• Communications for Statistical Applications and Methods
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• 제25권4호
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• pp.397-409
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• 2018

The world financial markets are inter-linked in ways that varies according to market and time. We examine the causality of change focusing on the Korean market as related to the U.S. (S&P 500), Japan (Nikkei 225), Hong-Kong (HSI), and European (DAX) markets. In order to capture time-varying causality running from and to the Korea stock market, we apply the Granger causality test under a VAR model with a wild bootstrap rolling-window approach. We also propose a new concept of a significant causality ratio to measure the intensity of the Granger causality in each time unit. There are many asymmetric strengths in mutual Granger causal relationships. Moreover, there are cases with significant Granger causal relations only in one direction. The period with the most severe Granger causality both running from and to the KOSPI market is the GFC. The market that formed the two-way Granger causal relationship with the KOSPI market for the longest period is the S&P 500. The HSI and DAX markets have the strongest two-way Granger causal relationship with the KOSPI shortly after 2000, and the Nikkei market had the strongest two-way Granger causal relationship with the KOSPI market before the Asian financial crisis.

• Communications for Statistical Applications and Methods
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• 제20권3호
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• pp.199-205
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• 2013

We employ sieve bootstraps for empirical likelihood tests in time series models because their null distributions are often vulnerable to the presence of serial dependence. We found a significant size refinement of the bootstrapped versions of a Lagrangian Multiplier type test statistic regardless of the bandwidth choice required by long-run variance estimations.

• 한국임상수의학회지
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• 제27권1호
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• pp.66-70
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• 2010

Reference interval is critical for interpreting laboratory results, monitoring response to therapy and predicting the prognosis of the patients in clinical settings. The aim of the present study was to update established reference intervals for routine hematologic and serum chemistry values for a population of clinically healthy dogs (range, 1-8 years) seen in an animal hospital. Blood was obtained by venipuncture while animals were physically restrained, and samples were analyzed for 9 chemistries on MS9-5H (Melot Schloesing Lab, France) and 6 hematology on Vet Test 8008 (IDEXX, USA). Data from 105 dogs (52 males and 53 females) for hematology and 113 dogs (37 males and 76 females) for chemistry were used to determine reference intervals using the parametric, nonparametric and bootstrap methods. Prior to analysis, all parameters were tested for normal distribution using Anderson-Darling criterion. Of the 9 biochemical analytes, alkaline phosphatase, alanine aminotransferase, aspartate aminotransferase, creatinine, total protein, and glucose concentrations did not fit normal distribution for both original and transformed data. All but eosinophil count satisfied normal distribution for either original or transformed data. Parametric method can be used for original cholesterol concentrations, RBC, WBC, and neutrophil counts. This technique can also be used for power-transformed values of blood urea nitrogen concentrations and for logarithm of lymphocyte and monocyte counts. Non-parametric or bootstrap method was the preferred choice for the remaining 7 biochemical parameters and eosinophil count as they did not follow normal distributions. All three statistical techniques performed in similar reference intervals. When establishing reference intervals for clinical laboratory data, it is essential to assess the distribution of the original data to increase the accuracy of the interval, and non-parametric or bootstrap methods are of alternative for the data that do not fit normal distribution.

• 응용통계연구
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• 제24권1호
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• pp.35-43
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• 2011

이 논문에서는 이산코사인변환(discrete cosine transform) 계수를 이용하여 AR(1) 과정에서 단위근을 검정하는 방법을 소개한다. 제안하고자 하는 방법의 이론적 타당성을 보이기 위해 정상 AR(1) 과정과 확률보행과정 하에서의 이산코사인변환 계수의 통계적 성질을 비교한다. 비교 결과를 이용하여 단위근 여부를 확인할 수 있는 검정통계량을 제안하고 붓스트랩을 활용하여 검정통계량의 분포를 유도한다. 모의실험을 통해 기존 Dickey-Fuller 검정과 검정력 비교를 실시하였다.

• 응용통계연구
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• 제4권1호
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• pp.1-11
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• 1991

다변량분산분석이나 판별분석 등에 있어서 검정의 대상이 되는 공분산행렬의 동일성에 대한 붓스트랩방법의 활용을 살펴보았다. 두 모집단의 공분산행렬을 $\Sigma_1, \Sigma_2^$라 하면, 가설 H : $\Sigma_1 = \Sigma_2$은 불변성의 관점에서 $\Sigma = \Sigma_1 \Sigma_2^{-1}$의 고유값들이 모두 1 이라는 것과 동등하다. 본 연구에서는 (1) $\Sigma = \Sigma_1 \Sigma_2^{-1}$의 표본고유값들에 대한 편의를 붓스트랩에 의해 정정하였으며, (2) 이들의 표본분포를 붓스트랩분포로 추정하여 검정에 활용하였으며, (3) 합동붓스트랩에 의해 바플렛의 수정우도비 검정통계량의 분포를 근사하였다.

• 대한가정학회지
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• 제50권5호
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• pp.115-124
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• 2012

The purpose of this study was to investigate the mediating effects of parental neglect on the relationship between family environment, such as economic status and harmony of family and contact with harmful environments. The data came from the 2009 Korean Survey on the Rights of Youth (N = 6,601). The data was analyzed using Structural Equation Modeling by means of SPSS 17.0 and AMOS 7.0. Bootstrap method used to test significant mediating effects. We found that family environment influences an adolescent's contact with harmful environments through parental neglect, showing that family environment has both indirect and direct effects. The results suggested that a family with low socio-economic status and more stress than harmony engenders a negative effect on the behavior of parents providing care and affection. This neglect influences the adolescent's contact with harmful environments such as harmful media and facilities. It must be acknowledged that parental care and suitable affection play a minimal role in adolescent's contact with harmful environments.

• 대한음성학회지:말소리
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• 제58호
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• pp.67-81
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• 2006

For a large corpus of time-aligned data, HMM based approaches are most widely used for automatic segmentation, providing a consistent and accurate phone labeling scheme. There are two methods for training in HMM. Flat starting method has a property that human interference is minimized but it has low accuracy. Bootstrap method has a high accuracy, but it has a defect that manual segmentation is required In this paper, a new algorithm is proposed to minimize manual work and to improve the performance of automatic segmentation. At first phase, voiced, unvoiced and silence classification is performed for each speech data frame. At second phase, the phoneme sequence is aligned dynamically to the voiced/unvoiced/silence sequence according to the acoustic phonetic rules. Finally, using these segmented speech data as a bootstrap, phoneme model parameters based on HMM are trained. For the performance test, hand labeled ETRI speech DB was used. The experiment results showed that our algorithm achieved 10% improvement of segmentation accuracy within 20 ms tolerable error range. Especially for the unvoiced consonants, it showed 30% improvement.

• 응용통계연구
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• 제7권2호
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• pp.225-237
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• 1994

본 연구에서는 핵확산 감시와 관련된 이상점 탐지를 위한 일반화 우도비 검정 방법이 개발되었다. 고전적인 이상점 탐지방법들이 연속형 변수만을 고려한 반면, 본 연구에서 제안된 방법은 연속형 변수, 이산형 변수, 혹은 이산형과 연속형이 혼합된 변수들에 모두 적용될 수 있다. 더우기 대부분의 고전적인 방법들에 있어서 주로 이용된 정규분포 가정을 필요로 하지 않는다. 본 연구에서 제안된 방법은 일반화 우도비에 붓스트랩 방법을 적용하여 구성되었다. 모의 실험을 통하여 검정력을 고찰함으로써 제안된 검정방법의 성능을 연구하였다.

• Journal of the Korean Data and Information Science Society
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• 제14권2호
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• pp.247-255
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• 2003

Hypothesis testing for the equality of two distributions were considered. Nonparametric kernel density estimates were used for testing equality of distributions. Cross-validatory choice of bandwidth was used in the kernel density estimation. Sampling distribution of considered test statistic were developed by resampling method, called the bootstrap. Small sample Monte Carlo simulation were conducted. Empirical power of considered tests were compared for variety distributions.

• 한국멀티미디어학회:학술대회논문집
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• 한국멀티미디어학회 2002년도 추계학술발표논문집
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• pp.640-643
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• 2002

링크 관리 프로토콜에서 데이터 링크의 연결성 검증 및 링크 식별자의 자동 매핑을 위하여 교환하는 Test 메시지와 제어채널의 IP 주소를 자동으로 발견하기 위한 Bootstrap 메시지는 제어채널이 아닌 데이터 링크로 전달되므로 광 네트워크에서 불투명한 스위칭 기술을 요구한다. 본 논문에서는 불투명한 스위칭 기술을 지원하지 않는 광 네트워크에서 망 관리 기능을 이용하여 인접 노드 사이의 제어채널에 대한 IP 주소 및 인접 노드와 데이터 링크에 대한 식별자를 자동으로 구성 할 수 있는 메커니즘을 제안한다. 망 관리를 통한 자동 구성은 불투명한 스위칭 기술을 지원하지 않는 광 네트워크에서 수동 구성에 따른 오류 발생의 가능성을 개선시킬 수 있다.