• Communications for Statistical Applications and Methods
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• v.25 no.2
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• pp.217-234
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• 2018

Copulas are a tool for constructing multivariate distributions and formalizing the dependence structure between random variables. From copula literature review, there are a few asymmetric copulas available so far while data collected from the real world often exhibit asymmetric nature. This necessitates developing asymmetric copulas. In this study, we discuss a method to construct a new class of bivariate asymmetric copulas based on products of symmetric (sometimes asymmetric) copulas with powered arguments in order to determine if the proposed construction can offer an added value for modeling asymmetric bivariate data. With these newly constructed copulas, we investigate dependence properties and measure of association between random variables. In addition, the test of symmetry of data and the estimation of hyper-parameters by the maximum likelihood method are discussed. With two real example such as car rental data and economic indicators data, we perform the goodness-of-fit test of our proposed asymmetric copulas. For these data, some of the proposed models turned out to be successful whereas the existing copulas were mostly unsuccessful. The method of presented here can be useful in fields such as finance, climate and social science.

• Environmental and Resource Economics Review
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• v.19 no.3
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• pp.571-595
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• 2010

This research applies an panel data stationarity and stochastic convergence test developed by Carrion-i-Silvestre et al. (2005), which has the advantage of considering multiple structural breaks and the presence of cross-section dependence in order to investigate the hypothesis that relative emission $CO_2$ per capita stochastically converge for 11 Asian countries from 1971~2007. We find that relative emission $CO_2$ per capita is stationary after the structural breaks and cross-section dependence are introduced into the model. We also investigate whether Environmental Kuznets Curve (EKC) hypothesis exists in 11 Asian countries. For EKC test, using the panel cointegration tests of Banerjee and Carrion-i-Silvestre (2006) and Westerlund and Edgerton(2007), we find that relative emission $CO_2$ per capita and relative GDP per capita are cointegrated. However EKC hypothesis in 11 Asian countries is not supported.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.21 no.1
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• pp.417-425
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• 2020

In this paper, value relevance of the level of dependence on separate accounts in non-life-insurance companies is studied. As noted by Shim et al. (2015), the separate accounts of insurance companies consist of contracts with different attributes from the general accounts, so it is likely that firm value will vary depending on the insurer's dependence on the separate accounts. Thus, in this paper, an empirical analysis has been conducted using quarterly financial data and stock price data from domestic listed non-life-insurance companies from 2011 to 2018. The analysis shows that variables representing the level of dependence on separate accounts have a significant negative relevance to firm value. These results may suggest that changes in the proportion of a non-life-insurer's separate accounts may result in a change to its firm value under the same net assets and net income scales in aggregate accounts. This study provides management implications for the operation of separate accounts from the perspective of maximizing firm value. In addition, this study suggests that disclosure system improvement would be necessary to more directly report the operational performance of the separate accounts.

• Journal of the Korea Society of Computer and Information
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• v.24 no.11
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• pp.255-262
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• 2019

The purpose of this study to the factors affecting the satisfaction of adolescent life. This study analyzed data from the panel data of the Korean Children and Youth Panel Survey (KCYS). Based on this, it aims to propose practical and policy measures for the correct use of mobile phones and fandom activities to increase the satisfaction of young people's lives. The AMOS 24.0 was used as an analytical method of this study. First, the higher the life satisfaction of adolescents, the lower the dependence on mobile phones. Second, the mobile phone dependence of adolescents has a significant effect on life satisfaction by Self-resilience. In conclusion, it is suggested that customized programs suitable for social emotional development and rapidly changing cultural activities should be developed and distributed in order to improve the life satisfaction of adolescent.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.22 no.10
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• pp.2091-2101
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• 1997

Conventional method for fractal image decoding requires high-degree computational complexity in decoding propocess, because of iterated contractive transformations applied to whole range blocks. In this paper, we propose a fast decoding algorithm of fractal image using data depence in order to reduce computational complexity for iterated contractive transformations. Range of reconstruction image is divided into a region referenced with domain, called referenced range, and a region without reference to domain, called unreferenced range. The referenced range is converged with iterated contractive transformations, and the unreferenced range can be decoded by convergence of the referenced range. Thus the unreferenced range is called data dependence region. We show that the data dependence region can be deconded by one transformation when the referenced range is converged. Consequently, the proposed method reduces computational complexity in decoding process by executing iterated contractive transformations for the referenced range only.

• Journal of the Korea Convergence Society
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• v.11 no.5
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• pp.97-105
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• 2020

This study was to identify the main predictors of smartphone overdependece of infants perceived by mothers and to provide basic data useful for education and practice. For this, data-mining decision tree analysis was performed using SPSS program, and the fianl 410 researches were used for analysis. The results. In the case of the whole infants, the most important predictor of smartphone dependence was father's leisure activity parenting participation. For boys, their father's leisure activity was the most dependent on their smartphone dependence. However, even if father's participation in leisure activities was high, smartphone overdependence increased again when mother's overprotection and permissive attitude were high. Finally, For girls, the most influential variable on smartphone dependence was warmth and encouragement among mothers' parenting attitudes.

• The Journal of Fisheries Business Administration
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• v.22 no.1
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• pp.53-75
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• 1991

The objectives of this study are to conceptualize theoretically and to examine empirically the interrelationships among channel member's satisfaction, dependence, and performance being immanent between dealing partners, by integrating behavioral and economic approach to explain comprehensively the interrelationship between dealing partners in conventional marketing channel which have not studied in previous studies. To attain above objectives, latent variables and observed variables which had been immanent between licenced dealers and wholesalers in fish marketing channel were found out by exploratory study, and pre-test was conducted to select the proper variables, and then the model which could explain the interrelationships among the variables was set up. Three categories of varables were considered in this study. Namely, economic and noneconomic factors were identified as independent variable, the degree of satisfaction and dependence to dealing partner as intervening variable, and performance as dependent variable. The data for the study was obtained from a survey questionnaire of 214 licenced dealers who work in Pusan, Yusoo, and Kunsan and 190 wholesalers who work in whole country. Among them, 264 anayzable questionnaires(including 154 licenced dealers and 110 wholesalers)were collected. Statistical procedure to analyze the data was carried out by LISREL version 7. Major findings obtained from the results of the analysis are as follows. First, economic variables have a great influence on the degree of both licenced dealers' and wholesalers' satisfaction. Among economic variables, the degree of keeping wholesalers' payment date have greater influence on the degree of licenced dealers' satisfaction, and licenced dealers' faculty being able to send good fish in quality have greater influence on the degree of wholesaler's satisfaction than other variables. In short, licenced dealers make great account of wholesalers' payment, and wholesalers make great account of licenced dealers' faculty being able to send good fish in quality in dealing relationship. Second, noneconomic variables have more relevance to the degree of dependence in both sides than economic variables. This means that noneconomic variables as well as economic variables can be a factor to keep up the dealing relationship. Third, the degree of satisfaction and dependence have influence on performance in both sides. In the licenced dealers' side, the degree of dependence have greater influence on performance than the degree of satisfaction, on the other hand, in wholesalers' side, the degree of satisfaction have greater influence on performance than the degree of dependence. This means that wholesalers can easily substitute their dealing partner for another licenced dealer comparatively.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.37 no.5
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• pp.84-93
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• 2000

The conventional fractal decoding was implemented to IFS(iterated function system) for every range regions But a part of the range regions can be decoded without the iteration and there is a data dependence regions In order to decode $R{\times}R$ range blocks, It needs $2R{\times}2R$ domain blocks This decoding can be analyzed to the dependence graph The vertex of the graph represents the range blocks, and the vertex is classified into the vertex of the range and domain The edge indicates that the vertex is referred to the other vertices The in-degree and the out-degree are defined to the number of the edge that is entered and exited, respectively The proposed method is analyzed by a dependence graph to the fractal code, and the decoding order is recomposed by the information of the out-degree That is, If the out-degree of the vertex is zero, then this vertex can be used to the vertex with data dependence Thus, the proposed method can extend the data dependence regions by the recomposition of the decoding order As a result, the Iterated regions are minimized without loss of the image quality or PSNR(peak signal-to-noise ratio), Therefore, it can be a fast decoding by the reducing to the computational complexity for IFS in the fractal Image decoding.

• Journal of the Korean Mathematical Society
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• v.38 no.5
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• pp.1047-1059
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• 2001

The classical Geometric Brownian motion (GBM) model for the price of a risky asset, from which the huge financial derivatives industry has developed, stipulates that the log returns are iid Gaussian. however, typical log returns data show a distribution with much higher peaks and heavier tails than the Gaussian as well as evidence of strong and persistent dependence. In this paper we describe a simple replacement for GBM, a fractal activity time Geometric Brownian motion (FATGBM) model based on fractal activity time which readily explains these observed features in the data. Consequences of the model are explained, and examples are given to illustrate how the self-similar scaling properties of the activity time check out in practice.

• Journal of the Korea Computer Industry Society
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• v.6 no.2
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• pp.365-372
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• 2005

Generally, In a application program the core part for parallel processing is a loop. therefore exist data dependencies between the array index variables of a loop. The data dependence relations between statements which from variable or constant dependence distance are specially complex. Therefore extracting parallelism for those statements at compile time is very difficult. in this paper, among the proposed methods of extracting parallelism, analysis the unimodular method and non-unimodular method and grasping the merits and demerits of them. hereafter, this method will go far toward solving the effectively extracting parallelism of the loop.