condition on the representation of elliptical distributions. As result, the second order variation for the convergence to spectral measure is characterized by a signed measure with a regular varying index. Moreover, it leads to the asymptotic bias of the estimator. For demonstration, multivariate t-distribution is considered.

• Journal of applied mathematics & informatics
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• v.28 no.3_4
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• pp.883-892
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• 2010

This paper is concerned with oscillation property of solutions of a class of second order nonlinear differential equations with perturbation. Four new theorems of oscillation property are established. These results develop and generalize the known results. Among these theorems, two theorems in the front develop the results by Yan J(Proc Amer Math Soc, 1986, 98: 276-282), and the last two theorems in this paper are completely new for the second order linear differential equations.

• Proceedings of the KIEE Conference
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• 2007.04a
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• pp.113-118
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• 2007

In this paper, a new method is proposed for robust proportional- integral - derivative (PID) control that is to ensure specified phase margin and iso - damping property using reduction model. This method is based on the second order plus dead time(SOPDT) reduction model of the high order model. Reduction model used to ensure iso-damping property in the feature frequency. Simulation results gives proof of effectiveness of proposed method.

• Journal of the Korean Statistical Society
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• v.36 no.4
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• pp.557-578
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• 2007

In Response Surface Methodology (RSM), rotatability is a natural and highly desirable property. For second order general correlated regression model, the concept of robust rotatability was introduced by Das (1997). In this paper a new measure of robust rotatability for second order response surface designs with correlated errors is developed and illustrated with an example. A comparison is made between the newly developed measure with the previously suggested measure by Das (1999).

• Journal of the Korean Statistical Society
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• v.36 no.1
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• pp.157-173
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• 2007

In this article it is considered that how the slope-rotatability property of a second order design for response surface model is affected by block effects and how the design points are assigned into the blocks so that the blocked design may have the property of slope-rotatability. If an unblocked design is blocked properly, it could be a slope-rotatable design with block effects and this property is named as block slope-rotatability. We approach this problem from the moment matrix of the blocked design, which plays an important role to get the variances of the estimates, and suggest conditions of block slope-rotatability.

• Journal of the Korean Data and Information Science Society
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• v.16 no.3
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• pp.657-663
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• 2005

Under the minimum risk point estimation formulation of Robbins(1959), we consider the sequential point estimation problem for normal population $N({\theta},\;{\theta})$ with unknown parameter ${\theta}$. In the case of completely unknown ${\theta}$, Stein's(1945) two-stage procedure is known to enjoy the consistency property, but it is not even first-order efficient. In the case when ${\theta}>{\theta}_L\;where\;{\theta}_L(>0)$ is known, the revised two-stage procedure is shown to enjoy all the usual second-order properties.

• Proceedings of the Korean Information Science Society Conference
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• 2002.04b
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• pp.289-291
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• 2002

Host of source separation methods focus on stationary sources so higher-order statistics is necessary In this paler we consider a problem of source separation when sources are second-order nonstationary stochastic processes . We employ the natural gradient method and develop learning algorithms for both 1inear feedback and feedforward neural networks. Thus our algorithms possess equivariant property Local stabi1iffy analysis shows that separating solutions are always locally stable stationary points of the proposed algorithms, regardless of probability distributions of

• Journal of applied mathematics & informatics
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• v.30 no.3_4
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• pp.541-553
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• 2012

In this paper, we study some limit properties of the harmonic mean of random transition probability for a second-order nonhomogeneous Markov chain on the generalized gambling system indexed by a tree by constructing a nonnegative martingale. As corollary, we obtain the property of the harmonic mean and the arithmetic mean of random transition probability for a second-order nonhomogeneous Markov chain indexed by a double root tree.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.51 no.10
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• pp.446-452
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• 2002

For most of pattern recognition applications, it is required to correctly recognize patterns even if they have translation variations. In this paper, to achieve the goal of translation invariant pattern recognition, we propose a new generalized translation invariant second-order neural network using a constraint on the weights. The weight constraint is implemented using generalized translation invariant features which are accumulated sums of pixel combinations. Simulation results will be given to demonstrate that the proposed second-order neural network has the generalized translation invariant property.

• Proceedings of the Optical Society of Korea Conference
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• 2001.02a
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• pp.230-231
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• 2001

Silica glass is a core material for optical fiber in optical telecommunications, but its centrosymmetry eliminates the second order nonlinearity. But it is experimentally well known that the space charge polarization induces the Second Harmonic Generation (SHG) when a strong DC voltage is applied to silica glass for a long period time with metal blocking electrodes. In this research, a theoretical calculation of the nonlinear optical property caused by the space charge polarization is performed, and a model of a numerical analysis to predict the small change in nonlinear optical property as functions of time and space is provided.