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 2022-06-01 to 2026-06-01.)

Article	Citations
Classification of repeated measurements using bias corrected Euclidean distance discriminant function	11
Gode: graph Fourier transform based outlier detection using empirical Bayesian thresholding	11
Testing model adequacy and heteroscedasticity in parametric regression models with double resampling method	8
Nonparametric longitudinal regression model to analyze shape data using the Procrustes rotation	8
A nonparametric binomial likelihood approach for causal inference in instrumental variable models	6
A stochastic conjugate gradient algorithm with Armijo technique for machine learning	6
Change-point detection for interval-valued sequences based on the covering rectangle method	6
Normality test in random coefficient autoregressive models	5
Response-adaptive treatment randomization for trials comparing multiple treatments with ordinal responses	5
A new active zero set descent algorithm for least absolute deviation with generalized LASSO penalty	5
Bias-corrected penalized empirical likelihood for partial linear errors-in-variables models with longitudinal data	5
Exploring multiscale methods: reviews and insights	5
Large sample properties of maximum likelihood estimator using moving extremes ranked set sampling	4
Robust MAVE for single-index varying-coefficient models	4
Meta-anova: screening interactions for interpretable machine learning	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
A Bayesian method for multinomial probit model	4
Adaptive posterior concentration rates for sparse high-dimensional linear regression with random design and unknown error variance	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
Generalized nonparametric asymmetric kernel regression estimator with responses missing for nonnegative stationary and ergodic data	3
Optimal estimation of misclassification rate for two-class clustering with sub-Gaussian noises	3
$$L_1$$-penalized fraud detection support vector machines	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
Estimation of the parameters of a Wishart extension on symmetric matrices	2
A maximum mean discrepancy-based autoencoder approach for dimension reduction with binary responses	2
Generalized parametric help in Hilbertian additive regression	2
Return prediction by machine learning for the Korean stock market	2
Inference on the shape of densities on Riemannian manifolds via SiZer	2
Block empirical likelihood inference for stochastic bounding: large deviations asymptotics under m-dependence	2
Byzantine-resilient decentralized network learning	2
Modal regression with streaming data sets	2
Integrated volatility estimation: the case of observed noise variables	2
Data-driven estimation of change-points with mean shift	2
Stopping rules for phase II clinical trials: an overview	2
Individual sliced minimum aberration designs for multi-platform experiments	2
A novel doubling-tripling-threshold accepting hybrid algorithm for constructing asymmetric space-filling designs	2
Robust variable selection for the varying index coefficient models	2
Order selection with confidence for finite mixture models	2
Correction: Robust MAVE for single-index varying-coefficient models	2
Correction: Extreme eigenvalues of principal minors of random matrices with moment conditions	2
Correction: Asymptotic error of bonferroni procedure under weak dependence via Chen–Stein method	2
On the use of supervised anomaly detection algorithms for extremely imbalanced data	2
Deep quantile sequential generative framework for high-density data generation	2
Model averaging by Jackknife criterion of varying-coefficient models for estimating heterogeneous causal effects	1
Autocovariance estimation in the presence of changepoints	1
Implementation of the sequential optimal design strategy in Type-II progressive censoring with the GLM-based mechanism	1
Partial linear regression of compositional data	1
Modeling and inferences for bounded multivariate time series of counts	1
Overparametrized linear regression with noisy and missing data	1
Change-point tests for parameters of diffusion processes from discrete observations	1
Construction of trend-free optimal block designs under some correlation structures	1
A novel high-order multivariate Markov model for spatiotemporal analysis with application to COVID-19 outbreak	1
Penalized polygram regression	1
Regression analysis of case II interval-censored data based on a joint model	1
Variants of non-symmetric correspondence analysis for nominal and ordinal variables	1
Double data piling: a high-dimensional solution for asymptotically perfect multi-category classification	1
Score tests for bivariate zero-inflated negative binomial regression model	1
Revisiting feature selection for linear models with FDR and power guarantees	1
Deconvolution problem of cumulative distribution function with heteroscedastic errors	1
Estimation of Bergsma’s covariance	1
Community detection for networks based on Monte Carlo type algorithms	1
Bayesian pathway selection	1
Construction of optimal designs for quantile regression model via particle swarm optimization	1
Robust estimation for a general functional single index model via quantile regression	1
Asymptotic results of error density estimator in nonlinear autoregressive models	1
Online change-point detection in dynamic regression models with autocorrelated residuals	1
An adaptive approach for testing high-dimensional location parameters with structured correlations	1
Sequential online monitoring for autoregressive time series of counts	1
Schematic latin hypercube designs	1
Covariance projective resampling informative predictor subspace for multivariate regression	1
Spatial regression with multiplicative errors, and its application with LiDAR measurements	1
Improved control chart for statistical process control using combined X and delayed EWMA statistics	1

The expectation–maximization approach for Bayesian additive Cox regression with current status data	1
A new non-iterative deterministic algorithm for constructing asymptotically orthogonal maximin distance Latin hypercube designs	1
Optimal designs for quasi-likelihood estimation in active controlled dose-finding trials	1
Projective resampling estimation of informative predictor subspace for multivariate regression	1
Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces	1
Brainpack: a suite of advanced statistical techniques for multi-subject and multi-group fMRI data analysis	1
Asymptotic error of Bonferroni procedure under weak dependence via Chen–Stein method	1
Quantile regression of partially linear varying coefficient models with nonignorable nonresponse data	1
Doubly sparse Cox proportional hazards model with a graphical structure among predictors	1
Asymmetric kernel density estimation for biased data	1
Logistic regression models for elastic shape of curves based on tangent representations	1
Reduced-rank mean estimation for projective-resampling informative predictor subspace	1
Causal interaction and effect modification: a randomization-based approach to inference	1
Higher-order expansions of sample range from skew-normal distribution	1