Journal of the Korean Statistical Society

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 2021-02-01 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
Goodness of fit test for Rayleigh distribution with censored observations5
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
SportLight: statistically principled crowdsourcing method for sports highlight selection4
Classification of repeated measurements using bias corrected Euclidean distance discriminant function4
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
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
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
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
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
Robust MAVE for single-index varying-coefficient models1
Implementation of the sequential optimal design strategy in Type-II progressive censoring with the GLM-based mechanism1
Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model1
Testing linear hypothesis of high-dimensional means with unequal covariance matrices1
Nonresponse adjusted estimation based on a composite weighting method in a panel survey1
Covariance projective resampling informative predictor subspace for multivariate regression1
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
Regularized linear censored quantile regression1
Evaluating the adequacy of variance function using pairwise distances1
A break test for the tail-event correlation matrix based on the self-normalization method1
Genetic algorithm with a Bayesian approach for multiple change-point detection in time series of counting exceedances for specific thresholds1
Multiple values-inflated bivariate INAR time series of counts: featuring zero–one inflated Poisson-Lindly case1
Return prediction by machine learning for the Korean stock market1
Variants of non-symmetric correspondence analysis for nominal and ordinal variables1
Equivalence tests for the difference of two survival functions under the class of Box–Cox transformation model1
Inference on the shape of densities on Riemannian manifolds via SiZer1
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
Large sample properties of maximum likelihood estimator using moving extremes ranked set sampling1
Robust and Efficient derivative estimation under correlated errors1
Distributed smoothed rank regression with heterogeneous errors for massive data1
Community detection for networks based on Monte Carlo type algorithms1
Self-weighted quantile estimation of autoregressive conditional duration model1
Asymptotic of the number of false change points of the fused lasso signal approximator1
Robust coefficients of correlation or spatial autocorrelation based on implicit weighting1
Normality test in random coefficient autoregressive models1
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
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