• Proceedings of the Korean Statistical Society Conference
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• 2000.11a
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• pp.5-12
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• 2000

Meta-analysis refers to quantitative methods for combining results from independent studies in order to draw overall conclusions. We consider hierarchical models including selection models under a skewed heavy tailed error distribution and it is shown to be useful in such Bayesian meta-analysis. A general class of skewed elliptical distribution is reviewed and developed. These rich class of models combine the information of independent studies, allowing investigation of variability both between and within studies, and weight function. Here we investigate sensitivity of results to unobserved studies by considering a hierarchical selection model and use Markov chain Monte Carlo methods to develop inference for the parameters of interest.

• 한국데이터정보과학회:학술대회논문집
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• 2004.10a
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• pp.125-133
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• 2004

In this paper, we derive the approximate maximum likelihood estimators of the scale and location parameters of the skewed exponential distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

• International Area Studies Review
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• v.12 no.2
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• pp.3-26
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• 2008

This article investigates the usefulness of the skewed Student-t distribution in modeling the long memory volatility property that might be present in the daily returns of two Australian financial series; the ASX200 stock index and AUD/USD exchange rate. For this purpose we assess the performance of FIGARCH and FIAPARCH Value-at-Risk (VaR) models based on the normal, Student-t, and skewed Student-t distribution innovations. Our results support the argument that the skewed Student-t distribution models produce more accurate VaR estimates of Australian financial markets than the normal and Student-t distribution models. Thus, consideration of skewness and excess kurtosis in asset return distributions provides appropriate criteria for model selection in the context of long memory volatility models in Australian stock and foreign exchange markets.

• Geomechanics and Engineering
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• v.12 no.2
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• pp.185-195
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• 2017

With the rapid development of urban underground traffic, the study of soil deformation induced by subway tunnel construction and its settlement prediction are gradually of general concern in engineering circles. The law of soil displacement caused by shield tunnel construction of adjacent buildings is analyzed in this paper. The author holds that ground surface settlement based on the Gauss curve or Peck formula induced by tunnel excavation of adjacent buildings is not reasonable. Integrating existing research accomplishments, the paper proposed that surface settlement presents cork distribution curve characters, skewed distribution curve characteristics and normal distribution curve characteristics when the tunnel is respectively under buildings, within the scope of the disturbance and outside the scope of the disturbance. Calculation formulas and parameters on cork distribution curve and skewed distribution curve were put forward. The numerical simulation, experimental comparison and model test analysis show that it is reasonable for surface settlement to present cork distribution curve characters, skewed distribution curve characteristics and normal distribution curve characteristics within a certain range. The research findings can be used to make effective prediction of ground surface settlement caused by tunnel construction of adjacent buildings, and to provide theoretical guidance for the design and shield tunnelling.

• Journal of the Korea institute for structural maintenance and inspection
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• v.15 no.2
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• pp.88-97
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• 2011

For Korean design provisions are not equipped for skewed steel box girder bridges, when American provisions are adopted, load distribution factors different from real behavior are determinated. Furthermore the possibility of over or under estimated bridge design involves. The aim of this study is to provide more rational load distribution factor formulas based on real behavior for shear at obtuse corner of skewed steel box girder bridges. In order to accomplish the aim finite element analysis for a variety of skewed steel box girder bridge structural models is carried out, and each parameters degree of influence on wheel load distribution factors of skewed steel box girder bridges are analyzed. Then multiple regression analysis is fulfilled in order to propose formulas for determinating shear force load distribution factor of skewed steel box girder bridges.

• Journal of the Korean Operations Research and Management Science Society
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• v.39 no.1
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• pp.1-12
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• 2014

This article proposes a variable sampling interval (VSI) $\bar{X}$ control chart using weighted standard deviation (WSD) method for skewed populations. The WSD method decomposes the standard deviation of a quality characteristic into upper and lower deviations and adjusts control limits and warning limits of a control chart in accordance with the direction and degree of skewness. A control chart constant is derived for estimating the standard deviation of skewed distributions with the mean of sample standard deviations. The proposed chart is compared with the conventional VSI $\bar{X}$ control chart under some skewed distributions. Simulation study shows that the proposed WSD VSI chart can control the in-control average time to signal (ATS) as an adequate level better than the conventional VSI chart, and the proposed chart can detect a decrease in the process mean of a quality characteristic following a positively skewed distribution more quickly than the standard VSI chart.

• The Transactions of the Korean Institute of Electrical Engineers B
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• v.49 no.12
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• pp.797-806
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• 2000

In this paper, the torque characteristics and the bar loss distribution are analyzed when a general cage induction motor with skewed slots is fed by a 6-step inverter. For the electromagnetic analysis, time-stepping finite element method is used. And the multi-slice technique and sliding surface technique are respectively utilized to consider the skew effect and the rotation of the rotor. As a result, the effects of skewed rotor bar and the inverter output voltage on the characteristics of the torque and bar loss in the rotor are investigated. The simulation results are verified by measurement of flux density distribution axially in the stator teeth.

• Journal of Korean Society for Quality Management
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• v.41 no.2
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• pp.233-248
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• 2013

Purpose: This study develops heuristic process capability indices (PCIs) using distribution-decomposition methods and evaluates the performances. The heuristic methods decompose the variation of a quality characteristic into upper and lower deviations and adjust the value of the PCIs using decomposed deviations in accordance with the skewness. The weighted variance(WV), new WV(NWV), scaled WV(SWV), and weighted standard deviation(WSD) methods are considered. Methods: The performances of the heuristic PCIs are investigated under the varied situations such as various skewed distributions, sample sizes, and specifications. Results: WV PCI is the best under the normal populations, WSD and SWV PCIs are the best under the low skewed populations, NWV PCI is the best under the moderate and high skewed populations. Conclusion: Comprehensive analysis shows that the NWV method is most adequate for a practical use.

• The Korean Journal of Applied Statistics
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• v.22 no.1
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• pp.205-220
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• 2009

For modeling skewed semicircular data, we derive new family of the exponential distributions. We extend it to the l-axial exponential distribution by a transformation for modeling any arc of arbitrary length. It is straightforward to generate samples from the f-axial exponential distribution. Asymptotic result reveals two things. The first is that linear exponential distribution can be used to approximate the l-axial exponential distribution. The second is that the l-axial exponential distribution has the asymptotic memoryless property though it doesn't have strict memoryless property. Some trigonometric moments are also derived in closed forms. Maximum likelihood estimation is adopted to estimate model parameters. Some hypotheses tests and confidence intervals are also developed. The Kolmogorov-Smirnov test is adopted for goodness of fit test of the l-axial exponential distribution. We finally obtain a bivariate version of two kinds of the l-axial exponential distributions.

• The Korean Journal of Financial Management
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• v.24 no.3
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• pp.153-186
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• 2007

It is well known that the distributional properties of financial asset returns exhibit fatter-tails and skewer-mean than the assumption of normal distribution. The correct assumption of return distribution might improve the estimated performance of the Value-at-Risk(VaR) models in financial markets. In this paper, we estimate and compare the VaR performance using the RiskMetrics, GARCH and FIGARCH models based on the normal and skewed-Student-t distributions in two daily returns of the Korean Composite Stock Index(KOSPI) and Korean Won-US Dollar(KRW-USD) exchange rate. We also perform the expected shortfall to assess the size of expected loss in terms of the estimation of the empirical failure rate. From the results of empirical VaR analysis, it is found that the presence of long memory in the volatility of sample returns is not an important in estimating an accurate VaR performance. However, it is more important to consider a model with skewed-Student-t distribution innovation in determining better VaR. In short, the appropriate assumption of return distribution provides more accurate VaR models for the portfolio managers and investors.