• 응용통계연구
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• 제11권2호
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• pp.257-268
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• 1998

역학연구에서 두 수준을 갖는 위험인자 X와 이항 반응변수 Y의 관계에 관심을 갖는 경우가 많다. 이 때 두 변수의 상관관계에 영향을 미칠 수 있는 인자 Z의 값을 제어함에 따라 X와 Y의 상관관계가 여전히 존재하는지를, 즉 X와 Y의 조건부 독립성을 검정할 필요가 있다 관측값의 수가 많지 않을 때, X와 Y의 조건부 독립성 검정을 위해 Mantel-Haenszel 검 정 이 널리 사용되고 있다. 하지 만 X와 Y의 상관관계가 Z의 수준에 따라 그 방향까지 변할 경우 이 검정은 낮은 검정력을 갖는다. 본 연구에서는 이 경우에 높은 검정력을 갖는 대안 검정통계량을 제안한다. 대안 검정통계량의 분포에 대해 알아보고 모의실험을 통해 Mantel-Haenszel 검정과 비교해 본다.

• The Journal of Asian Finance, Economics and Business
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• 제6권2호
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• pp.9-13
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• 2019

The paper aims to investigate the performance of domestic Saudi Arabian ETFs. ETFs are investment vehicles in vogue. These instruments were the first levers for investors allowing them to enter some markets that have been highly protected or out of reach. Saudi Arabia, which has been promoted as an emerging country by MSCI, seeks to attract more foreign investors. The first ETFs were launched in the years 2010-2011. Even though their number has not increased since then, there is a desire to attract a large number of investors. We use premiums/discounts analysis, standard risk-return models, and tracking errors measurements to assess how closely their replicate the underlying benchmark based on monthly data. The results indicate that out of the three funds investigated two are slightly traded at premium, while the latter exhibit a price discount. However, tracking errors are at minimum for all funds suggesting that they track well the benchmark index. Further, the Jensen's model shows that alphas are negative or null, and betas capture largely the systematic risk which is consistent with index investing strategies. Finally, traditional risk-adjusted measures of performance are used to compare ETFs, and results exhibit negative ratios showing that portfolios achieve lower return than the risk-free rate.

• 대한조선학회논문집
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• 제42권2호
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• pp.113-123
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• 2005

A higher order panel method based on B-spline representation for both the geometry and the solution is developed for the analysis of steady flow around marine propellers. The self-influence functions due to the normal dipole and the source are desingularized through the quadratic transformation, and then shown to be evaluated using conventional numerical quadrature. By selecting a proper order for numerical quadrature, the accuracy of the present method can be increased to the machine limit. The far- and near-field influences are shown to be evaluated based on the same far-field approximation, but the near-field solution requires subdividing the panels into smaller subpanels continuously, which can be effectively implemented due to the B-spline representation of the geometry. A null pressure jump Kutta condition at the trailing edge is found to be effective in stabilizing the solution process and in predicting the correct solution. Numerical experiments indicate that the present method is robust and predicts the pressure distribution on the blade surface, including very close to the tip and trailing edge regions, with far fewer panels than existing low order panel methods.

• 말소리와 음성과학
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• 제10권4호
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• pp.31-37
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• 2018

Pitch trajectories reflect a continuous variation of vocal fold movements over time. This study examined the pitch trajectories of English vowels produced by 139 American English speakers, statistically analyzing their trajectories using the Generalized Additive Mixed Models (GAMMs). First, Praat was used to read the sound data of Hillenbrand et al. (1995). A pitch analysis script was then prepared, and six pitch values at the corresponding time points within each vowel segment were collected and checked. The results showed that the group of men produced the lowest pitch trajectories, followed by the groups of women, boys, then girls. The density line showed a bimodal distribution. The pitch values at the six corresponding time points formed a single dip, which changed gradually across the vowel segment from 204 to 193 to 196 Hz. The normality tests performed on the pitch data rejected the null hypothesis. Nonparametric tests were therefore conducted to discover the significant differences in the values among the four groups. The GAMMs, which analyzed all the pitch data, produced significant results among the pitch values at the six corresponding time points but not between the two groups of boys and girls. The GAMMs also revealed that the two groups were significantly different only at the first and second time points. Accordingly, the methodology of this study and its findings may be applicable to future studies comparing curvilinear data sets elicited by experimental conditions.

• Psychiatry investigation
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• 제15권12호
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• pp.1130-1134
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• 2018

Objective Trichotillomania is a relatively common illness whose neurobiology is poorly understood. One treatment for adult trichotillomania, n-acetyl cysteine (NAC), has antioxidative properties, as well as effects on central glutamatergic transmission. Preclinical models suggest that excessive oxidative stress may be involved in its pathophysiology. Methods Adults with trichotillomania provided a blood sample for analysis of compounds that may be influenced by oxidative stress [glutathione, angiotensin II, ferritin, iron, glucose, insulin and insulin growth factor 1 (IGF1), and hepcidin]. Participants were examined on symptom severity, disability, and impulsivity. The number of participants with out-of-reference range oxidative stress measures were compared against the null distribution. Correlations between oxidative stress markers and clinical measures were examined. Results Of 14 participants (mean age 31.2 years; 92.9% female), 35.7% (n=5) had total glutathione levels below the reference range (p=0.041). Other oxidative stress measures did not have significant proportions outside the reference ranges. Lower levels of glutathione correlated significantly with higher motor impulsiveness (Barratt Impulsiveness Scale sub-score) (r=0.97, p=0.001). Conclusion A third of patients with trichotillomania had low levels of glutathione, and lower levels of glutathione correlated significantly with higher motor impulsiveness. Because NAC is a precursor for cysteine, and cysteine is a rate limiting step for glutathione production, these results may shed light on the mechanisms through which NAC can have beneficial effects for impulsive symptoms. Confirmation of these results requires a suitable larger follow-up study, including an internal normative control group.

• The Journal of Asian Finance, Economics and Business
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• 제8권1호
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• pp.23-36
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• 2021

The study explores the nexus between foreign direct investment (FDI), financial innovation, and exchange rate volatility in selected South Asian countries for 1980 to 2017. The study applies the unit root test, Autoregressive Distributed Lagged, nonlinear ARDL, and causality test following Toda-Yamamoto. Unit root tests ascertain that variables are integrated in a mixed order; few variables are stationary at a level and few after the first difference. Empirical model estimation with ARDL, Long-run cointegration revealed with the tests of FPSS, WPSS, and tBDM by rejecting the null hypothesis of "no cointegration." This finding suggests that, in the long-run financial innovation, FDI inflows, and exchange rate volatility move together. Moreover, study findings established adverse effects running from FDI inflows and financial innovation to exchange rate volatility in the long run. These findings suggest that continual FDI inflows and innovativeness in the financial system assist in lessening the volatility in the foreign exchange market. Furthermore, nonlinear ARDL confirms the presence of asymmetric cointegration in the model. The standard Wald test established asymmetric effects running from FDI inflows and financial innovation to exchange rate volatility, both in the long and short run. Directional causality unveils feedback hypothesis holds for explaining causality between FDI, financial innovation, and exchange rate volatility.

• Geomechanics and Engineering
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• 제32권1호
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• pp.97-110
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• 2023

The coefficient of lateral earth pressure at rest in loose sand during virgin loading, K₀ , and during unloading, K'₀ , have been determined from laterally confined load-unload tests. The tests included measurement of lateral pressure with null pressure gauges, side wall friction with newly designed friction meters and applied pressure and base pressure with load cells. The importance of accounting for side-wall friction when evaluating the distribution of vertical pressure over the height of the soil specimen was demonstrated. Relatively uniform friction was observed during loading, but this was not the case during unloading unless friction reduction measures were employed. While the measured value of K₀ was found to be close to, if slightly higher than the value commonly estimated on the basis of friction angle, φ', the ratio of K'₀ to K₀ was found to reasonably fit an expression of the form K'₀/K₀ = 1 + C·log(OCR), with C equal to 1 in the present tests.

• 보건행정학회지
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• 제5권2호
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• pp.155-172
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• 1995

This study is an empirical analysis on the equity in the delivery of heatlh care under the Korean Medical Insurance Corporation System. The purposes of this study are to find out effects of income on the health care utiliztion and measure the income-related inequity in the distribution of health care. This study was carried out based on the fact that the health insurance program has been organized to achieve the equity objective, "equal treatment for equal needs". Of 41, 828 insured persons who had been diagnosed in the 1993 Health Screening Test and utilifzation data from 1, January 1993 through 31, December 1993 were derived from the Benefit Managment File. Inequity was measured by means of I) share approach, ii) standardization concentration curve approach, iii) inequity index, iv) test for inequity. The major findings were as follows : 1. The expenditure shares of the top two quintile groups exceeded their morbidity shares, whereas the opposite was true of the bottom three quintile groups, Which showed a positive HI$_{LG}$ inequity index, suggesting the presence of some inequity favoring the rich group. 2. Compared with other residential areas, the rural area showed the highest positive HI$_{LG}$ irrespective of need indicatior applied. 3. Standardized expenditure concentration indices adjusted by age, gender and need structure were also found to be positive, and therefore still indicated that there has been inequity favoring the rich after the standardization. 4. The Loglikelihood Ratio (LR) test for the statistical significance of income-related inequity of medical care utilization was carried out using the logistic regression model. The resulting loglikelihood ratio test statistic value was 176, which did exceed the 0.5 percent critical value of the chi-square distribution with 28 degrees of freedom, which is 50.993. Therefore, the null hypothesis of no income-related inequity of medical care utilization was rejected at the 99.5 percent confidence level. 5. The Regression based F-test has been carried out for analyzing the income-related inequity of medical expenditure in terms of age, gender, morbidity indicators as explanary variables. The hypothesis of the absence of income-relate inequity was rejected for all need indicators at the 95% confidence level.nce level.

• Asian Pacific Journal of Cancer Prevention
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• 제15권3호
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• pp.1187-1192
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• 2014

Background: To correlate breast cancer subtypes with prognostic factors, microvessel density (MVD), vascular endothelial growth factor (VEGF) expression and clinical features. Materials and Methods: One hundred cases of primary breast carcinoma were classified using biomarkers on tissue microarray as: luminal A [estrogen receptor (ER)+, HER2-, $Ki-67{\leq}14%$], luminal B [ER+, HER2+ or ER+, HER2-, Ki-67>14%], HER2, triple negative basal-like (TNB) [any basal cytokeratins (CKs, 5, 14, 17) and/or endothelial growth factor receptor (EGFR) expression], and TN without such markers [TNN, null], and assessed for p53, vimentin, VEGF and CD31 immunoperoxidase. Results: Of the 100 cases (mean age, 51 years; mean tumor size, 3.2cm; 56% with nodal metastasis; 89 invasive ductal carcinomas, not otherwise specified, 4 invasive lobular carcinomas, 3 metaplastic carcinomas, and 4 other types) there were 39 luminal A, 18 luminal B, 18 HER2, 15 TNB and 10 TNN. The positivities of basal-like markers in the basal-like subtype were 78.3% for CK5, 40% for CK14, 20% for CK17, 46.7% for EGFR. There was no significant difference in age distribution, tumor size, degree of tubular formation, pleomorphism, lymphovascular invasion, nodal metastasis, MVD, VEGF expression and survival among subgroups. TNs demonstrated significantly higher tumor grade, mitotic count, Ki-67 index, p53 and vimentin and decreased overall survival compared with nonTN. Conclusions: The distribution of breast cancer subtypes in this study was similar to other Asian countries with a high prevalence of TN. The high grade character of TN was confirmed and CK5 expression was found to be common in our basal-like subtype. No significant elevation of MVD or VEGF expression was apparent.

• 마케팅과학연구
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• 제16권1호
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• pp.13-26
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• 2006

본 연구에서는 안정적 NBD모형에 개별구매자들의 평균적 구매율 변화로 발생되는 임의의 불안정성이 개입하였는지를 체계적으로 검정하기 위한 방법을 개발하였다. 이를 위해 본 연구에서는 안정적 NBD모형에서 개별구매자들의 갖는 평균적 구매율이 임의의 불안정성의 영향으로 구조적 변화를 일으키는지에 대한 통계적 가설로부터 우도비를 도출하였다. 또한, 본 연구에서는 반복구매가 이루어지는 패널자료를 대상으로 개발된 ㅂ아법의 실증적 적합성을 살펴보았다. 본 연구의 결과는 NBD모형이 지니는 안정성의 가정을 극복할 수 있는 수단을 제공한다는 점, 마케팅환경의 변화를 조기에 감지함으로써 관련 환경변화에 신속히 대처할 수 있는 마케팅전략의 운용을 가능케 할 것이란 점, 특정 마케팅믹스전략의 효과측정에도 활용될 수 있다는 점 등을 기대할 수 있다.