Journal of the Korean Statistical Society

Article	Citations
Special Issue on the 50th Anniversary of the Korean Statistical Society	10
The phoropter method: a stochastic graphical procedure for prior elicitation in univariate data models	8
Order selection with confidence for finite mixture models	7
A novel high-order multivariate Markov model for spatiotemporal analysis with application to COVID-19 outbreak	6
Goodness of fit test for Rayleigh distribution with censored observations	5
Bootstrap inference for network vector autoregression in large-scale social network	5
Testing independence of bivariate censored data using random walk on restricted permutation graph	5
A new non-iterative deterministic algorithm for constructing asymptotically orthogonal maximin distance Latin hypercube designs	5
SportLight: statistically principled crowdsourcing method for sports highlight selection	4
Classification of repeated measurements using bias corrected Euclidean distance discriminant function	4
Use of ridge calibration method in predicting election results	3
Autocovariance estimation in the presence of changepoints	3
Fourth moment bound and stationary Gaussian processes with positive correlation	3
Outside barrier lookback options with floating strike	3
A multiple imputation approach for the Cox–Aalen cure model with interval-censored data	3
Asymptotic approximations for some distributions of ratios	3
A generalized Agresti–Coull type confidence interval for a binomial proportion	3
Using statistical models for optimal packaging in semiconductor manufacturing processes	3
Data-driven estimation of change-points with mean shift	2
Construction of trend-free optimal block designs under some correlation structures	2
Efficient information-based criteria for model selection in quantile regression	2
Nonparametric longitudinal regression model to analyze shape data using the Procrustes rotation	2
A nonparametric binomial likelihood approach for causal inference in instrumental variable models	2
Enhancing social media post popularity prediction with visual content	2
Sequential Monte Carlo ABC: an overview with application to COVID-19 data	2

Integrated volatility estimation: the case of observed noise variables	2
Monitoring multivariate data with high missing rate by pooling univariate statistics	2
Regression analysis of doubly truncated data based on pseudo-observations	2
Sparse functional linear models via calibrated concave-convex procedure	2
A review on spectral clustering and stochastic block models	1
Robust MAVE for single-index varying-coefficient models	1
Implementation of the sequential optimal design strategy in Type-II progressive censoring with the GLM-based mechanism	1
Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model	1
Testing linear hypothesis of high-dimensional means with unequal covariance matrices	1
Nonresponse adjusted estimation based on a composite weighting method in a panel survey	1
Covariance projective resampling informative predictor subspace for multivariate regression	1
Optimal designs for comparing several regression curves	1
Correction to: Regression-based mediation analysis: a formula for the bias due to an unobserved precursor variable	1
Penalized relative error estimation of functional multiplicative regression models with locally sparse properties	1
Gode: graph Fourier transform based outlier detection using empirical Bayesian thresholding	1
Meta-anova: screening interactions for interpretable machine learning	1
Noninformative priors for the ratio of variabilities in a bivariate normal population	1
Regularized linear censored quantile regression	1
Evaluating the adequacy of variance function using pairwise distances	1
A break test for the tail-event correlation matrix based on the self-normalization method	1
Genetic algorithm with a Bayesian approach for multiple change-point detection in time series of counting exceedances for specific thresholds	1
Multiple values-inflated bivariate INAR time series of counts: featuring zero–one inflated Poisson-Lindly case	1
Return prediction by machine learning for the Korean stock market	1
Variants of non-symmetric correspondence analysis for nominal and ordinal variables	1
Equivalence tests for the difference of two survival functions under the class of Box–Cox transformation model	1
Inference on the shape of densities on Riemannian manifolds via SiZer	1
Kernel machine in semiparametric regression with nonignorable missing responses	1
Batch sequential adaptive designs for global optimization	1
Structure learning of exponential family graphical model with false discovery rate control	1
Penalized polygram regression	1
Wild bootstrap Ljung–Box test for residuals of ARMA models robust to variance change	1
Bootstrap based goodness-of-fit tests for binary multivariate regression models	1
A new active zero set descent algorithm for least absolute deviation with generalized LASSO penalty	1
Large sample properties of maximum likelihood estimator using moving extremes ranked set sampling	1
Robust and Efficient derivative estimation under correlated errors	1
Distributed smoothed rank regression with heterogeneous errors for massive data	1
Community detection for networks based on Monte Carlo type algorithms	1
Self-weighted quantile estimation of autoregressive conditional duration model	1
Asymptotic of the number of false change points of the fused lasso signal approximator	1
Robust coefficients of correlation or spatial autocorrelation based on implicit weighting	1
Normality test in random coefficient autoregressive models	1
Online debiased lasso estimation and inference for heterogenous updating regressions	1
Recent progress in parameter change test for integer-valued time series models	1
Asymptotic normality of kernel functional regression estimator based upon twice censored data	1
Garrotized kernel machine in semiparametric quantile regression	1
Infinite diameter confidence sets in Hedges’ publication bias model	1
Asymptotic equivalence between frequentist and Bayesian prediction limits for the Poisson distribution	1
Higher-order expansions of sample range from skew-normal distribution	0
Penalized generalized estimating equations approach to longitudinal data with multinomial responses	0
Interval-valued linear regression model with an asymmetric Laplace distribution	0

Improved control chart for statistical process control using combined X and delayed EWMA statistics	0
Correction: Disseminating massive frequency tables by masking aggregated cell frequencies	0
A bivariate extension of three-parameter generalized crack distribution for loss severity modelling	0
Asymmetric kernel density estimation for biased data	0
Bayesian inference of clustering and multiple Gaussian graphical models selection	0
Inference on a structural break in trend with mildly integrated errors	0
Concentration inequalities for Kernel density estimators under uniform mixing	0
A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models	0
Bias reduction by projection on parametric models in Hilbertian nonparametric regression	0
Mixture copulas with discrete margins and their application to imbalanced data	0
Disseminating massive frequency tables by masking aggregated cell frequencies	0
Variance-mean mixture of multivariate normal distribution and weighted gamma distribution: properties and applications	0
Zero-inflated Poisson-Akash distribution for count data with excessive zeros	0
Modeling and inferences for bounded multivariate time series of counts	0
A general panel break test based on the self-normalization method	0
Gradient-based kernel variable selection for support vector hazards machine	0
Non-parametric comparison and classification of two large-scale populations	0
Sequential online monitoring for autoregressive time series of counts	0
New closed-form estimator and its properties	0
Robust estimation of Gaussian linear structural equation models with equal error variances	0
Robust estimation for a general functional single index model via quantile regression	0
Block empirical likelihood inference for stochastic bounding: large deviations asymptotics under m-dependence	0
$$L_1$$-penalized fraud detection support vector machines	0
Asymptotic results of error density estimator in nonlinear autoregressive models	0
Byzantine-resilient decentralized network learning	0
Fast quantile regression in reproducing kernel Hilbert space	0
Test for conditional quantile change in GARCH models	0
The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1	0
Strong convergence of a nonparametric relative error regression estimator under missing data with functional predictors	0
Construction of optimal designs for quantile regression model via particle swarm optimization	0
VC: a method for estimating time-varying coefficients in linear models	0
Jackknife model averaging for linear regression models with missing responses	0
Barely-stationary AR(1) sequences near random walk	0
A generalized entropy optimization modelling in the theory of stochastic differential equations	0
Spatial regression with multiplicative errors, and its application with LiDAR measurements	0
Regression analysis of case II interval-censored data based on a joint model	0
A Bayesian method for multinomial probit model	0
A note on maximum likelihood estimation for mixture models	0
Two-sample test of stochastic block models via the maximum sampling entry-wise deviation	0
An empirical likelihood check with varying coefficient fixed effect model with panel data	0
Objective Bayesian multiple testing for k normal populations	0
Improved multiple quantile regression estimation with nonignorable dropouts	0
Estimation of Bergsma’s covariance	0
Correction: Robust MAVE for single-index varying-coefficient models	0
A novel non-heuristic search technique for constructing uniform designs with a mixture of two- and four-level factors: a simple industrial applicable approach	0
Generalized parametric help in Hilbertian additive regression	0
Ensemble binary segmentation for irregularly spaced data with change-points	0
Objective Bayesian inference for the reliability in a bivariate Lomax distribution	0
Seroprevalence of SARS-CoV-2 antibodies in South Korea	0
A review on recent advances and applications of h-likelihood method	0
Testing for conditional independence of survival time from covariate	0
Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+	0
A novel doubling-tripling-threshold accepting hybrid algorithm for constructing asymmetric space-filling designs	0
Optimal estimation of misclassification rate for two-class clustering with sub-Gaussian noises	0
Spatial regression with non-parametric modeling of Fourier coefficients	0
Perturbations of copulas and mixing properties	0
The relationship between shape parameters and kurtosis in some relevant models	0
Spatially integrated estimator of finite population total by integrating data from two independent surveys using spatial information	0
Estimating mixed-memberships using the symmetric laplacian inverse matrix	0
Logistic regression models for elastic shape of curves based on tangent representations	0
Statistical inference for Cox model under case-cohort design with subgroup survival information	0
Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion	0
Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces	0
Correction: Learning distribution-free anchored linear structural equation models in the presence of measurement error	0
Double data piling: a high-dimensional solution for asymptotically perfect multi-category classification	0
Robust variable selection for the varying index coefficient models	0
$$s_1^{n_1}$$-$$s_2^{n_2}$$ space-filling designs and projections based on level permutations	0
Parameter estimation for nth-order mixed fractional Brownian motion with polynomial drift	0
Empirical likelihood for spatial dynamic panel data models	0
Learning distribution-free anchored linear structural equation models in the presence of measurement error	0
Robust estimation and variable selection for varying-coefficient partially nonlinear models based on modal regression	0
Correction: Extreme eigenvalues of principal minors of random matrices with moment conditions	0
Variable selection for single-index models based on martingale difference divergence	0
A refreshing take on the inverted Dirichlet via a mode parameterization with some statistical illustrations	0
Quantiles naïve, ratio and difference estimators for efficient stratified sampling designs	0
A study of binomial AR(1) process with an alternative generalized binomial thinning operator	0
Extreme eigenvalues of principal minors of random matrices with moment conditions	0
A random model for the scale parameter in the Fréchet populations	0
Monitoring parameter change for bivariate time series models of counts	0
Matrix variate density estimation with additional information	0

A review on concomitants of order statistics and its application in parameter estimation under ranked set sampling	0
Quantile-based control charts for poisson and gamma distributed data	0
Generalized bagging	0
Bayesian pathway selection	0
Goodness of fit test for uniform distribution with censored observation	0
Statistical inference of pth-order generalized binomial autoregressive model	0
Partial linear regression of compositional data	0
Statistical considerations in forensic science: a review	0
Multivariate response regression with low-rank and generalized sparsity	0
Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts	0
Residuals in GMANOVA–MANOVA model with rank restrictions on parameters	0
Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence	0
Estimation of the parameters of a Wishart extension on symmetric matrices	0
Bayesian analysis of Box-Cox transformation model for multi-state progression-free survival data	0
Dynamic hierarchical Dirichlet processes topic model using the power prior approach	0
A statistical model of neural network learning via the Cramer–Rao lower bound	0
Poisson reduced-rank models with sparse loadings	0
Projective resampling estimation of informative predictor subspace for multivariate regression	0
Statistical integration of allele frequencies from several organizations	0
Comparison of two tests for seasonal variation	0
Modeling and inferences for bivariate signed integer-valued autoregressive models	0
Asymptotic bias of the $$\ell _2$$-regularized error variance estimator	0
On robustness of the relative belief ratio and the strength of its evidence with respect to the geometric contamination prior	0
A self-normalization test for structural breaks in a regression model for panel data sets	0
The expectation–maximization approach for Bayesian additive Cox regression with current status data	0
Penalized empirical likelihood for longitudinal expectile regression with growing dimensional data	0
Smoothed partially linear quantile regression with nonignorable missing response	0
Optimal maintenance and warranty strategy for second-hand product with periodic preventive maintenance action	0
Nonparametric tests for combined location-scale and Lehmann alternatives using adaptive approach and max-type metric	0
Variable selection for semiparametric accelerated failure time models with nonignorable missing data	0
Bayesian hierarchical spatial model for small-area estimation with non-ignorable nonresponses and its application to the NHANES dental caries data	0
Nonparametric maximum likelihood estimation of the distribution function using ranked-set sampling	0
Dimensionality reduction through clustering of variables and canonical correlation	0
Markov switching quantile regression models with time-varying transition probabilities	0
Deconvolution problem of cumulative distribution function with heteroscedastic errors	0
Empirical likelihood confidence regions for autoregressive models with explanatory variables	0
Revisiting feature selection for linear models with FDR and power guarantees	0
Scale invariant and efficient estimation for groupwise scaled envelope model	0
Bayesian empirical likelihood inference for the generalized binomial AR(1) model	0
Correction to: Nonparametric estimation of time varying correlation coefficient	0
Evaluating the failure risk with and without failure data	0
Linear hypothesis testing in ultra high dimensional generalized linear mixed models	0
An index for measuring degree of departure from symmetry for ordinal square contingency tables	0