Dong Wan Shin

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A Bayesian model-based clustering approach is proposed for identifying differentially expressed genes in meta-analysis. A Bayesian hierarchical model is used as a scientific tool for combining information from different studies, and a mixture prior is used to separate differentially expressed genes from non-differentially expressed genes. Posterior(More)
This paper addresses real-time precipitation forecasts from a multianalysis–multimodel superensemble. The methodology for the construction of the superensemble forecasts follows previous recent publications on this topic. This study includes forecasts from multimodels of a number of global operational centers. A multianalysis component based on the Florida(More)
For estimating the largest root of autoregressive (AR) models, we propose an instrumental variable scheme which discounts a large value of regressors corresponding to the largest roots. The pivotal value of the estimator of the largest root is asymptotically normal for any value of the largest root. This fact allows us to construct a simple confidence(More)
BACKGROUND Interethnic differences in genetic polymorphism in genes encoding drug-metabolizing enzymes and transporters are one of the major factors that cause ethnic differences in drug response. This study aimed to investigate genetic polymorphisms in genes involved in drug metabolism, transport, and excretion among Korean, Japanese, and Chinese(More)
This article deals with the emergence of the codes of medical ethics and their change in Korean history. The modernized medical codes or covenants by the group of medical doctors has been made from the mid-twentieth century, although Korea has a long tradition of medical ethics, so called the Confucian medical ethics, Insul or Uido which were taken on very(More)
We propose tests for seasonal unit roots whose limiting null distributions are always standard normal regardless of the period of seasonality and types of mean adjustments. The seasonal models of Dickey, Hasza and Fuller (1984. Journal of American Statistical Association 79, 355}367) (DHF) and Hylleberg, Engle, Granger and Yoo (1990. Journal of Econometrics(More)
Stationary bootstrap technique is applied for kernel-type estimators of densities and their derivatives of stationary ψ-weakly dependent processes. The ψ-weak dependence, introduced by Doukhan & Louhichi [Doukhan, P., Louhichi, S., 1999. A new weak dependence condition and applications to moment inequalities. Stochastic Processes and their Applications 84,(More)