- Statistical Methods and Inference
- Financial Risk and Volatility Modeling
- Advanced Statistical Methods and Models
- Neural and Behavioral Psychology Studies
- Advanced Text Analysis Techniques
- Monetary Policy and Economic Impact
- Decision-Making and Behavioral Economics
- Statistical Distribution Estimation and Applications
- Cardiac, Anesthesia and Surgical Outcomes
- Efficiency Analysis Using DEA
- Spatial and Panel Data Analysis
- Advanced Decision-Making Techniques
- Philosophy and History of Science
- Evaluation and Optimization Models
- Food Industry and Aquatic Biology
- Anesthesia and Pain Management
- Arctic and Antarctic ice dynamics
- Marine and Coastal Research
- Marine and coastal ecosystems
- Time Series Analysis and Forecasting
- Advanced MRI Techniques and Applications
- Oceanographic and Atmospheric Processes
- Airway Management and Intubation Techniques
- Bayesian Methods and Mixture Models
- Ultrasound and Hyperthermia Applications
University of Pennsylvania
2024-2025
Jeju National University
2015-2024
Seoul National University
2009-2022
Korea Institute of Ocean Science and Technology
2022
Ulsan College
2019
Asan Medical Center
2019
University of Ulsan
2019
Institute for Basic Science
2015-2018
Kyung Hee University East-West Neo Medical Center
2008
ABSTRACT In this paper, we consider the problem of testing for a parameter change in Poisson autoregressive models. We suggest two types cumulative sum (CUSUM) tests, namely, those based on estimates and residuals. first demonstrate that conditional maximum likelihood estimator (CMLE) is strongly consistent asymptotically normal then construct CMLE‐based CUSUM test. It shown under regularity conditions, its limiting null distribution function independent Brownian bridges. Next,...
Abstract. In this paper, we consider the problem of testing for a parameter change in first‐order random coefficient integer‐valued autoregressive [RCINAR(1)] model. We employ cumulative sum (CUSUM) test based on conditional least‐squares and modified quasi‐likelihood estimators. It is shown that under regularity conditions, CUSUM has same limiting distribution as supremum squares independent Brownian bridges. The then applied to analysis monthly polio counts data set.
The brain forms certain deliberative decisions following normative principles related to how sensory observations are weighed and accumulated over time. Previously we showed that these can account for people adapt their the temporal dynamics of (Glaze et al., 2015). Here show this adaptability extends accounting correlations in observations, which have a dramatic impact on weight evidence provided by those observations. We tested online human participants novel visual-discrimination task...
The strong variability of the Kuroshio northeast Taiwan is associated with changes in strength shelf intrusion (KSI) East China Sea (ECS), which a westward shift toward region. KSI contributes to exchange different water masses between and western boundary current regions, plays key role ecosystem climate regulation ECS downstream Asian Marginal Seas. This study investigates long-term during 1993–2018 examines its relationship temperature using high-resolution ocean reanalysis dataset. was...
This study investigates a sequential procedure to detect changes in the parameter of ARMA-GARCH models. Following test by Berkes et al. [Sequential change-point detection GARCH(p,q) Econ Theory. 2004;20:1140–1167], we introduce stopping time for monitoring based on quasi-likelihood score function model. The asymptotic properties are established under null and alternative hypotheses. We demonstrate validity through simulation study. A real data application is provided illustration.
This study considers the problem of testing for parameter change, particularly in presence outliers. To lessen impact outliers, we propose a robust test based on density power divergence introduced by Basu et al. (Biometrika, 1998), and then derive its limiting null distribution. Our procedure can be naturally extended to any parametric model which MDPDE applied. illustrate this, apply our GARCH models. We demonstrate validity robustness proposed through simulation study. In real data...
This paper considers the problem of testing for parameter change in random coefficient integer-valued autoregressive models. To overcome some size distortions existing estimate-based cumulative sum (CUSUM) test, we suggest estimating function-based test and residual-based CUSUM test. More specifically, employ function conditional least squares estimator. Under regularity conditions null hypothesis, derive their limiting distributions, respectively. Simulation results demonstrate validity...
Percutaneous atrial septal defect (ASD) device closure is usually performed under general anesthesia (GA) because it can ensure protection of the airway from effects insertion transesophageal echocardiogram probe insertion. However, recent studies have suggested that this procedure be safely deep sedation also. Thus, we compared efficacy using monitored care (MAC) with versus GA to perform and post-procedural outcomes incidence complications associated these two methods anesthesia.We...
This study considers the problem of testing for a parameter change in presence outliers. For this, we propose robust test using objective function minimum density power divergence estimator (MDPDE) by Basu et al. (Biometrika, 1998), and then derive its limiting null distribution. Our procedure can be naturally extended to any parametric model which MDPDE applied. To illustrate apply our GARCH models. We demonstrate validity robustness proposed through simulation study. In real data...
The brain forms certain deliberative decisions following normative principles related to how sensory observations are weighed and accumulated over time. Previously we showed that these can account for people adapt their the temporal dynamics of (Glaze et al., 2015). Here show this adaptability extends accounting correlations in observations, which have a dramatic impact on weight evidence provided by those observations. We tested online human participants novel visual-discrimination task...
The brain forms certain deliberative decisions following normative principles related to how sensory observations are weighed and accumulated over time. Previously we showed that these can account for people adapt their the temporal dynamics of (Glaze et al., 2015). Here show this adaptability extends accounting correlations in observations, which have a dramatic impact on weight evidence provided by those observations. We tested online human participants novel visual-discrimination task...
The brain forms certain deliberative decisions following normative principles related to how sensory observations are weighed and accumulated over time. Previously we showed that these can account for people adapt their the temporal dynamics of (Glaze et al., 2015). Here show this adaptability extends accounting correlations in observations, which have a dramatic impact on weight evidence provided by those observations. We tested online human participants novel visual-discrimination task...
The Poisson distribution is a representative for discrete data, much like the normal continuous data. Many time series models count data have been developed based on distribution. However, studies examining validity of assumption in these relatively scarce. This study addresses problem testing conditional Poissonity integer-valued autoregressive models. For this purpose, we introduce test statistic information matrix likelihood function. Under regularity conditions, it shown that proposed...
Abstract OBJECTIVE To assess effects of catheter diameter and injection rate flush solution (saline [0.9% NaCl] solution) on renal contrast-enhanced ultrasonography (CEUS) with perfluorobutane in dogs. ANIMALS 5 healthy Beagles. PROCEDURES CEUS the kidneys was performed by IV contrast medium (0.0125 mL/kg) followed mL saline at rates 1, 3, mL/s through a 20-gauge or 24-gauge catheter; thus, repeated 3 times for each diameter. Time-intensity curves were created regions interest drawn cortex...
Over the last decade, Bitcoin has attracted a great deal of public interest and market grown rapidly.One main characteristics is that it often undergoes some events or incidents cause outlying observations.To obtain reliable results in statistical analysis data, these observations need to be carefully treated.In this study, we are interested change point for return series having such observations.Since can affect undesirably, use robust test parameter locate points.We report significant...
To evaluate effects of airway pressure on contrast enhancement and diameter the pulmonary artery determine optimal for CT angiography in dogs.8 healthy Beagles.Thoracic was performed at end-expiration (0 cm H2O) 2 positive-pressure end-inspirations (10 20 H2O). Attenuation curves sinus trunk were obtained by use a bolus technique. Contrast medium (300 mg I/kg) administered IV, imaging began time peak enhancement. At each pressure, to enhancement, ratio blood flow from caudal vena cava right...