Journal of the Korean Statistical Society

Article	Citations
Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection	18
Robust confidence intervals for a proportion using ranked-set sampling	10
A novel non-heuristic search technique for constructing uniform designs with a mixture of two- and four-level factors: a simple industrial applicable approach	9
Distributed optimization and statistical learning for large-scale penalized expectile regression	8
Kullback–Leibler divergence for Bayesian nonparametric model checking	7
Sparse vector heterogeneous autoregressive modeling for realized volatility	6
Optimal maintenance and warranty strategy for second-hand product with periodic preventive maintenance action	5
A robust approach for testing parameter change in Poisson autoregressive models	5
Recent progress in parameter change test for integer-valued time series models	5
A study of binomial AR(1) process with an alternative generalized binomial thinning operator	4
Empirical likelihood and variable selection for partially linear single-index EV models with missing censoring indicators	4
A review on spectral clustering and stochastic block models	4
New closed-form estimators for weighted Lindley distribution	4
Optimal Berry-Esséen bound for maximum likelihood estimation of the drift parameter in $$\alpha $$-Brownian bridge	4
Test for conditional quantile change in GARCH models	3
Outside barrier lookback options with floating strike	3
Short communication: Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection	3
Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence	3
Batch sequential adaptive designs for global optimization	3
Ensemble binary segmentation for irregularly spaced data with change-points	3
Cochran–Mantel–Haenszel tests for the completely randomised design	3
Testing linear hypothesis of high-dimensional means with unequal covariance matrices	2
Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model	2
An index to simultaneously analyze the degree and directionality of departure from global marginal homogeneity in square contingency tables	2
Regularization statistical inferences for partially linear models with high dimensional endogenous covariates	2

VC: a method for estimating time-varying coefficients in linear models	2
Bayesian inference of clustering and multiple Gaussian graphical models selection	2
A general panel break test based on the self-normalization method	2
Testing linearity in partial functional linear quantile regression model based on regression rank scores	2
Model diagnostics of parametric Tobit model based on cumulative residuals	2
Bayesian empirical likelihood inference for the generalized binomial AR(1) model	2
A two-component nonparametric mixture model with stochastic dominance	2
Testing independence and goodness-of-fit jointly for functional linear models	2
Poisson reduced-rank models with sparse loadings	2
A review on recent advances and applications of h-likelihood method	2
Jackknife empirical likelihood based inference for probability weighted moments	2
A new strategy for tripling	2
Projective resampling estimation of informative predictor subspace for multivariate regression	2
Regression-based mediation analysis: a formula for the bias due to an unobserved precursor variable	2
Robust estimation for a general functional single index model via quantile regression	2
Genome-wide association study using truncated likelihood with incomplete information for stratum specific missingness	2
Nonparametric local linear regression estimation for censored data and functional regressors	2
Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts	1
Wild bootstrap Ljung–Box test for residuals of ARMA models robust to variance change	1
Test for Uniformity of Exchangeable Random Variables on the Circle	1
Perturbations of copulas and mixing properties	1
Goodness of fit test for Rayleigh distribution with censored observations	1
A novel doubling-tripling-threshold accepting hybrid algorithm for constructing asymmetric space-filling designs	1
Bootstrap inference for network vector autoregression in large-scale social network	1
Robust estimation of Gaussian linear structural equation models with equal error variances	1
Autocovariance estimation in the presence of changepoints	1
Smoothed partially linear quantile regression with nonignorable missing response	1
Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection—rejoinder	1
A note on necessary and sufficient conditions of existence and uniqueness for the maximum likelihood estimator of a Kronecker-product variance–covariance matrix	1
Bayesian high-dimensional semi-parametric inference beyond sub-Gaussian errors	1
$$L_1$$-penalized fraud detection support vector machines	1
New closed-form estimator and its properties	1
Self-weighted quantile estimation of autoregressive conditional duration model	1
Variable selection of spectroscopic data through monitoring both location and dispersion of PLS loading weights	1
A robust class of multivariate fatigue distributions based on normal mean-variance mixture model	1
A bivariate extension of three-parameter generalized crack distribution for loss severity modelling	1
A new non-iterative deterministic algorithm for constructing asymptotically orthogonal maximin distance Latin hypercube designs	1
Detection of hubs in complex networks by the Laplacian matrix	1
Nonparametric estimation of time varying correlation coefficient	1
Robust estimation and variable selection for varying-coefficient partially nonlinear models based on modal regression	1
Order selection with confidence for finite mixture models	1
Quantile-based control charts for poisson and gamma distributed data	1
Barely-stationary AR(1) sequences near random walk	1
Empirical likelihood for change point detection in autoregressive models	1
Residuals in GMANOVA–MANOVA model with rank restrictions on parameters	1
On robustness of the relative belief ratio and the strength of its evidence with respect to the geometric contamination prior	1
Seeded intervals and noise level estimation in change point detection: a discussion of Fryzlewicz (2020)	1
Improved estimators for functions of scale parameters in mixture models	1
Inference on a structural break in trend with mildly integrated errors	1
Robust coefficients of correlation or spatial autocorrelation based on implicit weighting	1

Multivariate response regression with low-rank and generalized sparsity	1
A generalized Agresti–Coull type confidence interval for a binomial proportion	1
A random model for the scale parameter in the Fréchet populations	1
Regression analysis of doubly truncated data based on pseudo-observations	1
Parameter estimation for nth-order mixed fractional Brownian motion with polynomial drift	1
Estimation of the parameters of a Wishart extension on symmetric matrices	1
Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces	1
Modal linear regression using log-concave distributions	1
The expectation–maximization approach for Bayesian additive Cox regression with current status data	1
Evaluating the adequacy of variance function using pairwise distances	0
A review on concomitants of order statistics and its application in parameter estimation under ranked set sampling	0
Empirical likelihood for spatial dynamic panel data models	0
Regularized linear censored quantile regression	0
Empirical likelihood for nonparametric regression models with spatial autoregressive errors	0
Special Issue on the 50th Anniversary of the Korean Statistical Society	0
Bias reduction by projection on parametric models in Hilbertian nonparametric regression	0
Distributed smoothed rank regression with heterogeneous errors for massive data	0
Markov switching quantile regression models with time-varying transition probabilities	0
Efficient information-based criteria for model selection in quantile regression	0
Statistical inference for Cox model under case-cohort design with subgroup survival information	0
Nonresponse adjusted estimation based on a composite weighting method in a panel survey	0
A note on maximum likelihood estimation for mixture models	0
Revisiting feature selection for linear models with FDR and power guarantees	0
Gradient-based kernel variable selection for support vector hazards machine	0
A statistical model of neural network learning via the Cramer–Rao lower bound	0
Nonparametric maximum likelihood estimation of the distribution function using ranked-set sampling	0
On the goodness-of-fit tests for gamma generalized linear models	0
Classification of repeated measurements using bias corrected Euclidean distance discriminant function	0
Variable selection for single-index models based on martingale difference divergence	0
Seroprevalence of SARS-CoV-2 antibodies in South Korea	0
Empirical likelihood confidence regions for autoregressive models with explanatory variables	0
Use of ridge calibration method in predicting election results	0
Evaluating the failure risk with and without failure data	0
The relationship between shape parameters and kurtosis in some relevant models	0
Asymptotic approximations for some distributions of ratios	0
Quantiles naïve, ratio and difference estimators for efficient stratified sampling designs	0
Correction: Extreme eigenvalues of principal minors of random matrices with moment conditions	0
Structure learning of exponential family graphical model with false discovery rate control	0
Variable selection for semiparametric accelerated failure time models with nonignorable missing data	0
A Bayesian method for multinomial probit model	0
SportLight: statistically principled crowdsourcing method for sports highlight selection	0
Robust variable selection for the varying index coefficient models	0
Asymptotic of the number of false change points of the fused lasso signal approximator	0
A self-normalization test for structural breaks in a regression model for panel data sets	0
Penalized relative error estimation of functional multiplicative regression models with locally sparse properties	0
A new active zero set descent algorithm for least absolute deviation with generalized LASSO penalty	0
Objective Bayesian inference for the reliability in a bivariate Lomax distribution	0
Data-driven estimation of change-points with mean shift	0
Comparison of two tests for seasonal variation	0
Asymptotic equivalence between frequentist and Bayesian prediction limits for the Poisson distribution	0
Sequential online monitoring for autoregressive time series of counts	0
Dynamic hierarchical Dirichlet processes topic model using the power prior approach	0
Normality test in random coefficient autoregressive models	0
Logistic regression models for elastic shape of curves based on tangent representations	0
Discussion of ‘Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection’	0
Applications of competing risks analysis in public health	0
Robust MAVE for single-index varying-coefficient models	0
Bayesian pathway selection	0
Byzantine-resilient decentralized network learning	0
Statistical integration of allele frequencies from several organizations	0
Test for the covariance matrix in time-varying coefficients panel data models with fixed effects	0
Correction: Robust MAVE for single-index varying-coefficient models	0
Goodness of fit test for uniform distribution with censored observation	0
Asymptotic results of error density estimator in nonlinear autoregressive models	0
Statistical considerations in forensic science: a review	0
Construction of optimal designs for quantile regression model via particle swarm optimization	0
A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models	0
Nonparametric longitudinal regression model to analyze shape data using the Procrustes rotation	0
Disseminating massive frequency tables by masking aggregated cell frequencies	0
Generalized bagging	0
Bootstrap based goodness-of-fit tests for binary multivariate regression models	0
Fourth moment bound and stationary Gaussian processes with positive correlation	0
The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1	0
Matrix variate density estimation with additional information	0
Testing independence of bivariate censored data using random walk on restricted permutation graph	0
A generalized entropy optimization modelling in the theory of stochastic differential equations	0
Correction to: Nonparametric estimation of time varying correlation coefficient	0
A novel high-order multivariate Markov model for spatiotemporal analysis with application to COVID-19 outbreak	0
Testing for conditional independence of survival time from covariate	0
Robust and Efficient derivative estimation under correlated errors	0

Monitoring multivariate data with high missing rate by pooling univariate statistics	0
Estimating mixed-memberships using the symmetric laplacian inverse matrix	0
Large sample properties of maximum likelihood estimator using moving extremes ranked set sampling	0
Jackknife model averaging for linear regression models with missing responses	0
Empirical estimates for heteroscedastic hierarchical dynamic normal models	0
Equivalence tests for the difference of two survival functions under the class of Box–Cox transformation model	0
Mixture copulas with discrete margins and their application to imbalanced data	0
Spatial regression with non-parametric modeling of Fourier coefficients	0
Bayesian algorithm based on auxiliary variables for estimating item response theory models with non-ignorable missing response data	0
Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+	0
Deconvolution problem of cumulative distribution function with heteroscedastic errors	0
Genetic algorithm with a Bayesian approach for multiple change-point detection in time series of counting exceedances for specific thresholds	0
Monitoring parameter change for bivariate time series models of counts	0
Two-sample tests for interval-valued data	0
Fast quantile regression in reproducing kernel Hilbert space	0
A new approach for detecting gradual changes in non-stationary time series with seasonal effects	0
Penalized generalized estimating equations approach to longitudinal data with multinomial responses	0
Concentration inequalities for Kernel density estimators under uniform mixing	0
Spatially integrated estimator of finite population total by integrating data from two independent surveys using spatial information	0
Rank method for partial functional linear regression models	0
Partial linear regression of compositional data	0
Estimation of Bergsma’s covariance	0
Noninformative priors for the ratio of variabilities in a bivariate normal population	0
Asymptotic bias of the $$\ell _2$$-regularized error variance estimator	0
Improved control chart for statistical process control using combined X and delayed EWMA statistics	0
Infinite diameter confidence sets in Hedges’ publication bias model	0
Sparse functional linear models via calibrated concave-convex procedure	0
An empirical likelihood check with varying coefficient fixed effect model with panel data	0
Higher-order expansions of sample range from skew-normal distribution	0
A multiple imputation approach for the Cox–Aalen cure model with interval-censored data	0
Frequent or systematic changes? discussion on “Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection.”	0
Extreme eigenvalues of principal minors of random matrices with moment conditions	0
A nonparametric binomial likelihood approach for causal inference in instrumental variable models	0
Discussion of ‘Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection’	0
Variance-mean mixture of multivariate normal distribution and weighted gamma distribution: properties and applications	0
Nonparametric matrix regression function estimation over symmetric positive definite matrices	0
Zero-inflated Poisson-Akash distribution for count data with excessive zeros	0
Return prediction by machine learning for the Korean stock market	0
Correction to: Regression-based mediation analysis: a formula for the bias due to an unobserved precursor variable	0
Non-parametric comparison and classification of two large-scale populations	0
Penalized polygram regression	0
Improved multiple quantile regression estimation with nonignorable dropouts	0
The phoropter method: a stochastic graphical procedure for prior elicitation in univariate data models	0