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 2021-06-01 to 2025-06-01.)
ArticleCitations
Classification of repeated measurements using bias corrected Euclidean distance discriminant function11
A nonparametric binomial likelihood approach for causal inference in instrumental variable models10
Nonparametric longitudinal regression model to analyze shape data using the Procrustes rotation7
Gode: graph Fourier transform based outlier detection using empirical Bayesian thresholding6
Penalized relative error estimation of functional multiplicative regression models with locally sparse properties6
Genetic algorithm with a Bayesian approach for multiple change-point detection in time series of counting exceedances for specific thresholds5
Robust MAVE for single-index varying-coefficient models4
Infinite diameter confidence sets in Hedges’ publication bias model4
Empirical likelihood for quantiles under strong mixing high-frequency data4
A new active zero set descent algorithm for least absolute deviation with generalized LASSO penalty4
Meta-anova: screening interactions for interpretable machine learning4
Large sample properties of maximum likelihood estimator using moving extremes ranked set sampling4
Normality test in random coefficient autoregressive models4
Optimal estimation of misclassification rate for two-class clustering with sub-Gaussian noises4
$$L_1$$-penalized fraud detection support vector machines3
A Bayesian method for multinomial probit model3
$$s_1^{n_1}$$-$$s_2^{n_2}$$ space-filling designs and projections based on level permutations3
Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts3
Correction: Learning distribution-free anchored linear structural equation models in the presence of measurement error3
Linear hypothesis testing in ultra high dimensional generalized linear mixed models2
Modal regression with streaming data sets2
Byzantine-resilient decentralized network learning2
Test for conditional quantile change in GARCH models2
A generalized Agresti–Coull type confidence interval for a binomial proportion2
Bayesian inference of clustering and multiple Gaussian graphical models selection2
Robust variable selection for the varying index coefficient models2
Estimation of the parameters of a Wishart extension on symmetric matrices2
Bayesian empirical likelihood inference for the generalized binomial AR(1) model2
Batch sequential adaptive designs for global optimization2
Residuals in GMANOVA–MANOVA model with rank restrictions on parameters2
A novel doubling-tripling-threshold accepting hybrid algorithm for constructing asymmetric space-filling designs2
Correction: Robust MAVE for single-index varying-coefficient models2
SportLight: statistically principled crowdsourcing method for sports highlight selection2
Block empirical likelihood inference for stochastic bounding: large deviations asymptotics under m-dependence2
Empirical likelihood for spatial dynamic panel data models1
Logistic regression models for elastic shape of curves based on tangent representations1
Correction: Asymptotic error of bonferroni procedure under weak dependence via Chen–Stein method1
Higher-order expansions of sample range from skew-normal distribution1
Data-driven estimation of change-points with mean shift1
Reduced-rank mean estimation for projective-resampling informative predictor subspace1
Implementation of the sequential optimal design strategy in Type-II progressive censoring with the GLM-based mechanism1
An adaptive approach for testing high-dimensional location parameters with structured correlations1
Penalized polygram regression1
Autocovariance estimation in the presence of changepoints1
Improved control chart for statistical process control using combined X and delayed EWMA statistics1
Efficient information-based criteria for model selection in quantile regression1
Robust estimation of Gaussian linear structural equation models with equal error variances1
Regression analysis of case II interval-censored data based on a joint model1
Deconvolution problem of cumulative distribution function with heteroscedastic errors1
A new non-iterative deterministic algorithm for constructing asymptotically orthogonal maximin distance Latin hypercube designs1
Inference on the shape of densities on Riemannian manifolds via SiZer1
Bootstrap based goodness-of-fit tests for binary multivariate regression models1
Integrated volatility estimation: the case of observed noise variables1
Generalized parametric help in Hilbertian additive regression1
Double data piling: a high-dimensional solution for asymptotically perfect multi-category classification1
Asymmetric kernel density estimation for biased data1
Variants of non-symmetric correspondence analysis for nominal and ordinal variables1
Covariance projective resampling informative predictor subspace for multivariate regression1
The expectation–maximization approach for Bayesian additive Cox regression with current status data1
Construction of trend-free optimal block designs under some correlation structures1
Revisiting feature selection for linear models with FDR and power guarantees1
Asymptotic error of Bonferroni procedure under weak dependence via Chen–Stein method1
Penalized generalized estimating equations approach to longitudinal data with multinomial responses1
Spatial regression with multiplicative errors, and its application with LiDAR measurements1
Correction: Extreme eigenvalues of principal minors of random matrices with moment conditions1
Return prediction by machine learning for the Korean stock market1
Order selection with confidence for finite mixture models1
Sequential online monitoring for autoregressive time series of counts1
Quantile regression of partially linear varying coefficient models with nonignorable nonresponse data1
Asymptotic results of error density estimator in nonlinear autoregressive models1
Community detection for networks based on Monte Carlo type algorithms1
A novel high-order multivariate Markov model for spatiotemporal analysis with application to COVID-19 outbreak1
Estimation of Bergsma’s covariance1
Special Issue on the 50th Anniversary of the Korean Statistical Society1
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