• Journal of the Korean Statistical Society
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• 제25권2호
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• pp.205-216
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• 1996

The bootstrap calibration method for empirical likelihood is considered to make a confidence region for the regression coefficients. Asymptotic properties are studied regarding the coverage probability. Small sample simulation results reveal that the bootstrap calibration works quite well.

• 수산경영론집
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• 제45권3호
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• pp.55-69
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• 2014

We try to test the pecking order theory of Korean fisheries firm's capital structure using debt capacity. At first, we estimate the debt capacity as the probability of assigning corporate bond rating from credit-rating agencies. We use logit regression model to estimate this probability as a proxy of debt capacity. The major results of this study are as follows. Firstly, we can confirm the fisheries firm's financing behaviour which issues new debt securities for financial deficit. Empirical test of SSM model indicates that the higher probability of assigning corporate bond rating, the higher the coefficient of financial deficit. Especially, high probability group follows this result exactly. Therefore, the pecking order theory of fisheries firm's capital structure applies well for high probability group which means high debt capacity. It also applies for medium and low probability group, but their significances are not good. Secondly, the most of fisheries firms in high probability group issue new debt securities for their financial deficit. Low probability group's fisheries firms also issue new debt securities for their financial deficit within the limit of their debt capacity, but beyond debt capacity they use equity financing for financial deficit. Therefore, the pecking order theory on debt capacity come into existence well in high probability group.

• 한국인구학
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• 제33권3호
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• pp.1-30
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• 2010

본 연구는 2004~2007년 기간 중 혼인통계에 관한 통계청의 마이크로데이터서비스시스템 원자료를 사용해 지역, 교육수준, 직종, 결혼종류 등 각 항목별로 남녀 결혼연령차 및 여성연상혼 현황을 분석하고, 여성연상혼에 영향을 미친 결정요인을 로짓모형(logit model)과 다항로짓모형 (multinomial logit model)을 활용해 고찰한다. 본 연구의 분석결과에 따르면, 여성연상혼은 여성의 교육수준이나 직종 자체보다는 남녀의 교육수준 차이나 소득차이와 더 큰 관련성을 갖고있는 것으로 나타났다. 즉 여성연상혼은 여성의 교육수준과 직종(소득)이 남성보다 우월할 때 더 많이 발생하였다. 보다 구체적으로, 남성의 소득이 여성보다 100만원 더 적을 경우에 여성연상혼 확률은 0.7% 가량 증가하였다. 동갑혼 선택확률의 결정요인은 여성연상혼과 비교해 약간 차이가 났다. 예를 들어, 여성이 재혼인 경우에는 남성연상혼과 비교해 여성연상혼 선택확률은 증가하였지만 동갑혼 선택확률은 감소하였다. 본 연구는 그간 일반 대중매체를 통해서 종종 논의되었던 사회적 관심문제를 과학적 분석방법을 통해 규명해본다는 점에 의의가 있다.

• 대한토목학회논문집
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• 제29권2B호
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• pp.141-153
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• 2009

우리나라에서 발생하는 호우의 발생원인은 태풍과 집중호우로 구분할 수 있다. 태풍은 비정기적으로 우리나라에 영향을 끼치며 막대한 강우를 유발시키며, 집중호우는 전선형 호우와 같은 장마와 지형성 호우인 국지성 호우를 의미한다. 태풍과 집중호우는 매년 우리나라에 극한강우를 발생시킴으로써 침수 등의 재해를 유발시키고 있다. 따라서 본 연구에서는 호우의 원인을 태풍과 집중호우로 구분하여, 집중호우로 인한 강우자료를 이용하여 확률강우량을 산정하였다. 집중호우에 대한 평가는 돌발홍수와 같은 짧은 지속시간의 호우에 대한 분석에 활용할 수 있다. 확률강우량의 산정방법은 일반적인 매개변수적 지점빈도해석과 EST를 적용하였다. EST의 적용을 위하여 해수면온도 및 습윤지수와 같은 수문기상인자와 집중호우로 인한 연최대시간강수량과의 상관성 분석을 수행하였다. 상관성 분석 결과에서 우리나라의 집중호우로 인한 강우량은 해수면온도와 밀접한 관련이 있는 것으로 나타났다. 또한, EST에 의해 산정된 확률강우량은 빈도해석한 확률강우량에 비하여 경기도 등의 우리나라의 서중부 지역에서 보다 큰 결과를 나타내었다. 따라서 우리나라의 서중부 지역에서는 집중호우로 인한 극한강우 발생에 대비해야 할 필요성이 있다.

• 대한산업공학회지
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• 제40권3호
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• pp.342-357
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• 2014

The present study analyzes the relationship between research and development (R&D) inputs and performance of a national technology innovation R&D program using successive binary Logistic regression models based on a typical R&D logic model. In particular, this study focuses on to answer the following three main questions; (1) "To what extent, do the R&D inputs have an effect on the performance creation?"; (2) "Is an obvious relationship verified between the immediate predecessor and its successor performance?"; and (3) "Is there a difference in the performance creation between R&D government subsidy recipient types and between R&D collaboration types?" Methodologically, binary Logistic regression models are established successively considering the "Success-Failure" binary data characteristic regarding the performance creation. An empirical analysis is presented analyzing the sample n = 2,178 R&D projects completed. This study's major findings are as follows. First, the R&D inputs have a statistically significant relationship only with the short-term, technical output, "Patent Registration." Second, strong dependencies are identified between the immediate predecessor and its successor performance. Third, the success probability of the performance creation is statistically significantly different between the R&D types aforementioned. Specifically, compared with "Large Company", "Small and Medium-Sized Enterprise (SMS)" shows a greater success probability of "Sales" and "New Employment." Meanwhile, "R&D Collaboration" achieves a larger success probability of "Patent Registration" and "Sales."

• 천문학회보
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• 제36권2호
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• pp.90.1-90.1
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• 2011

We are developing empirical space weather (geomagnetic storms, solar proton events, and solar flares) forecast models based on solar information. These models have been set up with the concept of probabilistic forecast using historical events. Major findings can be summarized as follows. First, we present a concept of storm probability map depending on CME parameters (speed and location). Second, we suggested a new geoeffective CME parameter, earthward direction parameter, directly observable from coronagraph observations, and demonstrated its importance in terms of the forecast of geomagnetic storms. Third, the importance of solar magnetic field orientation for storm occurrence was examined. Fourth, the relationship among coronal hole-CIR-storm relationship has been investigated, Fifth, the CIR forecast based on coronal hole information is possible but the storm forecast is challenging. Sixth, a new solar proton event (flux, strength, and rise time) forecast method depending on flare parameters (flare strength, duration, and longitude) as well as CME parameter (speed, angular width, and longitude) has been suggested. Seventh, we are examining the rates and probability of solar flares depending on sunspot McIntosh classification and its area change (as a proxy of flux change). Our results show that flux emergence greatly enhances the flare probability, about two times for flare productive sunspot regions.

• Wind and Structures
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• 제38권4호
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• pp.309-323
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• 2024

The gust factor and turbulence intensity are two crucial parameters that characterize the properties of turbulence. In tropical cyclones (TCs), these parameters exhibit significant variability, yet there is a lack of established formulas to account for their probabilistic characteristics with consideration of their inherent connection. On this condition, a probabilistic analysis of gust factors and turbulence intensities of TCs is conducted based on fourteen sets of wind data collected at the Sutong Cable-stayed Bridge site. Initially, the turbulence intensities and gust factors of recorded data are computed, followed by an analysis of their probability densities across different ranges categorized by mean wind speed. The Gaussian, lognormal, and generalized extreme value (GEV) distributions are employed to fit the measured probability densities, with subsequent evaluation of their effectiveness. The Gumbel distribution, which is a specific instance of the GEV distribution, has been identified as an optimal choice for probabilistic characterizations of turbulence intensity and gust factor in TCs. The corresponding empirical models are then established through curve fitting. By utilizing the Gumbel distribution as a template, the nexus between the probability density functions of turbulence intensity and gust factor is built, leading to the development of a generalized probabilistic model that statistically describe turbulence intensity and gust factor in TCs. Finally, these empirical models are validated using measured data and compared with suggestions recommended by specifications.

• 응용통계연구
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• 제7권1호
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• pp.159-172
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• 1994

여러개의 종으로 구성된 모집단으로부터 일정 크기의 표본을 추출한 경우 다음에 관측된 종이 신종일 확률에 대한 추정량으로 가장 널리 사용되어 온 것은 Good의 추정량이다. 본 논문에서는 종의 총 수효에 관한 사전정보가 존재할 경우 Good의 추정량에 대한 대안으로서 새로운 경험적 베이지안 추정량을 제안하였다. 모집단이 절단 기하분포를 따를 경우의 소표본 시뮬레이션 결과는 새로운 추정량의 편의가 별로 크지 않으며 RMSE가 Good의 추정량보다 작음을 보여 주었다.

• 경영과학
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• 제24권2호
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• pp.115-126
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• 2007

Weekly minima of daily log returns of Korean composite stock price index 200 and its five industry-based business divisions over the period from January 1990 to December 2005 are fitted using two block-based extreme distributions: Generalized Extreme Value(GEV) and Generalized Logistic(GLO). Parameters are estimated using the probability weighted moments. Applicability of two distributions is investigated using the Monte Carlo simulation based empirical p-values of Anderson Darling test. Our empirical results indicate that both the GLO and GEV models seem to be comparably applicable to the weekly minima. These findings are against the evidences in Gettinby et al.[7], who claimed that the GEV model was not valid in many cases, and supported the significant superiority of the GLO model.

• 품질경영학회지
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• 제49권3호
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• pp.313-326
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• 2021

Purpose: Prior studies have sought to find antecedent to improve firm performance. However, research on compensation systems and employees' psychological mechanisms have been relatively limited. In this sense, this study has investigated the impact of compensation gap between TMT and employees on firm performance, and explored the factors that affect the above relationship. Specifically, this study analyzed the direct impact of compensation gap on firm performance. In addition, the process of compensation gap to firm performance is assumed to be significantly influenced by employees' recognized promotion system and satisfaction with TMT. Therefore, we examined moderating effects of both promotion probability and opportunity, and satisfaction with TMT on the relationship between compensation gap and firm performance. Methods: For empirical test, financial variables were collected from TS-2000 database, and moderating variables were collected form Job Planet for listed firms in Korea. We conducted hierarchical regression analysis to test hypotheses. Results: The findings of empirical analysis are as follows. First, compensation gap between TMT and employees had a positive effect on firm performance. Second, when promotion probability and opportunity was high, the effect of compensation gap on firm performance was strengthened. Third, when satisfaction with TMT was high, the positive effect of compensation gap on firm performance was also strengthened. Conclusion: Our findings have expanded prior research on human resource management and labor relation by identifying the positive role of compensation gap between TMT and employees on firm outcome. Moreover, our results also indicated that promotion probability and opportunity, and satisfaction with TMT, which has not been addressed well in previous studies, were important conditions enhancing the positive relationship between compensation gap and firm performance. Finally, this study suggest several theoretical and managerial implication with future research direction.