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 2021-04-01 to 2025-04-01.)
ArticleCitations
Special Issue on the 50th Anniversary of the Korean Statistical Society11
Fusion penalized subgroup analysis for right censored data based on cox model with local approximation9
Integrated volatility estimation: the case of observed noise variables7
Sequential Monte Carlo ABC: an overview with application to COVID-19 data6
A multiple imputation approach for the Cox–Aalen cure model with interval-censored data4
Gode: graph Fourier transform based outlier detection using empirical Bayesian thresholding4
Fourth moment bound and stationary Gaussian processes with positive correlation4
Using statistical models for optimal packaging in semiconductor manufacturing processes4
Classification of repeated measurements using bias corrected Euclidean distance discriminant function4
Asymptotic normality of kernel functional regression estimator based upon twice censored data4
Correction to: Regression-based mediation analysis: a formula for the bias due to an unobserved precursor variable3
Penalized relative error estimation of functional multiplicative regression models with locally sparse properties3
Monitoring multivariate data with high missing rate by pooling univariate statistics3
Outside barrier lookback options with floating strike3
Autocovariance estimation in the presence of changepoints3
Asymptotic approximations for some distributions of ratios2
Data-driven estimation of change-points with mean shift2
Optimal designs for comparing several regression curves2
A novel high-order multivariate Markov model for spatiotemporal analysis with application to COVID-19 outbreak2
A generalized Agresti–Coull type confidence interval for a binomial proportion2
Batch sequential adaptive designs for global optimization2
Structure learning of exponential family graphical model with false discovery rate control2
Order selection with confidence for finite mixture models2
Sparse functional linear models via calibrated concave-convex procedure2
Construction of trend-free optimal block designs under some correlation structures2
Efficient information-based criteria for model selection in quantile regression2
Testing independence of bivariate censored data using random walk on restricted permutation graph2
A new non-iterative deterministic algorithm for constructing asymptotically orthogonal maximin distance Latin hypercube designs2
Enhancing social media post popularity prediction with visual content2
SportLight: statistically principled crowdsourcing method for sports highlight selection2
A nonparametric binomial likelihood approach for causal inference in instrumental variable models2
Nonparametric longitudinal regression model to analyze shape data using the Procrustes rotation1
A break test for the tail-event correlation matrix based on the self-normalization method1
Implementation of the sequential optimal design strategy in Type-II progressive censoring with the GLM-based mechanism1
Penalized empirical likelihood for longitudinal expectile regression with growing dimensional data1
Optimal estimation of misclassification rate for two-class clustering with sub-Gaussian noises1
Equivalence tests for the difference of two survival functions under the class of Box–Cox transformation model1
Correction: Sequential online monitoring for autoregressive time series of counts1
Asymptotic of the number of false change points of the fused lasso signal approximator1
Return prediction by machine learning for the Korean stock market1
Community detection for networks based on Monte Carlo type algorithms1
Self-weighted quantile estimation of autoregressive conditional duration model1
Garrotized kernel machine in semiparametric quantile regression1
Nonresponse adjusted estimation based on a composite weighting method in a panel survey1
Covariance projective resampling informative predictor subspace for multivariate regression1
Online debiased lasso estimation and inference for heterogenous updating regressions1
Kernel machine in semiparametric regression with nonignorable missing responses1
Genetic algorithm with a Bayesian approach for multiple change-point detection in time series of counting exceedances for specific thresholds1
Variants of non-symmetric correspondence analysis for nominal and ordinal variables1
Modeling and inferences for bivariate signed integer-valued autoregressive models1
An adaptive approach for testing high-dimensional location parameters with structured correlations1
A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models1
Robust MAVE for single-index varying-coefficient models1
Regularized linear censored quantile regression1
Multiple values-inflated bivariate INAR time series of counts: featuring zero–one inflated Poisson-Lindly case1
Large sample properties of maximum likelihood estimator using moving extremes ranked set sampling1
Robust and Efficient derivative estimation under correlated errors1
Goodness of fit test for Rayleigh distribution with censored observations1
Robust coefficients of correlation or spatial autocorrelation based on implicit weighting1
Inference on the shape of densities on Riemannian manifolds via SiZer1
Use of ridge calibration method in predicting election results1
Penalized polygram regression1
Extreme eigenvalues of principal minors of random matrices with moment conditions1
Generalized parametric help in Hilbertian additive regression1
Bayesian analysis of Box-Cox transformation model for multi-state progression-free survival data1
Empirical likelihood for quantiles under strong mixing high-frequency data1
Asymptotic equivalence between frequentist and Bayesian prediction limits for the Poisson distribution1
Evaluating the adequacy of variance function using pairwise distances1
A new active zero set descent algorithm for least absolute deviation with generalized LASSO penalty1
Distributed smoothed rank regression with heterogeneous errors for massive data1
Testing linear hypothesis of high-dimensional means with unequal covariance matrices1
Normality test in random coefficient autoregressive models1
Meta-anova: screening interactions for interpretable machine learning1
The phoropter method: a stochastic graphical procedure for prior elicitation in univariate data models1
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