Journal of the Korean Statistical Society

Papers
(The median citation count of Journal of the Korean Statistical Society is 0. 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 2022-05-01 to 2026-05-01.)
ArticleCitations
Classification of repeated measurements using bias corrected Euclidean distance discriminant function11
Change-point detection for interval-valued sequences based on the covering rectangle method10
Nonparametric longitudinal regression model to analyze shape data using the Procrustes rotation8
Gode: graph Fourier transform based outlier detection using empirical Bayesian thresholding8
Testing model adequacy and heteroscedasticity in parametric regression models with double resampling method6
A stochastic conjugate gradient algorithm with Armijo technique for machine learning6
Robust MAVE for single-index varying-coefficient models5
Normality test in random coefficient autoregressive models5
A nonparametric binomial likelihood approach for causal inference in instrumental variable models5
Exploring multiscale methods: reviews and insights5
A new active zero set descent algorithm for least absolute deviation with generalized LASSO penalty5
Bias-corrected penalized empirical likelihood for partial linear errors-in-variables models with longitudinal data5
Meta-anova: screening interactions for interpretable machine learning5
Genetic algorithm with a Bayesian approach for multiple change-point detection in time series of counting exceedances for specific thresholds4
Response-adaptive treatment randomization for trials comparing multiple treatments with ordinal responses4
A Bayesian method for multinomial probit model4
Empirical likelihood for quantiles under strong mixing high-frequency data4
Large sample properties of maximum likelihood estimator using moving extremes ranked set sampling4
Correction: Learning distribution-free anchored linear structural equation models in the presence of measurement error3
Generalized nonparametric asymmetric kernel regression estimator with responses missing for nonnegative stationary and ergodic data3
Optimal estimation of misclassification rate for two-class clustering with sub-Gaussian noises3
$$L_1$$-penalized fraud detection support vector machines3
$$s_1^{n_1}$$-$$s_2^{n_2}$$ space-filling designs and projections based on level permutations3
Adaptive posterior concentration rates for sparse high-dimensional linear regression with random design and unknown error variance3
Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts3
Return prediction by machine learning for the Korean stock market2
On the use of supervised anomaly detection algorithms for extremely imbalanced data2
Deep quantile sequential generative framework for high-density data generation2
Estimation of the parameters of a Wishart extension on symmetric matrices2
Order selection with confidence for finite mixture models2
Correction: Robust MAVE for single-index varying-coefficient models2
Correction: Extreme eigenvalues of principal minors of random matrices with moment conditions2
Correction: Asymptotic error of bonferroni procedure under weak dependence via Chen–Stein method2
Individual sliced minimum aberration designs for multi-platform experiments2
Bayesian empirical likelihood inference for the generalized binomial AR(1) model2
Byzantine-resilient decentralized network learning2
Robust variable selection for the varying index coefficient models2
A novel doubling-tripling-threshold accepting hybrid algorithm for constructing asymmetric space-filling designs2
A maximum mean discrepancy-based autoencoder approach for dimension reduction with binary responses2
Generalized parametric help in Hilbertian additive regression2
Inference on the shape of densities on Riemannian manifolds via SiZer2
Stopping rules for phase II clinical trials: an overview2
Block empirical likelihood inference for stochastic bounding: large deviations asymptotics under m-dependence2
Linear hypothesis testing in ultra high dimensional generalized linear mixed models2
Modal regression with streaming data sets2
Integrated volatility estimation: the case of observed noise variables2
Data-driven estimation of change-points with mean shift2
Projective resampling estimation of informative predictor subspace for multivariate regression1
Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces1
Causal interaction and effect modification: a randomization-based approach to inference1
Quantile regression of partially linear varying coefficient models with nonignorable nonresponse data1
Double data piling: a high-dimensional solution for asymptotically perfect multi-category classification1
Implementation of the sequential optimal design strategy in Type-II progressive censoring with the GLM-based mechanism1
Construction of trend-free optimal block designs under some correlation structures1
Asymptotic results of error density estimator in nonlinear autoregressive models1
Sequential online monitoring for autoregressive time series of counts1
Score tests for bivariate zero-inflated negative binomial regression model1
Improved control chart for statistical process control using combined X and delayed EWMA statistics1
The expectation–maximization approach for Bayesian additive Cox regression with current status data1
Optimal designs for quasi-likelihood estimation in active controlled dose-finding trials1
A new non-iterative deterministic algorithm for constructing asymptotically orthogonal maximin distance Latin hypercube designs1
Modeling and inferences for bounded multivariate time series of counts1
Robust estimation for a general functional single index model via quantile regression1
Construction of optimal designs for quantile regression model via particle swarm optimization1
Asymptotic error of Bonferroni procedure under weak dependence via Chen–Stein method1
An adaptive approach for testing high-dimensional location parameters with structured correlations1
Doubly sparse Cox proportional hazards model with a graphical structure among predictors1
Penalized polygram regression1
Online change-point detection in dynamic regression models with autocorrelated residuals1
Regression analysis of case II interval-censored data based on a joint model1
Spatial regression with multiplicative errors, and its application with LiDAR measurements1
Model averaging by Jackknife criterion of varying-coefficient models for estimating heterogeneous causal effects1
Autocovariance estimation in the presence of changepoints1
Covariance projective resampling informative predictor subspace for multivariate regression1
Bayesian pathway selection1
Brainpack: a suite of advanced statistical techniques for multi-subject and multi-group fMRI data analysis1
Overparametrized linear regression with noisy and missing data1
Change-point tests for parameters of diffusion processes from discrete observations1
Logistic regression models for elastic shape of curves based on tangent representations1
Asymmetric kernel density estimation for biased data1
Higher-order expansions of sample range from skew-normal distribution1
Variants of non-symmetric correspondence analysis for nominal and ordinal variables1
A novel high-order multivariate Markov model for spatiotemporal analysis with application to COVID-19 outbreak1
Revisiting feature selection for linear models with FDR and power guarantees1
Reduced-rank mean estimation for projective-resampling informative predictor subspace1
Deconvolution problem of cumulative distribution function with heteroscedastic errors1
Estimation of Bergsma’s covariance1
Community detection for networks based on Monte Carlo type algorithms1
Wild bootstrap Ljung–Box test for residuals of ARMA models robust to variance change0
Goodness of fit test for uniform distribution with censored observation0
Ah-knockoff: false discovery rate control in high-dimensional additive hazards models0
Detection of multiple structural changes in matrix factor models0
A review on concomitants of order statistics and its application in parameter estimation under ranked set sampling0
Statistical size-and-shape analysis of elastic curves for brain tumors0
Zero-inflated Poisson-Akash distribution for count data with excessive zeros0
Testing independence of bivariate censored data using random walk on restricted permutation graph0
Testing equivalence for three-arm trials with multinomial outcomes0
Scale invariant and efficient estimation for groupwise scaled envelope model0
Analysis of randomized response survival data in discrete-time0
A directional index to measure the degree of asymmetry for square contingency tables0
Publisher Correction: Optimal designs for quasi-likelihood estimation in active controlled dose-finding trials0
Variable selection for semiparametric accelerated failure time models with nonignorable missing data0
Enhancing social media post popularity prediction with visual content0
Improved multiple quantile regression estimation with nonignorable dropouts0
Rates of convergence for nonparametric estimation of singular distributions using generative adversarial networks0
Outlier Detection for Histogram-Valued Data using Wasserstein Distance based One Class SVM0
Equivalence tests for the difference of two survival functions under the class of Box–Cox transformation model0
Asymptotic normality of kernel functional regression estimator based upon twice censored data0
Sparse functional linear models via calibrated concave-convex procedure0
Bayesian analysis of Box-Cox transformation model for multi-state progression-free survival data0
Sequential Monte Carlo ABC: an overview with application to COVID-19 data0
Robust sparse covariance matrix estimation for high-dimensional compositional data under lower moment assumption0
From prediction to action: a framework for business closure analysis and LLM-based consulting strategy generation0
Extreme eigenvalues of principal minors of random matrices with moment conditions0
Corrected profile likelihood estimation for semiparametric varying-coefficient spatial autoregressive models with measurement errors0
Multiple values-inflated bivariate INAR time series of counts: featuring zero–one inflated Poisson-Lindly case0
Statistical properties of estimators in partially linear time-varying coefficient spatial autoregressive panel data model with fixed effects0
Garrotized kernel machine in semiparametric quantile regression0
Variance-mean mixture of multivariate normal distribution and weighted gamma distribution: properties and applications0
The broken adaptive ridge estimation for the high-dimensional covariate-adjusted regression model0
A multiple imputation approach for the Cox–Aalen cure model with interval-censored data0
Correction: Sequential online monitoring for autoregressive time series of counts0
Bayesian hierarchical spatial model for small-area estimation with non-ignorable nonresponses and its application to the NHANES dental caries data0
Jackknife model averaging for linear regression models with missing responses0
Robust coefficients of correlation or spatial autocorrelation based on implicit weighting0
Spatially integrated estimator of finite population total by integrating data from two independent surveys using spatial information0
Estimating the optimal individualized treatment regime based on semiparametric model with Bernstein polynomials0
Learning distribution-free anchored linear structural equation models in the presence of measurement error0
Dimensionality reduction through clustering of variables and canonical correlation0
Objective Bayesian inference for the reliability in a bivariate Lomax distribution0
Disseminating massive frequency tables by masking aggregated cell frequencies0
Testing for conditional independence of survival time from covariate0
Online debiased lasso estimation and inference for heterogenous updating regressions0
Penalized empirical likelihood for longitudinal expectile regression with growing dimensional data0
Adaptive log-wavelet density estimation with resolution identification0
Bayesian shrinkage inference for seemingly unrelated regression models0
Interval-valued linear regression model with an asymmetric Laplace distribution0
Estimating mixed-memberships using the symmetric laplacian inverse matrix0
On robustness of the relative belief ratio and the strength of its evidence with respect to the geometric contamination prior0
Parameter estimation for nth-order mixed fractional Brownian motion with polynomial drift0
Variable selection for single-index models based on martingale difference divergence0
Partial linear regression of compositional data0
Comparison of two tests for seasonal variation0
Enhancing Forex market trend analysis with bidirectional long short-term memory and transformer attention network0
Mixture copulas with discrete margins and their application to imbalanced data0
Use of ridge calibration method in predicting election results0
A novel multiscale approach to independence testing0
Statistical integration of allele frequencies from several organizations0
Monitoring multivariate data with high missing rate by pooling univariate statistics0
Kernel machine in semiparametric regression with nonignorable missing responses0
Heterogeneous treatment effects estimation with residualized LASSO and support vector machines0
Estimation of average treatment effects under missing data using generative adversarial networks0
A break test for the tail-event correlation matrix based on the self-normalization method0
The relationship between shape parameters and kurtosis in some relevant models0
Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion0
Goodness of fit test for Rayleigh distribution with censored observations0
Concentration inequalities for Kernel density estimators under uniform mixing0
An index for measuring degree of departure from symmetry for ordinal square contingency tables0
On a new family of composite regression models with covariate dependent threshold via tail index parameter0
Gradient-based kernel variable selection for support vector hazards machine0
A note on maximum likelihood estimation for mixture models0
Building nonstationary extreme value model using L-moments0
Sequential Neural Joint Estimation for likelihood-free inference0
A self-normalization test for structural breaks in a regression model for panel data sets0
Matrix variate density estimation with additional information0
Evaluating image generation models via sliced Wasserstein distance0
Group-constrained latent Dirichlet allocation for fashion data analysis0
Nelson-Aalen kernel estimator to the tail index of right censored Pareto-type data0
Nonparametric tests for combined location-scale and Lehmann alternatives using adaptive approach and max-type metric0
Modeling and inferences for bivariate signed integer-valued autoregressive models0
A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models0
Fusion penalized subgroup analysis for right censored data based on cox model with local approximation0
A refreshing take on the inverted Dirichlet via a mode parameterization with some statistical illustrations0
Weighted average iterated filtering using p-generalized Gaussian smoothing0
Semiparametrically imputed regression model for survival data0
Concordance correlation coefficients for multivariate measurements0
Asymptotic bias of the $$\ell _2$$-regularized error variance estimator0
Non-parametric comparison and classification of two large-scale populations0
A semi-parametric factor-GARCH model for high dimensional covariance matrix estimation0
Nonparametric maximum likelihood estimation of the distribution function using ranked-set sampling0
Correction: Disseminating massive frequency tables by masking aggregated cell frequencies0
Local asymptotic normality and optimal estimation for self-excited threshold generalized $$INAR\left( p\right)$$ models0
Distributed smoothed rank regression with heterogeneous errors for massive data0
Sequential monitoring process for bivariate signed integer-valued autoregressive models0
The phoropter method: a stochastic graphical procedure for prior elicitation in univariate data models0
Two-sample test of stochastic block models via the maximum sampling entry-wise deviation0
Strong convergence of a nonparametric relative error regression estimator under missing data with functional predictors0
Using statistical models for optimal packaging in semiconductor manufacturing processes0
Optimal designs for comparing several regression curves0
Transformed function on scalar regression for random distribution0
A bayesian non-parametric approach to dynamic conditional angular correlation model with application to portfolio optimization0
Nonresponse adjusted estimation based on a composite weighting method in a panel survey0
A comprehensive estimator for the Fréchet distribution: asymptotical efficiency, and practical applications to health studies0
Robust and Efficient derivative estimation under correlated errors0
Asymptotic of the number of false change points of the fused lasso signal approximator0
The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 10
A study of binomial AR(1) process with an alternative generalized binomial thinning operator0
Optimal designs for order-of-addition screening factorial experiments0
Objective Bayesian multiple testing for k normal populations0
Specification test for high-dimensional partially linear varying coefficient spatial autoregressive model0
Structure learning of exponential family graphical model with false discovery rate control0
Statistical inference of pth-order generalized binomial autoregressive model0
Monitoring parameter change for bivariate time series models of counts0
Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+0
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