• Title/Summary/Keyword: 다변량 대칭

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A Test for Spherical Symmetry (구형 대칭성 검정에 대한 연구)

  • Park Cheolyong
    • The Korean Journal of Applied Statistics
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    • v.18 no.1
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    • pp.99-113
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    • 2005
  • In this article, we propose a chi-squared test of spherical symmetry. The advantage of this test is that the test statistic and its asymptotic p-value are easy to compute. The limiting distribution of the test statistic is derived under spherical symmetry and its accuracy, in finite samples, is studied via simulation. Also, a simulation study is conducted in which the power of our test is compared with those of other tests for spherical symmetry in various alternative distributions. Finally, an illustrative example of application to a real data is provided.

A mixed model for repeated split-plot data (반복측정의 분할구 자료에 대한 혼합모형)

  • Choi, Jae-Sung
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.1
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    • pp.1-9
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    • 2010
  • This paper suggests a mixed-effects model for analyzing split-plot data when there is a repeated measures factor that affects on the response variable. Covariance structures are discussed among the observations because of the assumption of a repeated measures factor as one of explanatory variables. As a plausible covariance structure, compound symmetric covariance structure is assumed for analyzing data. The restricted maximum likelihood (REML)method is used for estimating fixed effects in the model.

An Analysis on Mutual Shock Spillover Effects among Interest Rates, Foreign Exchange Rates, and Stock Market Returns in Korea (한국에서의 금리, 환율, 주가의 상호 충격전이 효과 분석)

  • Kim, Byoung Joon
    • International Area Studies Review
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    • v.20 no.1
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    • pp.3-22
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    • 2016
  • In this study, I examine mutual shock spillover effects among interest rate differences, won-dollar foreign exchange change rates, and stock market returns in Korea during the daily sample period from the beginning of 1995 to the October 16, 2015, using the multivariate GARCH (generalized autoregressive conditional heteroscedasticity) BEKK (Baba-Engle-Kraft-Kroner) model framework. Major findings are as follows. Throughout the 6 model estimation results of variance equations determining return spillovers covered from symmetric and asymmetric models of total sample period and two crisis sub-sample periods composed of Korean FX Crisis Times and Global Financial Crisis Times, shock spillovers are shown to exist mainly from stock market return shocks. Stock market shocks including down-shocks from the asymmetric models are shown to transfer to those other two markets most successfully. Therefore it is most important to maintain stable financial markets that a policy design for stock market stabilization such as mitigating stock market volatility.

A study on the multivariate sliced inverse regression (다변량 분할 역회귀모형에 관한 연구)

  • 이용구;이덕기
    • The Korean Journal of Applied Statistics
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    • v.10 no.2
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    • pp.293-308
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    • 1997
  • Sliced inverse regression is a method for reducing the dimension of the explanatory variable X without going through any parametric or nonparametric model fitting process. This method explores the simplicity of the inverse view of regression; that is, instead of regressing the univariate output varable y against the multivariate X, we regress X against y. In this article, we propose bivariate sliced inverse regression, whose method regress the multivariate X against the bivariate output variables $y_1, Y_2$. Bivariate sliced inverse regression estimates the e.d.r. directions of satisfying two generalized regression model simultaneously. For the application of bivariate sliced inverse regression, we decompose the output variable y into two variables, one variable y gained by projecting the output variable y onto the column space of X and the other variable r through projecting the output variable y onto the space orthogonal to the column space of X, respectively and then estimate the e.d.r. directions of the generalized regression model by utilize two variables simultaneously. As a result, bivariate sliced inverse regression of considering the variable y and r simultaneously estimates the e.d.r. directions efficiently and steadily when the regression model is linear, quadratic and nonlinear, respectively.

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Cosmetic Results of Conservative Treatment for Early Breast Cancer (조기유방암에서 유방보존수술 및 방사선치료후의 미용적 결과)

  • Kim Bo Kyoung;Shin Seong Soo;Kim Seong Deok;Ha Sung Whan;Noh Dong-Young
    • Radiation Oncology Journal
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    • v.19 no.1
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    • pp.21-26
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    • 2001
  • Purpose : This study was peformed to evaluate the cosmetic outcome of conservative treatment for early breast cancer and to analyze the factors influencing cosmetic outcome. Materials and Methods : From February 1992 through January 1997, 120 patients with early breast cancer were treated with conservative surgery and postoperative radiotherapy. The types of conservative surgery were quadrantectomy and axillary node dissection for 108 patients $(90\%)$ and lumpectomy or excisional biopsy for 10 patients $(8.3\%)$. Forty six patients $(38\%)$ received adjuvant chemotherapy (CMF or CAF). Cosmetic result evaluation was carried out between 16 and 74 months (median, 33 months) after surgery. The cosmetic results were classified into four categories, i.e., excellent, good, fair, and poor. The appearances of the patients' breasts were also analyzed for symmetry using the differences in distances from the sternal notch to right and left nipples. A logistic regression analysis was performed to identify independent variables influencing the cosmetic outcome. Results : Cosmetic score was excellent or good in $76\%$ (91/120), fair in $19\%$ (23/120) and poor in $5\%$ (6/120) of the patients. Univariate analysis showed that tumor size (T1 versus T2) (p=0.04), axillary node status (N0 versus N1) (p=0.0002), extent of surgery (quadrantectomy versus lumpectomy or excisional biopsy) (p=0.02), axillary node irradiation (p=0.0005) and chemotherapy (p=0.0001) affected cosmetic score. Multivariate analysis revealed that extent of surgery (p=0.04) and chemotherapy (p=0.0002) were significant factors. For breast symmetry, univariate analysis confirmed exactly the same factors as above. Multivariate analysis revealed that tumor size (p=0.003) and lymph node status (p=0.007) affected breast symmetry. Conclusion : Conservative surgery and postoperative radiotherapy resulted in excellent or good cosmetic outcome in a large portion of the patients. Better cosmetic results were achieved generally in the group of patients with smaller tumor size, without axillary node metastasis and treated with less extensive surgery without chemotherapy.

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Radiotherapy for Early Glottic Carinoma (조기 성문암 환자에서의 방사선치료)

  • Kim, Won-Taek;Nam, Ji-Ho;Kyuon, Byung-Hyun;Wang, Su-Gun;Kim, Dong-Won
    • Radiation Oncology Journal
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    • v.20 no.4
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    • pp.295-302
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    • 2002
  • Purpose : The Purpose of this study was to establish general guidelines for the treatment of patients with early glottic carcinoma (T1-2N0M0), by assessing the role of primary radiotherapy and by analyzing the tumor-related and treatment-related factors that have an influence on the treatment results. Materials and Methods : This retrospective study was composed of 80 patients who suffered from early glottic carcinoma and were treated by primary radiotherapy at Pusan National University Hospital, between August 1987 and December 1996. The distribution of patients according to T-stage was 66 for stage T1 and 14 for stage T2. All of the patients were treated with conventional radical radiotherapy using a 6MV photon beams, a total tumor dose of $60\~75.6\;Gy$ (median 68.4 Gy), administered in 5 weekly fractions of $1.8\~2.0\;Gy$. The overall radiation treatment time was from 40 to 87 days, median 51 days. All patients were followed up for at least 3 years. Univariate and multivariate analysis was done to identify the prognostic factors affecting the treatment results. Results : The five-years survival rate was $89.2\%$ for all patients, $90.2\%$ for T1 and $82.5\%$ for T2. The local control rate was $81.3\%$ for all patients, $83.3\%$ for T1 and $71.4\%$ for T2. However, when salvage operations were taken into account, the ultimate local control rate was $91.3\%,\;T1\;94.5\%,\;T2\;79.4\%$, reprosenting an increase of $8\~12\%$ in the local control rate. The voice preservation rate was $89.2\%,\;T1\;94.7\%,\;T2\;81.3\%$. Fifteen patients suffered a relapse after radiotherapy, among whom 12 patients underwent salvage surgery. We included T-stage, tumor location, total radiation dose, fraction size, field size and overall radiation treatment time as potential prognostic factors. T-stage and overall treatment time were found to be statistically significant in the univariate analysis, but in the multivariate analysis, only the over-all treatment time was found to be significant. Conclusion : The high cure and voice preservation rates obtained when using a procedure, comprising a combination of radical radiotherapy and salvage surgery, may make this the treatment of choice for patients with early glottic carcinoma. However, the prognostic factors affecting the treatment results must be kept in mind, and more accurate treatment planning and further optimization of the radiation dose are necessary.