• Communications for Statistical Applications and Methods
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• v.13 no.3
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• pp.537-550
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• 2006

In this paper, we develope three modified empirical distribution function type tests, the modified Cramer-von Mises test, the modified Anderson-Darling test, and the modified Kolmogorov-Smirnov test for the two-parameter exponential distribution with unknown parameters based on multiply Type-II censored samples. For each test, Monte Carlo techniques are used to generate the critical values. The powers of these tests are also investigated under several alternative distributions.

• Communications for Statistical Applications and Methods
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• v.16 no.2
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• pp.325-334
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• 2009

In this research, we propose a nonparametric test procedure for the right censored and grouped data under the additive hazards model. For deriving the test statistics, we use the likelihood principle. Then we illustrate proposed test with an example and compare the performance with other procedure by obtaining empirical powers. Finally we discuss some interesting features concerning the proposed test.

• Communications for Statistical Applications and Methods
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• v.9 no.2
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• pp.425-434
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• 2002

In this paper, we evaluated the technological forecasting based on questionnaires of experts working in internet-banking industry. We prepared questionnaires on the 13 items. We examined specialties of respondents, relative importance of research contents, expected time of realization, likelihood of conviction on the expected time of realization, and their opinions on the levels of domestic's research and development comparing with advanced standards on each item. And we made various analysis based on data collected from Delphi method.

• Journal of the Korean Home Economics Association
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• v.33 no.2
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• pp.19-27
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• 1995

This paper discusses the bias that results from using nonrandomly selectd samples of consumer research. A two stage system (maximum likelihood probit analysis and ordinary least square analysis) is a solution to sample selection bias. Empirical results show that correcting for sample selection bias improves the validity of consumer research results.

• Communications for Statistical Applications and Methods
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• v.21 no.3
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• pp.213-224
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• 2014

In this paper, we study the problem of transforming to normality. We propose to estimate the transformation parameter by minimizing a weighted squared distance between the empirical characteristic function of transformed data and the characteristic function of the normal distribution. Our approach also allows for other symmetric target characteristic functions. Asymptotics are established for a random sample selected from an unknown distribution. The proofs show that the weight function $t^{-2}$ needs to be modified to have thinner tails. We also propose the method to compute the influence function for M-equation taking the form of U-statistics. The influence function calculations and a small Monte Carlo simulation show that our estimates are less sensitive to a few outliers than the maximum likelihood estimates.

• Communications for Statistical Applications and Methods
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• v.12 no.1
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• pp.149-167
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• 2005

The minimum disparity estimators introduced by Lindsay and Basu (1994) are studied empirically. An extensive simulation in this paper provides a location estimate of the small sample and supplies empirical evidence of the estimator performance for the univariate contaminated normal model. Empirical results show that the minimum generalized negative exponential disparity estimator (MGNEDE) obtains high efficiency for small sample sizes and dominates the maximum likelihood estimator (MLE) and the minimum blended weight Hellinger distance estimator (MBWHDE) with respect to efficiency at the contaminated model.

• Journal of Information Technology Applications and Management
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• v.11 no.1
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• pp.69-82
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• 2004

The role of switching costs in customer retention has been posited, but has not been subjected to rigorous empirical testing. Therefore, our main focus is on the factors that influence whether consumers will have intention to switch or stay with an incumbent technology (e.g., MS-Windows). Based on consumer survey with MS-Windows users, we find empirical support for the link between the existence of compactible software, consumer's expertise in MS-Windows and intention to stay with MS-Windows. Specifically, switching costs are found to be positively associated with the existence of compatible software. Further, the lack of expertise in MS-Windows on the part of consumers tends to increase the likelihood that they will rely on current MS-Windows, rather than switch to other alternative operating systems.

• Journal of Distribution Science
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• v.11 no.1
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• pp.7-14
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• 2013

Purpose - This study focuses on an empirical analysis of the factors affecting the behaviors of consumers who are extremely attached to branded products, and who commit themselves to renting them. Research design, data, methodology - The survey was conducted on college students enrolled in marketing classes. In total, 240 questionnaires were distributed. A total of 226 were returned. Questionnaires, excluding those that were void, were used for empirical analysis. We confirmed that the research model is sound by using a covariance structural analysis, and estimated its parameters. To estimate these parameters, a maximum likelihood method was used. Results - This study confirms that prominence and self-expressiveness positively affect brand attachment. Further, positive beliefs about, and the practicality of renting branded goods, influence attitudes toward their rental. In addition, commitment to renting branded goods is positively affected by attachment to the brand and attitude towards goods rental. Conclusions - Marketers should manage positive beliefs in and the practicability of renting branded goods, as well as the self-expressiveness and prominence of such products.

• Genomics & Informatics
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• v.16 no.4
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• pp.37.1-37.3
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• 2018

Gene-gene interaction is a key factor for explaining missing heritability. Many methods have been proposed to identify gene-gene interactions. Multifactor dimensionality reduction (MDR) is a well-known method for the detection of gene-gene interactions by reduction from genotypes of single-nucleotide polymorphism combinations to a binary variable with a value of high risk or low risk. This method has been widely expanded to own a specific objective. Among those expansions, fuzzy-MDR uses the fuzzy set theory for the membership of high risk or low risk and increases the detection rates of gene-gene interactions. Fuzzy-MDR is expanded by a maximum likelihood estimator as a new membership function in empirical fuzzy MDR (EFMDR). However, EFMDR is relatively slow, because it is implemented by R script language. Therefore, in this study, we implemented EFMDR using RCPP ($c^{{+}{+}}$ package) for faster executions. Our implementation for faster EFMDR, called EMMDR-Fast, is about 800 times faster than EFMDR written by R script only.

• Journal of Korea Trade
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• v.27 no.2
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• pp.96-114
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• 2023

Purpose - This paper elucidates a nexus between the occurrence of rare disaster events and the volatility of economic growth by distinguishing the likelihood of rare events from stochastic volatility. We provide new empirical facts based on a quarterly time series. In particular, we focus on the role of financial liberalization in spreading the economic crisis in developing countries. Design/methodology - We use quarterly data on consumption expenditure (real per capita consumption) from 44 countries, including advanced and developing countries, ending in the fourth quarter of 2020. We estimate the likelihood of rare event occurrences and stochastic volatility for countries using the Bayesian Markov chain Monte Carlo (MCMC) method developed by Barro and Jin (2021). We present our estimation results for the relationship between rare disaster events, stochastic volatility, and growth volatility. Findings - We find the global common disaster event, the COVID-19 pandemic, and thirteen country-specific disaster events. Consumption falls by about 7% on average in the first quarter of a disaster and by 4% in the long run. The occurrence of rare disaster events and the volatility of gross domestic product (GDP) growth are positively correlated (4.8%), whereas the rare events and GDP growth rate are negatively correlated (-12.1%). In particular, financial liberalization has played an important role in exacerbating the adverse impact of both rare disasters and financial market instability on growth volatility. Several case studies, including the case of South Korea, provide insights into the cause of major financial crises in small open developing countries, including the Asian currency crisis of 1998. Originality/value - This paper presents new empirical facts on the relationship between the occurrence of rare disaster events (or stochastic volatility) and growth volatility. Increasing data frequency allows for greater accuracy in assessing a country's specific risk. Our findings suggest that financial market and institutional stability can be vital for buffering against rare disaster shocks. It is necessary to preemptively strengthen the foundation for financial stability in developing countries and increase the quality of the information provided to markets.