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 2021-05-01 to 2025-05-01.)

Article	Citations
Classification of repeated measurements using bias corrected Euclidean distance discriminant function	11
A nonparametric binomial likelihood approach for causal inference in instrumental variable models	9
Nonparametric longitudinal regression model to analyze shape data using the Procrustes rotation	7
Penalized relative error estimation of functional multiplicative regression models with locally sparse properties	6
Gode: graph Fourier transform based outlier detection using empirical Bayesian thresholding	6
Robust MAVE for single-index varying-coefficient models	4
Meta-anova: screening interactions for interpretable machine learning	4
Optimal estimation of misclassification rate for two-class clustering with sub-Gaussian noises	4
A new active zero set descent algorithm for least absolute deviation with generalized LASSO penalty	4
Correction: Learning distribution-free anchored linear structural equation models in the presence of measurement error	4
Empirical likelihood for quantiles under strong mixing high-frequency data	4
Genetic algorithm with a Bayesian approach for multiple change-point detection in time series of counting exceedances for specific thresholds	4
Normality test in random coefficient autoregressive models	4
Large sample properties of maximum likelihood estimator using moving extremes ranked set sampling	4
Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts	3
$$L_1$$-penalized fraud detection support vector machines	3
A Bayesian method for multinomial probit model	3
Bayesian inference of clustering and multiple Gaussian graphical models selection	3
Infinite diameter confidence sets in Hedges’ publication bias model	3
$$s_1^{n_1}$$-$$s_2^{n_2}$$ space-filling designs and projections based on level permutations	3
Estimation of the parameters of a Wishart extension on symmetric matrices	2
Modal regression with streaming data sets	2
Linear hypothesis testing in ultra high dimensional generalized linear mixed models	2
Bayesian empirical likelihood inference for the generalized binomial AR(1) model	2
Batch sequential adaptive designs for global optimization	2

Residuals in GMANOVA–MANOVA model with rank restrictions on parameters	2
A novel doubling-tripling-threshold accepting hybrid algorithm for constructing asymmetric space-filling designs	2
Block empirical likelihood inference for stochastic bounding: large deviations asymptotics under m-dependence	2
SportLight: statistically principled crowdsourcing method for sports highlight selection	2
Correction: Robust MAVE for single-index varying-coefficient models	2
Robust variable selection for the varying index coefficient models	2
Byzantine-resilient decentralized network learning	2
Test for conditional quantile change in GARCH models	2
A generalized Agresti–Coull type confidence interval for a binomial proportion	2
Penalized generalized estimating equations approach to longitudinal data with multinomial responses	1
The expectation–maximization approach for Bayesian additive Cox regression with current status data	1
Bootstrap based goodness-of-fit tests for binary multivariate regression models	1
Return prediction by machine learning for the Korean stock market	1
Order selection with confidence for finite mixture models	1
Generalized parametric help in Hilbertian additive regression	1
Regression analysis of case II interval-censored data based on a joint model	1
Asymptotic results of error density estimator in nonlinear autoregressive models	1
Covariance projective resampling informative predictor subspace for multivariate regression	1
Autocovariance estimation in the presence of changepoints	1
Efficient information-based criteria for model selection in quantile regression	1
Estimation of Bergsma’s covariance	1
Logistic regression models for elastic shape of curves based on tangent representations	1
Empirical likelihood for spatial dynamic panel data models	1
A new non-iterative deterministic algorithm for constructing asymptotically orthogonal maximin distance Latin hypercube designs	1
Barely-stationary AR(1) sequences near random walk	1
Correction: Extreme eigenvalues of principal minors of random matrices with moment conditions	1
Inference on the shape of densities on Riemannian manifolds via SiZer	1
Data-driven estimation of change-points with mean shift	1
Asymptotic error of Bonferroni procedure under weak dependence via Chen–Stein method	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
Implementation of the sequential optimal design strategy in Type-II progressive censoring with the GLM-based mechanism	1
Penalized polygram regression	1
Spatial regression with multiplicative errors, and its application with LiDAR measurements	1
Construction of trend-free optimal block designs under some correlation structures	1
Robust estimation of Gaussian linear structural equation models with equal error variances	1
Double data piling: a high-dimensional solution for asymptotically perfect multi-category classification	1
Deconvolution problem of cumulative distribution function with heteroscedastic errors	1
Sequential online monitoring for autoregressive time series of counts	1
Dynamic hierarchical Dirichlet processes topic model using the power prior approach	1
Higher-order expansions of sample range from skew-normal distribution	1
Integrated volatility estimation: the case of observed noise variables	1
Reduced-rank mean estimation for projective-resampling informative predictor subspace	1
Variants of non-symmetric correspondence analysis for nominal and ordinal variables	1
Asymmetric kernel density estimation for biased data	1
Quantile regression of partially linear varying coefficient models with nonignorable nonresponse data	1
Community detection for networks based on Monte Carlo type algorithms	1
A novel high-order multivariate Markov model for spatiotemporal analysis with application to COVID-19 outbreak	1
Improved control chart for statistical process control using combined X and delayed EWMA statistics	1
Special Issue on the 50th Anniversary of the Korean Statistical Society	1

Revisiting feature selection for linear models with FDR and power guarantees