• Communications for Statistical Applications and Methods
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• 제21권1호
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• pp.45-60
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• 2014

We introduce a MCMC sampling for a generalized linear normal random effects model with the ordered probit link function based on latent variables from suitable truncated normal distribution. Such models have proven useful in practice and we have observed numerically reasonable results in the estimation of fixed effects when the random effect term is provided. Applications that utilize Korean Welfare Panel Study data can be difficult to model; subsequently, we find that an ordered probit model with the random effects leads to an improved analyses with more accurate and precise inferences.

• Journal of the Korean Data and Information Science Society
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• 제16권3호
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• pp.639-650
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• 2005

Theoretical and numerical comparison have shown that variable sampling interval (VSI) charts are substantially more efficient than fixed sampling interval(FSI) charts in term of ATS(average time to signal). But the frequency of switching between different sampling intervals is a complicating factor in VSI procedures. VSI EWMA charts for monitoring mean vector of related qualify characteristics are investigated. To compare the efficiencies of the proposed charts, the performances are evaluated for matched FSI and VSI charts in terms of average time to signal(ATS) and average number of samples to signal(ANSS). For the switching behavior of the proposed VSI charts, average number of switches(ANSW) are also investigated.

• 응용통계연구
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• 제28권6호
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• pp.1209-1216
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• 2015

경쟁위험사건들은 다기관 임상시험과 같은 군집화된 임상연구에서 자주 관측되어진다. 본 논문에서는 하나의 군집으로 부터 얻어지는 경쟁위험 생존자료에 대해 공통 프레일티를 허락하는 결합 프레일티모형 접근법을 제안한다. 추론을 위해 어려운 적분 자체를 피하는 다단계 가능도를 사용하여, 대응하는 추론절차를 유도한다. 또한 실제자료 분석을 통해 제안된 방법을 예증한다.

• Communications for Statistical Applications and Methods
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• 제22권3호
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• pp.295-304
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• 2015

This paper considers the problem of estimation of the Hurst parameter H ${\in}$ (1/2, 1) from longitudinal data with the error term of a fractional Brownian motion with Hurst parameter H that gives the amount of the long memory of its increment. We provide a new estimator of Hurst parameter H using a two scale sampling method based on $A{\ddot{i}}t$-Sahalia and Jacod (2009). Asymptotic behaviors (consistent and central limit theorem) of the proposed estimator will be investigated. For the proof of a central limit theorem, we use recent results on necessary and sufficient conditions for multi-dimensional vectors of multiple stochastic integrals to converges in distribution to multivariate normal distribution studied by Nourdin et al. (2010), Nualart and Ortiz-Latorre (2008), and Peccati and Tudor (2005).

• 응용통계연구
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• 제24권5호
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• pp.745-758
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• 2011

An Economic Sentiment Indicator(ESI) is a composite indicator of business survey indices(BSI) and consumer survey indices(CSI). The ESI designed to reflect economic agents' (this includes producers and consumers) overall perceptions of economic activity in a one-dimensional index. The European Commission has published an ESI since 1985. This paper demonstrates the construction of an ESI for the Korean economy. The BSI and CSI components (having a high correlation and a leading feature with respect to GDP) are selected to construct the ESI and they are aggregated using a weighted average and then scaled to have a long-term average of 100 and a standard deviation of 10. Thus values greater than 100 indicate an above-average economic sentiment and vice versa. The newly constructed Korean ESI that extends to January 2003 shows a good tracking performance of GDP and adequately reflects the overall perception of economic activity.

• 아태비즈니스연구
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• 제7권1호
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• pp.1-10
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• 2016

This study attempts to investigate the effects of different types of debts on economic growth in Bangladesh using time series data spanning from 2000 to 2015. In this study, the RDL model has been applied to determine the long run relationship among the selected variables. The result of the ARDL model shows that there exists a long term relationship between economic growth and the debt variables. It was evident from the findings that there exists bidirectional causality between public sector external debt and economic growth. Causality between private external debt and economic growth has been found to be insignificant. However, causality between domestic debt and economic growth showed a unidirectional causality from domestic debt to economic growth and not vice versa. Causality tests suggest that impact of domestic debt on economic growth is more effective compared to external debts.

• 품질경영학회지
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• 제36권1호
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• pp.80-88
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• 2008

The 21st century is often called the knowledge-based information society. A new term, Data Technology (DT), which handles data and creation of information, is defined. A few important concepts of DT which are related to Six Sigma are described. Also some characteristics of Knowledge Management (KM) which provide new knowledge are explained. As a new direction of Six Sigma, Six Sigma Focused on Knowledge Creation (SSFKC) is suggested. The way of implementation of SSFKC and its relationship with DT and KM are elaborated.

• 한국산학기술학회:학술대회논문집
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• 한국산학기술학회 2011년도 춘계학술논문집 1부
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• pp.306-309
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• 2011

A lattice model based molecular clusters is presented to improve a classical equation of state(EOS) for volumetric properties in the critical region. The term is based on the two assumptions: (1) The Helmholtz energy is individually divided into classical and long-range density fluctuation contribution (2) All molecules form cluster near the critical region due to long-range density fluctuation. To formulate such molecular cluster, we extended the Veytsman statistics originally developed for the cluster due to hydrogen bonding. The probability function in the statistics is modified to represent the characteristics of long-range density fluctuation vanishing far from critical region. The proposed fluctuation contribution was incorporated into the Sanchez-Lacombe EOS and the combined model with 6 adjustable parameters has been tested against experimental VLE data for pure compounds. The combined model is found to well represent flatten critical isotherm for methane and top of the coexistence curve for the tested components.

• Journal of the Korean Data and Information Science Society
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• 제26권6호
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• pp.1593-1600
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• 2015

A control chart is very useful in monitoring various production process. There are many situations in which the simultaneous control of two or more related quality variables is necessary. We construct bivariate Shewhart control charts based on the trace of the product of the estimated variance-covariance matrix and the inverse of the in-control matrix and investigate the properties of bivariate Shewart control charts with VSI procedure for monitoring covariance matrix in term of ATS (Average time to signal) and ANSW (Average number of switch) and probability of switch, ASI (Average sampling interval). Numerical results show that ATS is smaller than ARL. From examining the properties of switching in changing covariances and variances in ${\Sigma}$, ANSW values show that it does not switch frequently and does not matter to use VSI procedure.

• Journal of the Korean Data and Information Science Society
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• 제23권4호
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• pp.807-814
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• 2012

We know that the exponentially weighted moving average (EWMA) control charts are sensitive to detecting relatively small shifts. Multivariate EWMA control charts are considered for monitoring of variance-covariance matrix when the distribution of process variables is multivariate normal. The performances of the proposed EWMA control charts are evaluated in term of average run length (ARL). The performance is investigated in three types of shifts in the variance-covariance matrix, that is, the variances, covariances, and variances and covariances are changed respectively. Numerical results show that all multivariate EWMA control charts considered in this paper are effective in detecting several kinds of shifts in the variance-covariance matrix.