Journal of the Korean Statistical Society

Papers
(The median citation count of Journal of the Korean Statistical Society is 0. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-02-01 to 2025-02-01.)
ArticleCitations
Special Issue on the 50th Anniversary of the Korean Statistical Society10
The phoropter method: a stochastic graphical procedure for prior elicitation in univariate data models8
Order selection with confidence for finite mixture models7
A novel high-order multivariate Markov model for spatiotemporal analysis with application to COVID-19 outbreak6
Bootstrap inference for network vector autoregression in large-scale social network5
Testing independence of bivariate censored data using random walk on restricted permutation graph5
A new non-iterative deterministic algorithm for constructing asymptotically orthogonal maximin distance Latin hypercube designs5
Goodness of fit test for Rayleigh distribution with censored observations5
Classification of repeated measurements using bias corrected Euclidean distance discriminant function4
SportLight: statistically principled crowdsourcing method for sports highlight selection4
Fourth moment bound and stationary Gaussian processes with positive correlation3
Outside barrier lookback options with floating strike3
A multiple imputation approach for the Cox–Aalen cure model with interval-censored data3
Asymptotic approximations for some distributions of ratios3
A generalized Agresti–Coull type confidence interval for a binomial proportion3
Using statistical models for optimal packaging in semiconductor manufacturing processes3
Use of ridge calibration method in predicting election results3
Autocovariance estimation in the presence of changepoints3
A nonparametric binomial likelihood approach for causal inference in instrumental variable models2
Enhancing social media post popularity prediction with visual content2
Sequential Monte Carlo ABC: an overview with application to COVID-19 data2
Integrated volatility estimation: the case of observed noise variables2
Monitoring multivariate data with high missing rate by pooling univariate statistics2
Regression analysis of doubly truncated data based on pseudo-observations2
Sparse functional linear models via calibrated concave-convex procedure2
Data-driven estimation of change-points with mean shift2
Construction of trend-free optimal block designs under some correlation structures2
Efficient information-based criteria for model selection in quantile regression2
Nonparametric longitudinal regression model to analyze shape data using the Procrustes rotation2
Regularized linear censored quantile regression1
A break test for the tail-event correlation matrix based on the self-normalization method1
Evaluating the adequacy of variance function using pairwise distances1
Multiple values-inflated bivariate INAR time series of counts: featuring zero–one inflated Poisson-Lindly case1
Genetic algorithm with a Bayesian approach for multiple change-point detection in time series of counting exceedances for specific thresholds1
Variants of non-symmetric correspondence analysis for nominal and ordinal variables1
Return prediction by machine learning for the Korean stock market1
Inference on the shape of densities on Riemannian manifolds via SiZer1
Equivalence tests for the difference of two survival functions under the class of Box–Cox transformation model1
Kernel machine in semiparametric regression with nonignorable missing responses1
Batch sequential adaptive designs for global optimization1
Structure learning of exponential family graphical model with false discovery rate control1
Penalized polygram regression1
Wild bootstrap Ljung–Box test for residuals of ARMA models robust to variance change1
Bootstrap based goodness-of-fit tests for binary multivariate regression models1
A new active zero set descent algorithm for least absolute deviation with generalized LASSO penalty1
Robust and Efficient derivative estimation under correlated errors1
Large sample properties of maximum likelihood estimator using moving extremes ranked set sampling1
Community detection for networks based on Monte Carlo type algorithms1
Distributed smoothed rank regression with heterogeneous errors for massive data1
Asymptotic of the number of false change points of the fused lasso signal approximator1
Self-weighted quantile estimation of autoregressive conditional duration model1
Normality test in random coefficient autoregressive models1
Robust coefficients of correlation or spatial autocorrelation based on implicit weighting1
Online debiased lasso estimation and inference for heterogenous updating regressions1
Recent progress in parameter change test for integer-valued time series models1
Asymptotic normality of kernel functional regression estimator based upon twice censored data1
Garrotized kernel machine in semiparametric quantile regression1
Infinite diameter confidence sets in Hedges’ publication bias model1
Asymptotic equivalence between frequentist and Bayesian prediction limits for the Poisson distribution1
A review on spectral clustering and stochastic block models1
Implementation of the sequential optimal design strategy in Type-II progressive censoring with the GLM-based mechanism1
Robust MAVE for single-index varying-coefficient models1
Testing linear hypothesis of high-dimensional means with unequal covariance matrices1
Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model1
Covariance projective resampling informative predictor subspace for multivariate regression1
Nonresponse adjusted estimation based on a composite weighting method in a panel survey1
Optimal designs for comparing several regression curves1
Correction to: Regression-based mediation analysis: a formula for the bias due to an unobserved precursor variable1
Penalized relative error estimation of functional multiplicative regression models with locally sparse properties1
Gode: graph Fourier transform based outlier detection using empirical Bayesian thresholding1
Meta-anova: screening interactions for interpretable machine learning1
Noninformative priors for the ratio of variabilities in a bivariate normal population1
Statistical integration of allele frequencies from several organizations0
Two-sample test of stochastic block models via the maximum sampling entry-wise deviation0
Projective resampling estimation of informative predictor subspace for multivariate regression0
Bayesian inference of clustering and multiple Gaussian graphical models selection0
A self-normalization test for structural breaks in a regression model for panel data sets0
Bias reduction by projection on parametric models in Hilbertian nonparametric regression0
Modeling and inferences for bivariate signed integer-valued autoregressive models0
Nonparametric tests for combined location-scale and Lehmann alternatives using adaptive approach and max-type metric0
Zero-inflated Poisson-Akash distribution for count data with excessive zeros0
The expectation–maximization approach for Bayesian additive Cox regression with current status data0
Penalized empirical likelihood for longitudinal expectile regression with growing dimensional data0
Markov switching quantile regression models with time-varying transition probabilities0
Non-parametric comparison and classification of two large-scale populations0
Variable selection for semiparametric accelerated failure time models with nonignorable missing data0
Bayesian hierarchical spatial model for small-area estimation with non-ignorable nonresponses and its application to the NHANES dental caries data0
Bayesian empirical likelihood inference for the generalized binomial AR(1) model0
Robust estimation for a general functional single index model via quantile regression0
Deconvolution problem of cumulative distribution function with heteroscedastic errors0
Empirical likelihood confidence regions for autoregressive models with explanatory variables0
Fast quantile regression in reproducing kernel Hilbert space0
Correction to: Nonparametric estimation of time varying correlation coefficient0
Evaluating the failure risk with and without failure data0
An index for measuring degree of departure from symmetry for ordinal square contingency tables0
VC: a method for estimating time-varying coefficients in linear models0
Higher-order expansions of sample range from skew-normal distribution0
Penalized generalized estimating equations approach to longitudinal data with multinomial responses0
Improved control chart for statistical process control using combined X and delayed EWMA statistics0
Asymmetric kernel density estimation for biased data0
Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces0
Correction: Disseminating massive frequency tables by masking aggregated cell frequencies0
A bivariate extension of three-parameter generalized crack distribution for loss severity modelling0
A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models0
Parameter estimation for nth-order mixed fractional Brownian motion with polynomial drift0
Inference on a structural break in trend with mildly integrated errors0
Concentration inequalities for Kernel density estimators under uniform mixing0
Variance-mean mixture of multivariate normal distribution and weighted gamma distribution: properties and applications0
Variable selection for single-index models based on martingale difference divergence0
Mixture copulas with discrete margins and their application to imbalanced data0
Disseminating massive frequency tables by masking aggregated cell frequencies0
A general panel break test based on the self-normalization method0
A random model for the scale parameter in the Fréchet populations0
Modeling and inferences for bounded multivariate time series of counts0
Quantile-based control charts for poisson and gamma distributed data0
Sequential online monitoring for autoregressive time series of counts0
Ensemble binary segmentation for irregularly spaced data with change-points0
Gradient-based kernel variable selection for support vector hazards machine0
Block empirical likelihood inference for stochastic bounding: large deviations asymptotics under m-dependence0
Testing for conditional independence of survival time from covariate0
New closed-form estimator and its properties0
Test for conditional quantile change in GARCH models0
Spatial regression with non-parametric modeling of Fourier coefficients0
$$L_1$$-penalized fraud detection support vector machines0
Asymptotic results of error density estimator in nonlinear autoregressive models0
Jackknife model averaging for linear regression models with missing responses0
Estimating mixed-memberships using the symmetric laplacian inverse matrix0
The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 10
Strong convergence of a nonparametric relative error regression estimator under missing data with functional predictors0
Regression analysis of case II interval-censored data based on a joint model0
Correction: Learning distribution-free anchored linear structural equation models in the presence of measurement error0
Barely-stationary AR(1) sequences near random walk0
A generalized entropy optimization modelling in the theory of stochastic differential equations0
Empirical likelihood for spatial dynamic panel data models0
A Bayesian method for multinomial probit model0
A note on maximum likelihood estimation for mixture models0
An empirical likelihood check with varying coefficient fixed effect model with panel data0
A refreshing take on the inverted Dirichlet via a mode parameterization with some statistical illustrations0
Objective Bayesian multiple testing for k normal populations0
Asymptotic bias of the $$\ell _2$$-regularized error variance estimator0
Improved multiple quantile regression estimation with nonignorable dropouts0
Estimation of Bergsma’s covariance0
Generalized parametric help in Hilbertian additive regression0
Smoothed partially linear quantile regression with nonignorable missing response0
Correction: Robust MAVE for single-index varying-coefficient models0
A novel non-heuristic search technique for constructing uniform designs with a mixture of two- and four-level factors: a simple industrial applicable approach0
A review on recent advances and applications of h-likelihood method0
Nonparametric maximum likelihood estimation of the distribution function using ranked-set sampling0
Objective Bayesian inference for the reliability in a bivariate Lomax distribution0
Seroprevalence of SARS-CoV-2 antibodies in South Korea0
Optimal estimation of misclassification rate for two-class clustering with sub-Gaussian noises0
Revisiting feature selection for linear models with FDR and power guarantees0
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 designs0
The relationship between shape parameters and kurtosis in some relevant models0
Linear hypothesis testing in ultra high dimensional generalized linear mixed models0
Perturbations of copulas and mixing properties0
Partial linear regression of compositional data0
Interval-valued linear regression model with an asymmetric Laplace distribution0
Logistic regression models for elastic shape of curves based on tangent representations0
Residuals in GMANOVA–MANOVA model with rank restrictions on parameters0
Spatially integrated estimator of finite population total by integrating data from two independent surveys using spatial information0
Double data piling: a high-dimensional solution for asymptotically perfect multi-category classification0
Dynamic hierarchical Dirichlet processes topic model using the power prior approach0
Statistical inference for Cox model under case-cohort design with subgroup survival information0
Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion0
Learning distribution-free anchored linear structural equation models in the presence of measurement error0
Comparison of two tests for seasonal variation0
Robust variable selection for the varying index coefficient models0
$$s_1^{n_1}$$-$$s_2^{n_2}$$ space-filling designs and projections based on level permutations0
Quantiles naïve, ratio and difference estimators for efficient stratified sampling designs0
On robustness of the relative belief ratio and the strength of its evidence with respect to the geometric contamination prior0
Robust estimation and variable selection for varying-coefficient partially nonlinear models based on modal regression0
Correction: Extreme eigenvalues of principal minors of random matrices with moment conditions0
Optimal maintenance and warranty strategy for second-hand product with periodic preventive maintenance action0
A study of binomial AR(1) process with an alternative generalized binomial thinning operator0
Extreme eigenvalues of principal minors of random matrices with moment conditions0
Monitoring parameter change for bivariate time series models of counts0
Dimensionality reduction through clustering of variables and canonical correlation0
Matrix variate density estimation with additional information0
A review on concomitants of order statistics and its application in parameter estimation under ranked set sampling0
Generalized bagging0
Scale invariant and efficient estimation for groupwise scaled envelope model0
Statistical inference of pth-order generalized binomial autoregressive model0
Robust estimation of Gaussian linear structural equation models with equal error variances0
Bayesian pathway selection0
Goodness of fit test for uniform distribution with censored observation0
Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts0
Byzantine-resilient decentralized network learning0
Statistical considerations in forensic science: a review0
Multivariate response regression with low-rank and generalized sparsity0
Bayesian analysis of Box-Cox transformation model for multi-state progression-free survival data0
Construction of optimal designs for quantile regression model via particle swarm optimization0
Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence0
Estimation of the parameters of a Wishart extension on symmetric matrices0
Poisson reduced-rank models with sparse loadings0
Spatial regression with multiplicative errors, and its application with LiDAR measurements0
A statistical model of neural network learning via the Cramer–Rao lower bound0
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