Babu, G. Jogesh A note on maximum likelihood estimation for mixture models. (English) Zbl 07643166 J. Korean Stat. Soc. 51, No. 4, 1327-1333 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Zhao, Yang; Yue, Lili; Li, Gaorong Correction to: “Robust MAVE for single-index varying-coefficient models”. (English) Zbl 07643165 J. Korean Stat. Soc. 51, No. 4, 1326 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Zhao, Yang; Yue, Lili; Li, Gaorong Robust MAVE for single-index varying-coefficient models. (English) Zbl 07643164 J. Korean Stat. Soc. 51, No. 4, 1302-1325 (2022); correction ibid. 51, No. 4, 1326 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Kang, Yao; Wang, Dehui; Lu, Feilong; Wang, Shuhui Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts. (English) Zbl 07643163 J. Korean Stat. Soc. 51, No. 4, 1268-1301 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Kalina, Jan Robust coefficients of correlation or spatial autocorrelation based on implicit weighting. (English) Zbl 07643162 J. Korean Stat. Soc. 51, No. 4, 1247-1267 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Xianru; Liu, Bin; Zhang, Xinsheng A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models. (English) Zbl 07643161 J. Korean Stat. Soc. 51, No. 4, 1216-1246 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Kim, Youngrae; Cho, Seonghun; Lim, Johan Monitoring multivariate data with high missing rate by pooling univariate statistics. (English) Zbl 07643160 J. Korean Stat. Soc. 51, No. 4, 1193-1215 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Jhong, Jae-Hwan; Bak, Kwan-Young; Koo, Ja-Yong Penalized polygram regression. (English) Zbl 07643159 J. Korean Stat. Soc. 51, No. 4, 1161-1192 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Yuan, Panxu; Feng, Sanying; Li, Gaorong Revisiting feature selection for linear models with FDR and power guarantees. (English) Zbl 07643158 J. Korean Stat. Soc. 51, No. 4, 1132-1160 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Ko, Sojin; Yoo, Jae Keun Projective resampling estimation of informative predictor subspace for multivariate regression. (English) Zbl 1504.62053 J. Korean Stat. Soc. 51, No. 4, 1117-1131 (2022). MSC: 62G08 62G09 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Han, Hyebin; Yu, Kyusang Partial linear regression of compositional data. (English) Zbl 1503.62041 J. Korean Stat. Soc. 51, No. 4, 1090-1116 (2022). MSC: 62G08 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Ghorbel, Emna; Kammoun, Kaouthar; Louati, Mahdi; Sallem, Akram Estimation of the parameters of a Wishart extension on symmetric matrices. (English) Zbl 1524.62255 J. Korean Stat. Soc. 51, No. 4, 1071-1089 (2022). MSC: 62H12 60B20 × Cite Format Result Cite Review PDF Full Text: DOI
Zhu, Hanbing; Zhang, Riquan; Liu, Yanghui; Ding, Hui Robust estimation for a general functional single index model via quantile regression. (English) Zbl 07643154 J. Korean Stat. Soc. 51, No. 4, 1041-1070 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Gallagher, Colin; Killick, Rebecca; Lund, Robert; Shi, Xueheng Autocovariance estimation in the presence of changepoints. (English) Zbl 07643153 J. Korean Stat. Soc. 51, No. 4, 1021-1040 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Lee, Taewook Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change. (English) Zbl 07643152 J. Korean Stat. Soc. 51, No. 4, 1005-1020 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Rui; Wang, Dehui Bayesian empirical likelihood inference for the generalized binomial AR(1) model. (English) Zbl 07643151 J. Korean Stat. Soc. 51, No. 4, 977-1004 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI