• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.19 no.1
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• pp.23-45
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• 2015

We consider counterparty risk in CDS rates. To do so, we use a multivariate jump diffusion process for obligors' default intensity, where jumps (i.e. magnitude of contribution of primary events to default intensities) occur simultaneously and their sizes are dependent. For these simultaneous jumps and their sizes, a homogeneous Poisson process. We apply copula-dependent default intensities of multivariate Cox process to derive the joint Laplace transform that provides us with joint survival/default probability and other relevant joint probabilities. For that purpose, the piecewise deterministic Markov process (PDMP) theory developed in [7] and the martingale methodology in [6] are used. We compute survival/default probability using three copulas, which are Farlie-Gumbel-Morgenstern (FGM), Gaussian and Student-t copulas, with exponential marginal distributions. We then apply the results to calculate CDS rates assuming deterministic rate of interest and recovery rate. We also conduct sensitivity analysis for the CDS rates by changing the relevant parameters and provide their figures.

• Radiation Oncology Journal
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• v.2 no.2
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• pp.177-184
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• 1984

A retrospective analysis of survival data of i2 cases with brain astrocytomas was presented. All patients received post·operative radiotherapy in the period of $1973\~1983$ at YUMC, Yonsei Cancer Center. There were 24 patients with Grade II, 12 patients with Grade III and 16 patients with Grade IV astrocytomas. Survival rates o ere analyzed according to histologic grade of malignancy, age, tumor location, radiation dose and extent of surgical tumor resection. 5year actuarial survival for patients with Grade II astrocytomas was $32.9\%$ and Grade III was $42.9\%$. The 1 year and 2 year survival rate of Grade astrocytomas were $46.7\%$ and $0\%$. Histologic grade of tumor was important prognostic factor in brain astrocytomas. Age and extent of surgical resection were significant prognostic (actors in all grades of astrocytomas and tumor location and radiation dose were significant in Grade f astrocytomas.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1551-1559
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• 2013

In this paper, we analyze the Korean Won/Japanese 100 Yen exchange rate data based on the ARMA-GARCH model, and perform the test for detecting the parameter changes. As a test statistics, we employ the cumulative sum (CUSUM) test for ARMA-GARCH model, which is introduced by Lee and Song (2008). Our empirical analysis indicates that the KRW/JPY exchange rate series experienced several parameter changes during the period from January 2000 to December 2012, which leads to a fitting of AR-IGARCH model to the whole series.

• Journal of Chest Surgery
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• v.22 no.6
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• pp.960-969
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• 1989

Results of St. Jude Medical valve replacement are presented in 171 patients who underwent operation from January 1983 through June 1989. The patients were 79 males and 92 females with ages ranging from 12 to 71 years. Total 211 of St. Jude Medical valves were implanted: 148 in mitral position, 57 in aortic position, 6 in tricuspid position. The follow-up was from 2 to 76 months with a cumulative period of 375 patient-year. The actuarial survival at 1 year, 3 year and 5 year were 92.1 %, 87.6 % and 86.3% respectively. The linearlized incidences of valve failure, thromboembolism, thrombotic obstruction, anticoagulation related hemorrhage and all valve related complication were as follows: 0.5 %/pt-yr, 0.5 %/pt-yr, 0.5 %/pt-yr, 1.1 %/pt-yr, and 2.4 %/pt-yr, respectively. The performance of the St. Jude Medical valve compares most favorably with other artificial valves. But it remains still hazards of mechanical prostheses such as thromboembolism and thrombotic obstruction.

• Journal of Chest Surgery
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• v.24 no.4
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• pp.382-389
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• 1991

The clinical observations on the 63 cases of the mitral valvular heart disease treated in the department of Thoracic and Cardiovascular Surgery, Kosin medical college, during the period of 5 years from January, 1986 to December, 1989, are as follows. 1. Total 63 cases, 23 were male and 40 were female with sex ratio of 1: 1.7. 2. The age distribution was widely varied from 7 years of the youngest to 65 years oldest, average age was 35.3 year old. 3. The main clinical symptom and sign were D.O.E, general weakness, fatigability, palpitation, chest pain, hepatomegaly, pitting edema and both neck vein distension. 4. The preoperative N.Y.H.A functional classification were class II, III, IV in 28%, 54%, 16%. 5. The preoperative diagnosis were MS - 6.3%, MR - 53.9%, MSR - 36.5%, MVP - 3.1%. 6. All 63 patients were operated on the under direct vision using extracorporeal circulation, MVR in 18 cases, MVR and Tricuspid annuloplasty in 24 cases, DVR in 3 cases, DVR and Tricuspid annuloplasty in 5 cases, TVR in 1 case, Mitral annuloplasty in 4 cases, mitral valvuloplasty in 7 cases and mitral commissurotomy in 2 cases 7. The operative mortality was 7.9%, and 5 years actuarial survival rate was 89%.

• Journal of Chest Surgery
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• v.24 no.7
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• pp.656-662
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• 1991

endocarditis, 1.475% /pt-yr, overall valve failure, 3.319% /pt-yr; and primary tissue failure, 1.475% /pt-yr. The actuarial probability of survival was 94.3$\pm$3.6% and the probability of freedom from thromboembolism 90.6$\pm$4.6% at 11 years after surgery respectively. And, the probability of freedom from primary tissue failure was 60.4$\pm$16.9% also at 11 years The evidence of possible premature and accelerated failure of the pericardial valve in the aortic position among the young population was not clear on the age-related analysis of the structural failure, and no suggestion could be made to indicate age limit when the use of the pericardial valve would better be avoided.

• Journal of Chest Surgery
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• v.22 no.3
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• pp.393-401
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• 1989

Between Dec. 1984, and May, 1988,96 prostheses were implanted in 80 patients at Dept. of Thoracic k Cardiovascular Surgery of National Medical Center. 43 patients had mitral valve replacement, 21 underwent aortic valve replacement, and 15 had double valve replacement [Mitral k Aortic], and 1 had tricuspid valve replacement. Seventy-one cases [88.8 %] were in NYHA Class III or IV. The mean duration of follow up was 22.1 months and follow-up information was available for 74 [92.5 %] of the patients. The overall actuarial survival rate at 45 months was 93.05 % and overall hospital mortality was 10 %, late Mortality was 5 %. The linearlized incidence of thromboembolism [2.4%/pt-yr], thrombotic valve obstruction [1.6 %/pt-yr], anticoagulant related bleeding [0.8 %/pt-yr]. There were no fatal valve related complications. The blood was studied in 40 patients 1 year after valve operation. Hgb and reticulocyte count were within normal values and Serum LDH value was slightly elevated but it was not of clinical significance. In conclusion, Monostrut Bjork-Shiley valve prosthesis to be a reliable valve substitute with an acceptable incidence of complications.

• Asian Pacific Journal of Cancer Prevention
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• v.14 no.9
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• pp.5043-5047
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• 2013

Background: This is a part of a larger effort to characterize the effects on socio-economic factors (SEFs) on cancer outcome. Surveillance, Epidemiology and End Result (SEER) bone and joint sarcoma (BJS) data were used to identify potential disparities in cause specific survival (CSS). Materials and Methods: This study analyzed SEFs in conjunction with biologic and treatment factors. Absolute BJS specific risks were calculated and the areas under the receiver operating characteristic (ROC) curve were computed for predictors. Actuarial survival analysis was performed with Kaplan-Meier method. Kolmogorov-Smirnov's 2-sample test was used to for comparing two survival curves. Cox proportional hazard model was used for multivariate analysis. Results: There were 13501 patients diagnosed BJS from 1973 to 2009. The mean follow up time (SD) was 75.6 (90.1) months. Staging was the highest predictive factor of outcome (ROC area of 0.68). SEER stage, histology, primary site and sex were highly significant pre-treatment predictors of CSS. Under multivariate analysis, patients living in low income neighborhoods and rural areas had a 2% and 5% disadvantage in cause specific survival respectively. Conclusions: This study has found 2-5% decrement of CSS of BJS due to SEFs. These data may be used to generate testable hypothesis for future clinical trials to eliminate BJS outcome disparities.

• The Korean Journal of Applied Statistics
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• v.28 no.3
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• pp.385-392
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• 2015

Principal component analysis (PCA), a dimension-reduction technique, is usually implemented after the variables are standardized when the measurement unit of variables are different. To standardize a variable we divide it by its standard deviation. But there is another way to transform a variable to be independent of its measurement unit. It is to divide it by its mean rather than standard deviation. Implementing PCA on standardized variables is equivalent to implementing PCA with a correlation matrix of original variables. Similarly, implementing PCA on the transformed variables divided by their means is equivalent to implementing PCA with a matrix related to the coefficients of variation of the original variables. We explain why we need to implement PCA on the variables transformed by their means.

• Communications for Statistical Applications and Methods
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• v.16 no.3
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• pp.437-447
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• 2009

Recently, in addition to analyzing data with appropriate statistical methods, statistical analysts in the industrial fields face difficulties that they have to compose proper datasets for analysis objectives via extracting or generating processes from diverse data storage devices. In this paper we survey and compare many state-of-the-art data access technologies adopted by several commonly used statistical packages. More understanding of these technologies will help to reduce the costs occurring when analyzing large size of datasets in especially data mining works, and so to allow more time in applying statistical analysis methods.