• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.171-180
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• 2016

Basel committee suggests using Value-at-Risk (VaR) and expected shortfall (ES) as a measurement for market risk. Various estimation methods of VaR and ES have been studied in the literature. This paper compares semi-parametric methods, such as conditional autoregressive value at risk (CAViaR) and conditional autoregressive expectile (CARE) methods, and a Gaussian quasi-maximum likelihood estimator (QMLE)-based method through back-testing methods. We use unconditional coverage (UC) and conditional coverage (CC) tests for VaR, and a bootstrap test for ES to check the adequacy. A real data analysis is conducted for S&P 500 index and Hyundai Motor Co. stock price index data sets.

• Asian Pacific Journal of Cancer Prevention
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• v.17 no.3
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• pp.1277-1284
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• 2016

Background: Early detection is a critical part of reducing the burden of breast cancer and breast self-examination (BSE) has been found to be an especially important early detection strategy in low and middle income countries such as Malaysia. Although reports indicate that Malaysian women report an increase in BSE activity in recent years, additional research is needed to explore factors that may help to increase this behavior among Southeastern Asian women. Objective: This study is the first of its kind to explore how the predicting variables of self-efficacy, perceived barriers, and body image factors correlate with self-reports of past BSE, and intention to conduct future breast self-exams among female students in Malaysia. Materials and Methods: Through the analysis of data collected from a prior study of female students from nine Malaysian universities (n=842), this study found that self-efficacy, perceived barriers and specific body image sub-constructs (MBSRQ-Appearance Scales) were correlated with, and at times predicted, both the likelihood of past BSE and the intention to conduct breast self-exams in the future. Results: Self-efficacy (SE) positively predicted the likelihood of past self-exam behavior, and intention to conduct future breast self-exams. Perceived barriers (BR) negatively predicted past behavior and future intention of breast self-exams. The body image sub-constructs of appearance evaluation (AE) and overweight preoccupation (OWP) predicted the likelihood of past behavior but did not predict intention for future behavior. Appearance orientation (AO) had a somewhat opposite effect: AO did not correlate with or predict past behavior but did correlate with intention to conduct breast self-exams in the future. The body image sub-constructs of body area satisfaction (BASS) and self-classified weight (SCW) showed no correlation with the subjects' past breast self-exam behavior nor with their intention to conduct breast self-exams in the future. Conclusions: Findings from this study indicate that both self-efficacy and perceived barriers to BSE are significant psychosocial factors that influence BSE behavior. These results suggest that health promotion interventions that help enhance self-efficacy and reduce perceived barriers have the potential to increase the intentions of Malaysian women to perform breast self-exams, which can promote early detection of breast cancers. Future research should evaluate targeted communication interventions for addressing self-efficacy and perceived barriers to breast self-exams with at-risk Malaysian women. and further explore the relationship between BSE and body image.

• Asian Pacific Journal of Cancer Prevention
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• v.14 no.1
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• pp.293-297
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• 2013

Background: : Chemotherapy-induced thrombocytopenia (CIT) is an important cause of morbitity in patients with cancer. Aim: To investigate the effect of the baseline plasma D-dimer level, an important marker for thrombotic activity, on chemotherapy-induced thrombocytopenia in patients with stage III colon cancer. Materials and Methods: A total of 43 (28 men) eligible patients were divided into two groups according to whether they exhibited chemotherapy-induced thrombocytopenia: Group 1 (n=21) and Group 2 (n=22). Comparison was made using demographic, histopathologic, and laboratory variables. Additionally, baseline plasma D-dimer levels underwent receiver operation characteristics curve analysis, and areas under the curve were calculated. Sensitivity, specificity, and positive and negative likelihood rates were then determined. Results: The incidence of chemotherapy-induced thrombocytopenia had a significant correlation with baseline platelet count (r=0.568, P=0.031) and baseline plasma D-dimer levels (r=0.617, P=0.036). When the cut-off point for the latter was set as 498 ng/mL, the area under the curve was 0.89 (95%CI: 0.74-0.93), the sensitivity was 91.4%, the specificity was 89.7%, the positive likelihood rate was 3.64 and the negative likelihood rate was 0.24 for chemotherapy-induced thrombocytopenia diagnosis. Conclusions: The baseline level of plasma D-dimer could help to differentiate high-risk patients for chemotherapy-induced thrombocytopenia.

• Journal of Advanced Marine Engineering and Technology
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• v.40 no.2
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• pp.131-137
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• 2016

In reliability analysis, it is quite common for the failure of any individual or item to be attributable to more than one cause. Moreover, observed data are often censored. Recently, progressive hybrid censoring schemes have become quite popular in life-testing problems and reliability analysis. However, a limitation of the progressive hybrid censoring scheme is that it cannot be applied when few failures occur before time T. Therefore, generalized progressive hybrid censoring schemes have been introduced. In this article, we derive the likelihood inference of the unknown parameters under the assumptions that the lifetime distributions of different causes are independent and exponentially distributed. We obtain the maximum likelihood estimators of the unknown parameters in exact forms. Asymptotic confidence intervals are also proposed. Bayes estimates and credible intervals of the unknown parameters are obtained under the assumption of gamma priors on the unknown parameters. Different methods are compared using Monte Carlo simulations. One real data set is analyzed for illustrative purposes.

• Research in Community and Public Health Nursing
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• v.12 no.2
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• pp.468-481
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• 2001

The purpose of this study was to collect basic data to develop school health policy and health promotion program. This survey measured the levels of risk behaviors in six categories in a middle school students in Kyungju(n=490). The data was collected from November to December 2000. It was done using a 1999 version of the Youth Risk Behavior Survey of CDC, which was translated and make a partial modification. The major results were as follows. Many middle school students engaged in behaviors that will increase the likelihood of death or illness. 1) A high percentage of middle school students engaged in behaviors that contribute to unintentional injuries and school-related violence (42.1 -78%) 2) Students who perceived their school life are happy experienced more depression(p=.000) and Students who perceived their school and family life are so-and-so seriously considered attempting suicide(p = .000) than other subgroup. 3) In spite of they were normal weight, 14.5% of students considered themselves overweight. 4) There was significantly difference or correlation between health risk behaviors and grade, parents educational level perception of school life and performance, perception of family life and religion. Based on this results of study, it is necessary to develop school health program and school health policy to prevent health risk behaviors and improve health promotion especially considering characteristics of middle school students.

• Korean Journal of Child Studies
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• v.19 no.1
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• pp.193-209
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• 1998

The present study assessed children's perceptions of risk of sexual abuse before and after participation in a sexual abuse prevention program, and investigated the effects of the sexual abuse prevention program on the children's emotional response. The subjects for this study were 135 3rd and 145 6th graders, attending elementary school in Seoul. Instruments were the Sexual Abuse Situational Risk (Jacobs, Hashima, & Kenning, 1995) and the Children's Emotional Response Questionnaire (Garbarino, 1987). The results of this study were that (1) children's perceptions of the risk of sexual abuse by a stranger decreased, relative to those by familiar persons which increased after the program. Especially, 6th graders had higher perceptions of the likelihood of abuse by familiar persons than 3rd graders. Girls had higher perceptions of risk than boys. (2) Children perceived adults as more dangerous than adolescents both before-and after-program. (3) Children's perceptions of the risk of sexual abuse in public settings decreased, relative to perceptions of risk in private settings which increased after the program. Girls had higher perceptions of the liklihood of abuse in private settings than boys; no significant difference was found by grade. (4) Children's emotional response did not reveal a significant change between pretest and posttests.

• Journal of the Korean Society of Industry Convergence
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• v.23 no.4_2
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• pp.569-581
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• 2020

Since the dehydration packages of offshore plant deal directly with oil & gas, there is a great risk of fire and explosion during operation. Therefore, this study performed risk assessment through HAZard & OPerability (HAZOP) for solid desiccant dehydration package that can remove water component of natural gas in offshore floating liquefied natural gas (LNG) production facilities below 0.1 ppmv. The risk matrix was determined by dividing the likelihood and the severity into five levels separately by asset, life, environment and reputation. The piping & instrumentation diagram (P&ID) of the dehydration package was divided into 9 nodes. Total 22 deviations were assessed in consideration of the adsorption and desorption conversion cycle. A risk assessment based on deviations revealed 14 major hazards. Three representative types of hazards were open/close failure of the control valve, control failure of the heater, and abnormal operation of the regeneration gas cooler. Finally, we proposed the installation of additional safety devices to improve safety against these major hazards, such as safety instrumented functions, alarms, etc.

• Journal of Korean Society of Disaster and Security
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• v.12 no.1
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• pp.11-21
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• 2019

This study assessed the risk of disaster by using QRE(Quick Risk Estimation - UNISDR Roll Model City of Basic Evaluation Tool) tools for three natural disasters and sixteen social disasters managed by the Seoul Metropolitan Government. The criteria for selecting 19 disaster types in Seoul are limited to disasters that occur frequently in the past and cause a lot of damage to people and property if they occur. We also considered disasters that are likely to occur in the future. According to the results of the QRE tools for disaster type in Seoul, the most dangerous type of disaster among the Seoul city disasters was "suicide accident" and "deterioration of air quality". Suicide risk is high and it is not easy to take measures against the economic and psychological problems of suicide. This corresponds to the Risk ratings(Likelihood ranking score & Severity rating) "M6". In contrast, disaster types with low risk during the disaster managed by the city of Seoul were analyzed as flooding, water leakage, and water pollution accidents. In the case of floods, there is a high likelihood of disaster such as localized heavy rains and typhoons. However, the city of Seoul has established a comprehensive plan to reduce floods and water every five years. This aspect is considered to be appropriate for disaster prevention preparedness and relatively low disaster risk was analyzed. This corresponds to the disaster Risk ratings(Likelihood ranking score & Severity rating) "VL1". Finally, the QRE tool provides the city's leaders and disaster managers with a quick reference to the risk of a disaster so that decisions can be made faster. In addition, the risk assessment using the QRE tool has helped many aspects such as systematic evaluation of resilience against the city's safety risks, basic data on future investment plans, and disaster response.

• Communications for Statistical Applications and Methods
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• v.7 no.2
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• pp.617-631
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• 2000

This paper is concerned with suggesting a Bayesian method for variable selection in generalized logit model. It is based on Laplace-Metropolis algorithm intended to propose a simple method for estimating the marginal likelihood of the model. The algorithm then leads to a criterion for the selection of variables. The criterion is to find a subset of variables that maximizes the marginal likelihood of the model and it is seen to be a Bayes rule in a sense that it minimizes the risk of the variable selection under 0-1 loss function. Based upon two examples, the suggested method is illustrated and compared with existing frequentist methods.

• The Korean Journal of Applied Statistics
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• v.25 no.3
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• pp.403-413
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• 2012

The modifications suggested in Uhm et al. (2011) are studied using a partly parametric version of Aalen's additive risk model. A follow-up time period is partitioned into intervals, and hazard functions are estimated as a piecewise constant in each interval. A maximum likelihood estimator by iteratively reweighted least squares and variance estimates are suggested based on the model as well as evaluated by simulations using mean square error and a coverage probability, respectively. In conclusion the modifications are needed when there are a small number of uncensored deaths in an interval to estimate the piecewise constant hazard function.