OOIR: Observatory of International Research

Papers

(The TQCC of Journal of the Korean Statistical Society is 1. 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 2022-01-01 to 2026-01-01.)

Article	Citations
Classification of repeated measurements using bias corrected Euclidean distance discriminant function	12
A nonparametric binomial likelihood approach for causal inference in instrumental variable models	10
Nonparametric longitudinal regression model to analyze shape data using the Procrustes rotation	10
Gode: graph Fourier transform based outlier detection using empirical Bayesian thresholding	8
A new active zero set descent algorithm for least absolute deviation with generalized LASSO penalty	7
Meta-anova: screening interactions for interpretable machine learning	7
Normality test in random coefficient autoregressive models	6
Response-adaptive treatment randomization for trials comparing multiple treatments with ordinal responses	5
Empirical likelihood for quantiles under strong mixing high-frequency data	5
Large sample properties of maximum likelihood estimator using moving extremes ranked set sampling	4
Exploring multiscale methods: reviews and insights	4
Genetic algorithm with a Bayesian approach for multiple change-point detection in time series of counting exceedances for specific thresholds	4
Generalized nonparametric asymmetric kernel regression estimator with responses missing for nonnegative stationary and ergodic data	4
Bias-corrected penalized empirical likelihood for partial linear errors-in-variables models with longitudinal data	4
Robust MAVE for single-index varying-coefficient models	4
Optimal estimation of misclassification rate for two-class clustering with sub-Gaussian noises	3
Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts	3
Correction: Learning distribution-free anchored linear structural equation models in the presence of measurement error	3
Adaptive posterior concentration rates for sparse high-dimensional linear regression with random design and unknown error variance	3
Infinite diameter confidence sets in Hedges’ publication bias model	3
A Bayesian method for multinomial probit model	3
$$s_1^{n_1}$$-$$s_2^{n_2}$$ space-filling designs and projections based on level permutations	3
Linear hypothesis testing in ultra high dimensional generalized linear mixed models	2
Order selection with confidence for finite mixture models	2
Data-driven estimation of change-points with mean shift	2

On the use of supervised anomaly detection algorithms for extremely imbalanced data	2
Estimation of the parameters of a Wishart extension on symmetric matrices	2
$$L_1$$-penalized fraud detection support vector machines	2
Correction: Robust MAVE for single-index varying-coefficient models	2
Batch sequential adaptive designs for global optimization	2
A maximum mean discrepancy-based autoencoder approach for dimension reduction with binary responses	2
Bayesian empirical likelihood inference for the generalized binomial AR(1) model	2
Deep quantile sequential generative framework for high-density data generation	2
Modal regression with streaming data sets	2
Block empirical likelihood inference for stochastic bounding: large deviations asymptotics under m-dependence	2
A novel doubling-tripling-threshold accepting hybrid algorithm for constructing asymmetric space-filling designs	2
Integrated volatility estimation: the case of observed noise variables	2
Individual sliced minimum aberration designs for multi-platform experiments	2
Byzantine-resilient decentralized network learning	2
Robust variable selection for the varying index coefficient models	2
Higher-order expansions of sample range from skew-normal distribution	1
Asymptotic error of Bonferroni procedure under weak dependence via Chen–Stein method	1
Variants of non-symmetric correspondence analysis for nominal and ordinal variables	1
Robust estimation for a general functional single index model via quantile regression	1
Quantile regression of partially linear varying coefficient models with nonignorable nonresponse data	1
Implementation of the sequential optimal design strategy in Type-II progressive censoring with the GLM-based mechanism	1
Community detection for networks based on Monte Carlo type algorithms	1
Robust estimation of Gaussian linear structural equation models with equal error variances	1
Improved control chart for statistical process control using combined X and delayed EWMA statistics	1
A new non-iterative deterministic algorithm for constructing asymptotically orthogonal maximin distance Latin hypercube designs	1
Logistic regression models for elastic shape of curves based on tangent representations	1
Covariance projective resampling informative predictor subspace for multivariate regression	1
Inference on the shape of densities on Riemannian manifolds via SiZer	1
Generalized parametric help in Hilbertian additive regression	1
Stopping rules for phase II clinical trials: an overview	1
Deconvolution problem of cumulative distribution function with heteroscedastic errors	1
Regression analysis of case II interval-censored data based on a joint model	1
Causal interaction and effect modification: a randomization-based approach to inference	1
An adaptive approach for testing high-dimensional location parameters with structured correlations	1
Asymptotic results of error density estimator in nonlinear autoregressive models	1
Revisiting feature selection for linear models with FDR and power guarantees	1
Optimal designs for quasi-likelihood estimation in active controlled dose-finding trials	1
Score tests for bivariate zero-inflated negative binomial regression model	1
Autocovariance estimation in the presence of changepoints	1
Estimation of Bergsma’s covariance	1
The expectation–maximization approach for Bayesian additive Cox regression with current status data	1
Correction: Extreme eigenvalues of principal minors of random matrices with moment conditions	1
Return prediction by machine learning for the Korean stock market	1
Double data piling: a high-dimensional solution for asymptotically perfect multi-category classification	1
Sequential online monitoring for autoregressive time series of counts	1
Change-point tests for parameters of diffusion processes from discrete observations	1
Asymmetric kernel density estimation for biased data	1
Penalized polygram regression	1
Reduced-rank mean estimation for projective-resampling informative predictor subspace	1
Construction of trend-free optimal block designs under some correlation structures	1

Spatial regression with multiplicative errors, and its application with LiDAR measurements	1
A novel high-order multivariate Markov model for spatiotemporal analysis with application to COVID-19 outbreak	1
Model averaging by Jackknife criterion of varying-coefficient models for estimating heterogeneous causal effects	1
Correction: Asymptotic error of bonferroni procedure under weak dependence via Chen–Stein method	1