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 2021-08-01 to 2025-08-01.)
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 rotation8
Gode: graph Fourier transform based outlier detection using empirical Bayesian thresholding7
Penalized relative error estimation of functional multiplicative regression models with locally sparse properties7
Robust MAVE for single-index varying-coefficient models6
Genetic algorithm with a Bayesian approach for multiple change-point detection in time series of counting exceedances for specific thresholds6
Large sample properties of maximum likelihood estimator using moving extremes ranked set sampling5
Empirical likelihood for quantiles under strong mixing high-frequency data4
Optimal estimation of misclassification rate for two-class clustering with sub-Gaussian noises4
A new active zero set descent algorithm for least absolute deviation with generalized LASSO penalty4
Meta-anova: screening interactions for interpretable machine learning4
Infinite diameter confidence sets in Hedges’ publication bias model4
Normality test in random coefficient autoregressive models4
Exploring multiscale methods: reviews and insights4
Response-adaptive treatment randomization for trials comparing multiple treatments with ordinal responses4
Correction: Learning distribution-free anchored linear structural equation models in the presence of measurement error3
$$s_1^{n_1}$$-$$s_2^{n_2}$$ space-filling designs and projections based on level permutations3
Block empirical likelihood inference for stochastic bounding: large deviations asymptotics under m-dependence2
Bayesian empirical likelihood inference for the generalized binomial AR(1) model2
Integrated volatility estimation: the case of observed noise variables2
Batch sequential adaptive designs for global optimization2
Byzantine-resilient decentralized network learning2
$$L_1$$-penalized fraud detection support vector machines2
A Bayesian method for multinomial probit model2
Estimation of the parameters of a Wishart extension on symmetric matrices2
A generalized Agresti–Coull type confidence interval for a binomial proportion2
Data-driven estimation of change-points with mean shift2
Correction: Robust MAVE for single-index varying-coefficient models2
A novel doubling-tripling-threshold accepting hybrid algorithm for constructing asymmetric space-filling designs2
Bayesian inference of clustering and multiple Gaussian graphical models selection2
Modal regression with streaming data sets2
Test for conditional quantile change in GARCH models2
Order selection with confidence for finite mixture models2
A maximum mean discrepancy-based autoencoder approach for dimension reduction with binary responses2
Linear hypothesis testing in ultra high dimensional generalized linear mixed models2
Robust variable selection for the varying index coefficient models2
Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts2
Inference on the shape of densities on Riemannian manifolds via SiZer1
The expectation–maximization approach for Bayesian additive Cox regression with current status data1
Regression analysis of case II interval-censored data based on a joint model1
Logistic regression models for elastic shape of curves based on tangent representations1
Penalized polygram regression1
An adaptive approach for testing high-dimensional location parameters with structured correlations1
Revisiting feature selection for linear models with FDR and power guarantees1
A novel high-order multivariate Markov model for spatiotemporal analysis with application to COVID-19 outbreak1
Estimation of Bergsma’s covariance1
Asymptotic error of Bonferroni procedure under weak dependence via Chen–Stein method1
Empirical likelihood for spatial dynamic panel data models1
Correction: Extreme eigenvalues of principal minors of random matrices with moment conditions1
Higher-order expansions of sample range from skew-normal distribution1
Return prediction by machine learning for the Korean stock market1
Sequential online monitoring for autoregressive time series of counts1
Causal interaction and effect modification: a randomization-based approach to inference1
Asymmetric kernel density estimation for biased data1
Covariance projective resampling informative predictor subspace for multivariate regression1
A new non-iterative deterministic algorithm for constructing asymptotically orthogonal maximin distance Latin hypercube designs1
Spatial regression with multiplicative errors, and its application with LiDAR measurements1
Construction of trend-free optimal block designs under some correlation structures1
Robust estimation of Gaussian linear structural equation models with equal error variances1
Community detection for networks based on Monte Carlo type algorithms1
Reduced-rank mean estimation for projective-resampling informative predictor subspace1
Correction: Asymptotic error of bonferroni procedure under weak dependence via Chen–Stein method1
Bootstrap based goodness-of-fit tests for binary multivariate regression models1
Score tests for bivariate zero-inflated negative binomial regression model1
Implementation of the sequential optimal design strategy in Type-II progressive censoring with the GLM-based mechanism1
Quantile regression of partially linear varying coefficient models with nonignorable nonresponse data1
Asymptotic results of error density estimator in nonlinear autoregressive models1
Variants of non-symmetric correspondence analysis for nominal and ordinal variables1
Autocovariance estimation in the presence of changepoints1
Improved control chart for statistical process control using combined X and delayed EWMA statistics1
Double data piling: a high-dimensional solution for asymptotically perfect multi-category classification1
Model averaging by Jackknife criterion of varying-coefficient models for estimating heterogeneous causal effects1
Deconvolution problem of cumulative distribution function with heteroscedastic errors1
Generalized parametric help in Hilbertian additive regression1
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