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 2020-03-01 to 2024-03-01.)

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