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 2020-10-01 to 2024-10-01.)

Article	Citations
Robust confidence intervals for a proportion using ranked-set sampling	13
A novel non-heuristic search technique for constructing uniform designs with a mixture of two- and four-level factors: a simple industrial applicable approach	10
Recent progress in parameter change test for integer-valued time series models	8
Sparse vector heterogeneous autoregressive modeling for realized volatility	6
A study of binomial AR(1) process with an alternative generalized binomial thinning operator	6
A review on spectral clustering and stochastic block models	6
VC: a method for estimating time-varying coefficients in linear models	5
Optimal maintenance and warranty strategy for second-hand product with periodic preventive maintenance action	5
New closed-form estimators for weighted Lindley distribution	5
Robust estimation for a general functional single index model via quantile regression	5
Outside barrier lookback options with floating strike	4
Test for conditional quantile change in GARCH models	4
Batch sequential adaptive designs for global optimization	4
Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence	3
Ensemble binary segmentation for irregularly spaced data with change-points	3
A new strategy for tripling	3
Perturbations of copulas and mixing properties	3
Projective resampling estimation of informative predictor subspace for multivariate regression	3
A general panel break test based on the self-normalization method	3
Bayesian empirical likelihood inference for the generalized binomial AR(1) model	3
Smoothed partially linear quantile regression with nonignorable missing response	3
Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts	3
Regression-based mediation analysis: a formula for the bias due to an unobserved precursor variable	2
A two-component nonparametric mixture model with stochastic dominance	2
New closed-form estimator and its properties	2

Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model	2
Autocovariance estimation in the presence of changepoints	2
Quantile-based control charts for poisson and gamma distributed data	2
Bayesian inference of clustering and multiple Gaussian graphical models selection	2
A review on recent advances and applications of h-likelihood method	2
Improved estimators for functions of scale parameters in mixture models	2
An index to simultaneously analyze the degree and directionality of departure from global marginal homogeneity in square contingency tables	2
Robust estimation and variable selection for varying-coefficient partially nonlinear models based on modal regression	2
Poisson reduced-rank models with sparse loadings	2
Testing linear hypothesis of high-dimensional means with unequal covariance matrices	2
Data-driven estimation of change-points with mean shift	2
Estimation of the parameters of a Wishart extension on symmetric matrices	1
Monitoring multivariate data with high missing rate by pooling univariate statistics	1
Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces	1
A new non-iterative deterministic algorithm for constructing asymptotically orthogonal maximin distance Latin hypercube designs	1
The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1	1
Robust variable selection for the varying index coefficient models	1
The expectation–maximization approach for Bayesian additive Cox regression with current status data	1
On robustness of the relative belief ratio and the strength of its evidence with respect to the geometric contamination prior	1
Empirical likelihood confidence regions for autoregressive models with explanatory variables	1
The relationship between shape parameters and kurtosis in some relevant models	1
Inference on a structural break in trend with mildly integrated errors	1
Asymptotic equivalence between frequentist and Bayesian prediction limits for the Poisson distribution	1
Concentration inequalities for Kernel density estimators under uniform mixing	1
Large sample properties of maximum likelihood estimator using moving extremes ranked set sampling	1
Seroprevalence of SARS-CoV-2 antibodies in South Korea	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
Nonparametric maximum likelihood estimation of the distribution function using ranked-set sampling	1
Goodness of fit test for Rayleigh distribution with censored observations	1
Modal linear regression using log-concave distributions	1
$$L_1$$-penalized fraud detection support vector machines	1
Bayesian high-dimensional semi-parametric inference beyond sub-Gaussian errors	1
Residuals in GMANOVA–MANOVA model with rank restrictions on parameters	1
Bootstrap based goodness-of-fit tests for binary multivariate regression models	1
A bivariate extension of three-parameter generalized crack distribution for loss severity modelling	1
Statistical integration of allele frequencies from several organizations	1
Variable selection of spectroscopic data through monitoring both location and dispersion of PLS loading weights	1
Regularized linear censored quantile regression	1
A random model for the scale parameter in the Fréchet populations	1
Test for Uniformity of Exchangeable Random Variables on the Circle	1
A novel doubling-tripling-threshold accepting hybrid algorithm for constructing asymmetric space-filling designs	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
Bootstrap inference for network vector autoregression in large-scale social network	1
Barely-stationary AR(1) sequences near random walk	1
Empirical likelihood for spatial dynamic panel data models	1
Deconvolution problem of cumulative distribution function with heteroscedastic errors	1
Zero-inflated Poisson-Akash distribution for count data with excessive zeros	1

Variance-mean mixture of multivariate normal distribution and weighted gamma distribution: properties and applications	1
Spatially integrated estimator of finite population total by integrating data from two independent surveys using spatial information	1
A review on concomitants of order statistics and its application in parameter estimation under ranked set sampling	1
Wild bootstrap Ljung–Box test for residuals of ARMA models robust to variance change	1
Improved multiple quantile regression estimation with nonignorable dropouts	1
Equivalence tests for the difference of two survival functions under the class of Box–Cox transformation model	1
Robust estimation of Gaussian linear structural equation models with equal error variances	1
Self-weighted quantile estimation of autoregressive conditional duration model	1