• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.141-146
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• 2007

In this paper, we consider a Box-Cox transformed threshold GARCH(1,1) process and find a sufficient condition under which the process is geometrically ergodic and has the ${\beta}$-mixing property with an exponential decay rate.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.42 no.2
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• pp.18-27
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• 2019

The process control methods based on the statistical analysis apply the analysis method or mathematical model under the assumption that the process characteristic is normally distributed. However, the distribution of data collected by the automatic measurement system in real time is often not followed by normal distribution. As the statistical analysis tools, the process capability index (PCI) has been used a lot as a measure of process capability analysis in the production site. However, PCI has been usually used without checking the normality test for the process data. Even though the normality assumption is violated, if the analysis method under the assumption of the normal distribution is performed, this will be an incorrect result and take a wrong action. When the normality assumption is violated, we can transform the non-normal data into the normal data by using an appropriate normal transformation method. There are various methods of the normal transformation. In this paper, we consider the Box-Cox transformation among them. Hence, the purpose of the study is to expand the analysis method for the multivariate process capability index using Box-Cox transformation. This study proposes the multivariate process capability index to be able to use according to both methodologies whether data is normally distributed or not. Through the computational examples, we compare and discuss the multivariate process capability index between before and after Box-Cox transformation when the process data is not normally distributed.

• The Korean Journal of Applied Statistics
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• v.7 no.2
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• pp.53-77
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• 1994

In a certain stochastic process, Cox's regression model is used to analyze multistate survival data. From this model, the regression parameter vectors, survival functions, and the probability of being in response function are estimated based on multistate Cox's partial likelihood and nonparametric likelihood methods. The asymptotic properties of these estimators are described informally through the counting process approach. An example is given to likelihood the results in this paper.

• Journal of the Korean Statistical Society
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• v.35 no.2
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• pp.193-199
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• 2006

We consider a zero coupon bond that is at the risk of multitype multiple defaults. Assuming defaults occur according to k Cox processes, we find a price process for zero coupon bonds. To derive this process we follow the Lando (1998)'s method which uses conditional expectations instead of the traditional methods.

• Journal of the Korean Statistical Society
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• v.26 no.1
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• pp.117-130
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• 1997

We study the asymptotic behavior of the maximum partial likelihood estimator in the Cox proportional hazards model in the presence of nuisance parameters when the entry of patients is staggered. When entry of patients is simultaneous and there is only one regression parameter in the Cox model, the efficient score process of the partial likelihood is martingale and converges weakly to a time-chnaged Brownian motion. Our problem is to get a similar result in the presence of nuisance parameters when entry of patient is staggered.

• Proceedings of the Korean Society of Toxicology Conference
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• 2001.10a
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• pp.137-138
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• 2001

There has been accumulating evidence for the association of inflammatory tissue damage with the process of cancer development. Cyclooxygenase (COX), an important enzyme involved in mediating the inflammation, catalyzes the formation of prostaglandins (PGs) from arachidonic acid. There are two isoforms of COX, designated as COX-l and COX-2. COX-l is a housekeeping enzyme which is constitutively expressed and is thought to be involved in maintaining physiological functions.(omitted)

• Archives of Pharmacal Research
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• v.26 no.5
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• pp.383-388
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• 2003

Bee venom is used as a traditional medicine for treatment of arthritis. The anti-inflammatory activity of the n-hexane, ethyl acetate, and aqueous partitions from bee venom (Apis mellifera) was studied using cyclooxygenase (COX) activity and pro-inflammatory cytokines (TNF-$\alpha and IL-1\beta$) production, in vitro. COX-2 is involved in the production of prostaglandins that mediate pain and support the inflammatory process. The aqueous partition of bee venom showed strong dose-dependent inhibitory effects on COX-2 activity ($IC_{50} = 13.1 \mu$ g/mL), but did not inhibit COX-1 activity. The aqueous partition was subfractionated into three parts by molecular weight differences, namely, B-F1 (above 20 KDa), B-F2 (between 10 KDa and 20 KDa) and BF-3 (below 10 KDa). B-F2 and B-F3 strongly inhibited COX-2 activity and COX-2 mRNA expression in a dose-dependent manner, without revealing cytotoxic effects. TNF-$\alpha and IL-1\beta$ are potent pro-inflammatory cytokines and are early indicators of the inflammatory process. We also investigated the effects of three subfractions on TNF-$\alpha and IL-1\beta$ production using ELISA method. All three subfractions, B-F1, B-F2 and B-F3, inhibited TNF-$\alpha and IL-1\beta$production. These results suggest the pharmacological activities of bee venom on anti-inflammatory process include the inhibition of COX-2 expression and the blocking of pro-inflammatory cytokines (TNF-$\alpha and IL-1\beta$) production.

• Proceedings of the KAIS Fall Conference
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• 2011.05b
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• pp.1068-1071
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• 2011

Cyclooxygenases (COX)-2 has been highly expressed in a variety of tumor cells and involved inflammatory process, tumor-associated angiogenesis, and vascular functions but the underlying mechanism is not clearly elucidated. We here investigated the molecular mechanism by which COX-2 regulates tumor-associated angiogenesis. In vivo, we injected B16-F1 cells overexpressed with COX-2 or mock in wild type or eNOS-deficient mice. Tumor cells overexpressed with COX-2 increase tumor-associated angiogenesis and tumor growth compared with control cells and that the effect of COX-2 was lower in eNOS-deficient mice than wild type mice. These results may contribute to further understanding of the regulation of angiogenesis by COX during tumor metastasis and inflammation.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.19 no.1
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• pp.23-45
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• 2015

We consider counterparty risk in CDS rates. To do so, we use a multivariate jump diffusion process for obligors' default intensity, where jumps (i.e. magnitude of contribution of primary events to default intensities) occur simultaneously and their sizes are dependent. For these simultaneous jumps and their sizes, a homogeneous Poisson process. We apply copula-dependent default intensities of multivariate Cox process to derive the joint Laplace transform that provides us with joint survival/default probability and other relevant joint probabilities. For that purpose, the piecewise deterministic Markov process (PDMP) theory developed in [7] and the martingale methodology in [6] are used. We compute survival/default probability using three copulas, which are Farlie-Gumbel-Morgenstern (FGM), Gaussian and Student-t copulas, with exponential marginal distributions. We then apply the results to calculate CDS rates assuming deterministic rate of interest and recovery rate. We also conduct sensitivity analysis for the CDS rates by changing the relevant parameters and provide their figures.

• Korean Journal of Food Science and Technology
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• v.39 no.3
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• pp.348-352
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• 2007

Inflammation is a complex process resulting from a variety of mechanisms. Combined inhibition of the activities of enzymes involved in the process may therefore be considered more important in anti-inflammatory property of plant extracts than any single contribution. In this study, the inhibitory effects of the ethanol extracts of thirty plant foods on the activities of secretory phospholipase $A_{2}$ ($sPLA_{2}$), cyclooxygenase-1 (COX-1), cyclooxygenase-2 (COX-2), and 12-lipoxygenase (12-LOX) were examined. Several legumes, mungbean sprout and some leaf vegetables inhibited the activity of $sPLA_2$, upstream enzyme of inflammation pathway. Only soybean sprout and mungbean sprout significantly inhibited 12-LOX activity. Although most of extracts inhibited the activities of both COX-1 and COX-2, water dropwort and amaranth showed selectivity for the inhibition of COX-2 over COX-1. Especially, mungbean showed anti-inflammatory property at both upstream and downstream of inflammation pathway with relatively low $IC_{50}$ values for $sPLA_{2}$ and COX-2 enzymes. Mungbean sprout exhibited inhibitory effects on all enzymes related to early and late inflammation and soybean sprout suppressed 12-LOX and COX-2 simultaneously, although the activities of these plants were showed at relatively high concentration. Therefore, mungbean, mungbean sprout, and soybean sprout appear to exhibit anti-inflammatory effects by combined inhibition of inflammatory enzymes.