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 2020-05-01 to 2024-05-01.)

Article	Citations
Robust confidence intervals for a proportion using ranked-set sampling	12
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
Distributed optimization and statistical learning for large-scale penalized expectile regression	9
Kullback–Leibler divergence for Bayesian nonparametric model checking	7
Recent progress in parameter change test for integer-valued time series models	6
Sparse vector heterogeneous autoregressive modeling for realized volatility	6
A study of binomial AR(1) process with an alternative generalized binomial thinning operator	6
Optimal maintenance and warranty strategy for second-hand product with periodic preventive maintenance action	5
A review on spectral clustering and stochastic block models	4
New closed-form estimators for weighted Lindley distribution	4
Batch sequential adaptive designs for global optimization	4
VC: a method for estimating time-varying coefficients in linear models	4
Optimal Berry-Esséen bound for maximum likelihood estimation of the drift parameter in $$\alpha $$-Brownian bridge	4
Bayesian empirical likelihood inference for the generalized binomial AR(1) model	3
Robust estimation for a general functional single index model via quantile regression	3
A new strategy for tripling	3
Outside barrier lookback options with floating strike	3
Test for conditional quantile change in GARCH models	3
Ensemble binary segmentation for irregularly spaced data with change-points	3
Cochran–Mantel–Haenszel tests for the completely randomised design	3
Projective resampling estimation of informative predictor subspace for multivariate regression	3
Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence	3
Nonparametric local linear regression estimation for censored data and functional regressors	3
Short communication: Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection	3
Regression-based mediation analysis: a formula for the bias due to an unobserved precursor variable	2

Bayesian inference of clustering and multiple Gaussian graphical models selection	2
A review on recent advances and applications of h-likelihood method	2
Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model	2
An index to simultaneously analyze the degree and directionality of departure from global marginal homogeneity in square contingency tables	2
A two-component nonparametric mixture model with stochastic dominance	2
Poisson reduced-rank models with sparse loadings	2
Testing linear hypothesis of high-dimensional means with unequal covariance matrices	2
Model diagnostics of parametric Tobit model based on cumulative residuals	2
Quantile-based control charts for poisson and gamma distributed data	2
Testing independence and goodness-of-fit jointly for functional linear models	2
A general panel break test based on the self-normalization method	2
Testing linearity in partial functional linear quantile regression model based on regression rank scores	2
Perturbations of copulas and mixing properties	2
Barely-stationary AR(1) sequences near random walk	1
Seroprevalence of SARS-CoV-2 antibodies in South Korea	1
Modal linear regression using log-concave distributions	1
$$L_1$$-penalized fraud detection support vector machines	1
Residuals in GMANOVA–MANOVA model with rank restrictions on parameters	1
Seeded intervals and noise level estimation in change point detection: a discussion of Fryzlewicz (2020)	1
Self-weighted quantile estimation of autoregressive conditional duration model	1
Efficient information-based criteria for model selection in quantile regression	1
A bivariate extension of three-parameter generalized crack distribution for loss severity modelling	1
A generalized Agresti–Coull type confidence interval for a binomial proportion	1
Parameter estimation for nth-order mixed fractional Brownian motion with polynomial drift	1
Regression analysis of doubly truncated data based on pseudo-observations	1
Estimation of the parameters of a Wishart extension on symmetric matrices	1
A novel doubling-tripling-threshold accepting hybrid algorithm for constructing asymmetric space-filling designs	1
Multivariate response regression with low-rank and generalized sparsity	1
Zero-inflated Poisson-Akash distribution for count data with excessive zeros	1
The expectation–maximization approach for Bayesian additive Cox regression with current status data	1
New closed-form estimator and its properties	1
Wild bootstrap Ljung–Box test for residuals of ARMA models robust to variance change	1
Test for Uniformity of Exchangeable Random Variables on the Circle	1
Variable selection of spectroscopic data through monitoring both location and dispersion of PLS loading weights	1
Goodness of fit test for Rayleigh distribution with censored observations	1
A random model for the scale parameter in the Fréchet populations	1
Bootstrap inference for network vector autoregression in large-scale social network	1
Smoothed partially linear quantile regression with nonignorable missing response	1
Autocovariance estimation in the presence of changepoints	1
Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection—rejoinder	1
Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces	1
Robust estimation of Gaussian linear structural equation models with equal error variances	1
Bayesian high-dimensional semi-parametric inference beyond sub-Gaussian errors	1
On robustness of the relative belief ratio and the strength of its evidence with respect to the geometric contamination prior	1
Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts	1
Improved estimators for functions of scale parameters in mixture models	1
Robust coefficients of correlation or spatial autocorrelation based on implicit weighting	1
Inference on a structural break in trend with mildly integrated errors	1
A new non-iterative deterministic algorithm for constructing asymptotically orthogonal maximin distance Latin hypercube designs	1
Detection of hubs in complex networks by the Laplacian matrix	1

Nonparametric estimation of time varying correlation coefficient	1
Robust estimation and variable selection for varying-coefficient partially nonlinear models based on modal regression	1