• 호남수학학술지
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• 제33권3호
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• pp.393-405
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• 2011

In this paper we obtain the complete moment convergence for an array of rowwise extended negative orthant dependent random variables. By using the result we can prove the complete moment convergence for some positively orthant dependent sequence satisfying the extended negative orthant dependence.

• 충청수학회지
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• 제25권3호
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• pp.507-519
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• 2012

In this paper we obtain the complete moment convergence for an array of rowwise extended negative orthant dependent random variables. By using the result we can prove the complete moment convergence for some positively orthant dependent sequence satisfying the extended negative orthant dependence.

• 호남수학학술지
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• 제25권1호
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• pp.117-127
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• 2003

In this note we perform an extreme point analysis on two natural definitions of negative quadrant dependence of three random variables and examine how different these two notions of dependence. We also characterize some special distributions which are both negatively lower orthant dependent and negatively upper orthant dependent.

• Communications for Statistical Applications and Methods
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• 제19권2호
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• pp.247-256
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• 2012

In this paper we prove the complete convergence for weighted sums of pairwise negatively quadrant dependent random variables. Some results on identically distributed and negatively associated setting of Liang and Su (1999) are generalized and extended to the pairwise negative quadrant dependence case.

• 대한수학회보
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• 제34권2호
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• pp.211-223
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• 1997

Lehmann [13] introduced the concept of positive(negative) dependence together with some other dependence concepts. Since then, a great numerous multivariate inequalities have been obtained. For a references of available results, see Karlin and Rinott [12], Ebrahimi and Ghosh [8] and Sampson [14]. Whereas a number of dependence notions exist for multivariate processes (see Friday [10]), recently, Ebrahimi [7] introduced some new dependence concepts of the hitting times of stochastic processes.

• Journal of the Korean Statistical Society
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• 제20권1호
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• pp.77-83
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• 1991

In this article various notions of multivariate negative dependence for random variables are obtained. Various properties and interrelationships are also derived from these notions. Several counterexamples are given to illustrate that other implications may not hold.

• East Asian Economic Review
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• 제22권4호
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• pp.467-505
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• 2018

We propose a simple identification scheme for the causes of the violations of uncovered interest parity. Our method uses the serial dependence patterns of excess returns as a criterion for judging performance of economic models. We show that a mean reverting component in excess returns, representing a violation of uncovered interest parity, mainly contributes to generating different serial dependence patterns of excess returns: rational expectations risk premium models tend to generate negative serial dependence of excess returns, while expectational errors models tend to generate positive serial dependence.

• Communications for Statistical Applications and Methods
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• 제7권3호
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• pp.845-858
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• 2000

In this paper new results are obtained for multivariate processes which help us to identify weak negative orthant dependent(WNOD) structures among hitting times of the processes. Furthermore, an approach to derive dependence properties among the processes is proposed and a partial solution to the question tat what kinds of the dependence properties, when they are imposed on processes, are reflected as analogous properties of corresponding hitting times is give. Examples are given to illustrate these concepts.

• Communications for Statistical Applications and Methods
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• 제17권6호
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• pp.829-843
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• 2010

To test for the serial dependence in time series of counts data, Jung and Tremayne (2003) evaluated the size and power of several tests under the class of INARMA models based on binomial thinning operations for Poisson marginal distributions. The overdispersion phenomenon(i.e., a variance greater than the expectation) is common in the real world. Overdispersed count data can be modeled by using alternative thinning operations such as random coefficient thinning, iterated thinning, and quasi-binomial thinning. Such thinning operations can lead to time series models of counts with negative binomial or generalized Poisson marginal distributions. This paper examines whether the test statistics used by Jung and Tremayne (2003) on serial dependence in time series of counts data are affected by overdispersion.

• 복식
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• 제10권
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• pp.51-62
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• 1986

The purpose of this study was to investigate the relationships among Clothing Satisfaction, Social approval, Psychological dependence, and Social security-insecurity and to determine the difference of clothing behaviors by the demographic variables such as age, socioeconomics status, education, religion, and material status. Clothing Satisfaction was measured by Rim's Questionnaire(1974) moditide and supplemented for this study. For the measurement of Social approval and Psychological dependence, the Clothing Interest Inventory developed by Creekmore (1971) was adapted for this story. The measurement for the Social security-insecurity was adapted from Lapitsky's (1961) Social Security Inventory. Data were collected from 322 purposively selected elderly women over sixty dwelling in Seoul by means of interviews. For statistical analysis, frequency distribution, one-way analysis of variance, Pearson's correlation coefficients were used. The results were as follows: 1. There were significant relationships among Clothing satisfaction, Social approval, and Psychological dependence. Negative significant relaionships were found between Clothing satisfaction and Social approval and between Clothing satisfaction and Psychological dependence. 2. There was negative significant relationship between Social security-insecurity and Clothing satisfaction, while positive significant relationships were found between Social security-insecurity and Social approval, and between Social security- insecurity and Psychological dependence. 3. There was significant difference in Clothing satisfaction according to socioeconomic status and education. 4. There was significant difference in Social approval according to socioeconomic statusand education. 5. There was significant difference in Psychological dependence according to education and religion.