• Journal of the Korean Mathematical Society
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• v.60 no.3
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• pp.521-536
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• 2023

Let R be a commutative ring with identity and S a multiplicative subset of R. In this paper, we introduce and study the notions of u-S-pure u-S-exact sequences and uniformly S-absolutely pure modules which extend the classical notions of pure exact sequences and absolutely pure modules. And then we characterize uniformly S-von Neumann regular rings and uniformly S-Noetherian rings using uniformly S-absolutely pure modules.

• Journal of the Korean Statistical Society
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• v.30 no.1
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• pp.77-87
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• 2001

Some asymptotic results on the local likelihood density estimator of Copas(1995) are derived when the locally parametric model has several parameters. It turns out that it has the same asymptotic mean squared error as that of Hjort and Jones(1996).

• Kyungpook Mathematical Journal
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• v.63 no.3
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• pp.333-344
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• 2023

In this paper, we generalize the notions uniformly S-flat, briefly u-S-flat, modules and dimensions. We introduce and study the notions of weak u-S-flat modules. An R-module M is said to be weak u-S-flat if Tor^R₁ (R/I, M) is u-S-torsion for any ideal I of R. This new class of modules will be used to characterize u-S-von Neumann regular rings. Hence, we introduce the weak u-S-flat dimensions of modules and rings. The relations between the introduced dimensions and other (classical) homological dimensions are discussed.

• Communications for Statistical Applications and Methods
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• v.4 no.3
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• pp.663-676
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• 1997

We obtain the simultaneous unit roots test statistics for both regular and seasonal unit roots in a time series with possible seasonal deterministic trends. The limiting distributions of the proposed test statistics are derived and empirical percentiles of the test statistics are tabulated for some seasonal periods. The power and size of the test statistics are examined for finite samples through a Monte Carlo simulation and Compared with those of the Lagrange multiplier test.

• The Korean Journal of Applied Statistics
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• v.30 no.4
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• pp.513-528
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• 2017

Statistics are often used to test two samples if they have been drawn from the same underlying distribution. In this paper, we introduce several well-known distribution-free tests to compare distributions and conduct an extensive Monte-Carlo simulation to specify their behaviors. We consider various circumstances of when two distributions vary in (1) location, (2) scale, (3) symmetry, (4) kurtosis, (5) tail weight. A practical guideline for two-sample goodness-of-fit test is presented based on the simulation result.

• Communications for Statistical Applications and Methods
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• v.6 no.2
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• pp.595-600
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• 1999

We present a simple geometric approach which uses polar transformation and elementary trigonometry to evaluating an orthant probability in a bivariate normal distribution. Figures are provided to illustrate the situation for varying correlation coefficient. We derive the distribution of the sample correlation coefficient from a bivariate normal distribution when the sample size is 2 as an application.

• Journal of the Korean Mathematical Society
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• v.57 no.6
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• pp.1551-1571
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• 2020

This paper is concerned with the following Kirchhoff-Schrödinger-Poisson system $$\begin{cases} -(a+b{\displaystyle\smashmargin{2}\int\nolimits_{\mathbb{R}^3}}{\mid}{\nabla}u{\mid}^2dx){\Delta}u+V(x)u+{\mu}{\phi}u={\lambda}f(x){\mid}u{\mid}^{p-2}u+g(x){\mid}u{\mid}^{p-2}u,&{\text{ in }}{\mathbb{R}}^3,\\-{\Delta}{\phi}={\mu}{\mid}u{\mid}^2,&{\text{ in }}{\mathbb{R}}^3, \end{cases}$$ where a > 0, b, µ ≥ 0, p ∈ (1, 2), q ∈ [4, 6) and λ > 0 is a parameter. Under some suitable assumptions on V (x), f(x) and g(x), we prove that the above system has at least two different nontrivial solutions via the Ekeland's variational principle and the Mountain Pass Theorem in critical point theory. Some recent results from the literature are improved and extended.

• Communications for Statistical Applications and Methods
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• v.17 no.5
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• pp.713-724
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• 2010

Calculating or estimating the proper insurance premium is very important decision making process for both the policyholder and the insurance company. The credibility theory is one of the most important theories in actuarial science to get the proper premium. In this research, we introduce the rule of relative exposure volume, the square root rule and the B$\ddot{u}$hlmann credibility, and estimate the new premiums based on these methods. By real data analysis, the accuracy of these credibility methods are compared.

• Fire Science and Engineering
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• v.18 no.4
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• pp.1-15
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• 2004

The following matters were confirmed through the analysis of property losses due to fires in Korea, the U.S., and Japan. 1. Korean statistics on property losses are not the most detailed of the three centuries, and they have a lot of limitations to analyze the actual condition of property losses due to fires. 2. The percentage which takes up property losses due to fires in GDP is on the decrease in the U.S. and Japan, but increase in Korea. In addition, from 1994, it has occupied almost the same rate in Korean ad compared with the U.S. and Japan. 3. When inflation are taken into consideration, property losses due to fires in the U.S. and Japan have decreased, but in Korea, they have increased except for the recent 2 years.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.75-83
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• 2016

We propose methodology to analyze the dynamic mechanisms of financial market contagion under market integration using a biological contagion analytical approach. We employ U-statistic to measure market integration, and a dynamic model based on an error correction mechanism (single equation error correction model) and latent factor model to examine market contagion. We also use quantile regression and Wald-Wolfowitz runs test to test market contagion. This methodology is designed to effectively handle heteroscedasticity and correlated errors. Our simulation results show that the single equation error correction model fits well with the linear regression model with a stationary predictor and correlated errors.