(1989)
1. Asymptotically optimal estimators of the difference of two regression parameters (with W.C. Kim and M.S. Song). Journal of Korean Statistical Society, 18, 97-106.
2. On the plug-in bandwidth selectors in kernel density estimation. Journal of Korean Statistical Society, 18, 107-117.
(1990)
3. Comparison of data-driven bandwidth selectors (with J.S. Marron). Journal of American Statistical Association, 85, 66-72.
4. Efficient estimation in the two sample semiparametric location-scale model. Probability Theory and Related Fields, 86, 21-39.
5. Problems occurred with histogram and a resolution (with H.N. Park, M.S. Song and J.K. Song). Journal of Korean Society for Quality Control, 18, 127-133.
(1991)
6. Asymptotic minimax estimation in semiparametric models. Probability Theory and Related Fields, 88, 107-120.
7. A simple root n bandwidth selector (with M.C. Jones and J.S. Marron). Annals of Statistics, 19, 1919-1932.
8. Estimation of integrated squared spectral density derivatives (with S. Cho). Statistics and Probability Letters, 12, 65-72.
9. Advances in data-driven bandwidth selection. Journal of Korean Statistical Society, 20, 1-16.
10. Rejoinder to the comments on advances in data-driven bandwidth selection. Journal of Korean Statistical Society, 20, 26-28.
11. Local asymptotic normality for independent not identically distributed observations in semiparametric models (with J.W. Jeon, M.S. Song and W.C. Kim). Journal of Korean Statistical Society, 20, 84-94.
12. A short note on superefficiency (with Y. Lee). Journal of Korean Statistical Society, 20, 202-207.
(1992)
13. Smoothed cross-validation (with P. Hall and J.S. Marron). Probability Theory and Related Fields, 92, 1-20.
14. On the use of pilot estimators in bandwidth selection (with J.S. Marron). Journal of Nonparametric Statistics, 1, 231-240.
15. An empirical investigation of the shifted power transformation method in density estimation (with S.S. Chung and K. Seog). Computational Statistics and Data Analysis, 14, 183-191.
16. Discussion on empirical functionals and efficient smoothing parameter selection by Hall and Johnstone (with W. Haerdle). Journal of Royal Statistical Society, Series B, 54, 509-511.
17. Practical performance of several data driven bandwidth selectors (with B. Turlach). Computational Statistics, 7, 251-270.
18. Rejoinder to comments on practical performance of several data driven bandwidth selectors (with B. Turlach). Computational Statistics, 7, 283-285.
19. Use of the linear placement statistics for the parallelism of two regression lines (with M.S. Song, H.N. Park, K.O. Lee and B.S. Shin). Journal of the Korean Society for Quality Control, 20, 67-75.
(1993)
20. A cross-validatory choice of smoothing parameter in adaptive location estimation. Journal of American Statistical Association, 88, 848-854.
21. Outlier detection diagnostic based on interpolation method in autoregressive models (with G.Y. Ryu, S. Cho and J.J. Lee). Journal of Korean Statistical Society, 22, 283-306.
(1994)
22. Efficient semiparametric estimation in stochastic frontier model (with L. Simar). Journal of American Statistical Association, 89, 929-936.
23. Versions of kernel-type regression estimators (with M.C. Jones and S.J. Davies). Journal of American Statistical Association, 89, 825-832.
24. Asymptotically best bandwidth selectors in kernel density estimation (with W.C. Kim and J.S. Marron). Statistics and Probability Letters, 19, 119-127.
25. Nonparametric estimation of reliability function using the Kernel density estimation method (with O.-G. Chun, S.-H. Ahn, M.-Y. Jeong, T.-G. Choy, K.-H. Kang, J.-J. Kim). Proceedings-Electronic Components and Technology Conference, 766-772, IEEE.
26. An automatic spectral density estimate (with S. Cho and K.H. Kang). Journal of Korean Statistical Society, 23, 79-88.
(1995)
27. Testing increasing dispersion (with W. Haerdle). Computational Statistics and Data Analysis, 19, 641-653.
28. On estimating integrated squared spectral density derivatives (with Y.H. Lee, S. Cho and W.C. Kim). Journal of Statistical Planning and Inference, 48, 165-184.
29. Estimation of non-sharp support boundaries (with W. Haerdle and A.B. Tsybakov).Journal of Multivariate Analysis, 55, 205-218.
30. Facts about the Gaussian probability density function (with B. Aldershof, J.S. Marron and M.P. Wand). Applicable Analysis, 59, 289-306.
31. Biased cross-validation in a kernel regression estimation (with J.C. Oh, B.C. Kim and J.S. Lee). Journal of the Japanese Society of Computational Statistics, 8, 57-68.
32. Smoothing parameter selection in nonparametric spectral density estimation (with K.H. Kang, W.C. Kim and S. Cho). The Korean Communications in Statistics, 2, 231-242.
33. Utilizing order statistics in density estimation (with W.C. Kim). The Korean Communications in Statistics, 2, 227-230.
(1996)
34. Behaviour of kernel density estimators and bandwidth selectors for contaminated data sets (with E. Mammen). Statistics, 28, 89-104.
35. B-spline deconvolution based on EM algorithm (with J.Y. Koo). Journal of Statistical Computation and Simulation, 54, 275-288.
36. On a transformation technique for nonparametric regression (with W.C. Kim). Journal of Korean Statistical Society, 25, 217-233.
37. Nonparametric estimation of reliability in strength-stress model (with H.S. Jeong, J.J. Kim and H.W. Lee). The Korean Communications in Statistics, 3, 187-194.
(1997)
38. Optimal smoothing in adaptive location estimation (with E. Mammen). Journal of Statistical Planning and Inference, 58, 333-348.
Erratum : Vol. 67, page 165, 1998.
39. Simple transformation techniques for improved nonparametric regression (with W.C. Kim, D. Ruppert, M.C. Jones, R. Kohn and D.F. Signorini). Scandinavian Journal of Statistics, 24, 145-163.
40. On identity reproducing nonparametric regression estimators (with W.C. Kim and M.C. Jones). Statistics and Probability Letters, 32, 279-290.
41. On bias reduction methods in nonparametric regression estimation (with W.C. Kim and K.H. Kang). Advances in Statistical Decision Theory in honor of Shanti S. Gupta, Birkhauser, Boston, 179-187.
42. Waiting times in polling systems with Markov-modulated Poisson process arrival (with D.W. Kim, W. Ryu, K.P. Jun and H.D. Bae). Journal of the Korean Statistical Society, 26, 355-363.
(1998)
43. Stochastic panel frontiers : a semiparametric approach (with R.C. Sickles and L. Simar). Journal of Econometrics, 84, 273-301.
44. A note on design transformation and binning in nonparametric curve estimation (with P. Hall and B. Turlach). Biometrika, 85, 469-476.
45. A note on the convergence of nonparametric DEA estimators for production efficiency scores (with A. Kneip and L. Simar). Econometric Theory, 14, 783-793.
46. On polynomial estimators of frontiers and boundaries (with P. Hall and S. Stern). Journal of Multivariate Analysis, 66, 71-98.
47. Estimation of density via local polynomial regression (with W.C. Kim, J. Huh and J.W. Jeon). Journal of the Korean Statistical Society, 27, 91-100.
48. Waiting times in priority polling systems with batch Poisson arrivals (with W. Ryu, K.P. Jun and D.W. Kim). The Korean Communications in Statistics, 5, 809-817.
(1999)
49. On estimation of monotone and concave frontier functions (with I. Gijbels, E. Mammen and L. Simar). Journal of American Statistical Association, 94, 220-228.
50. Variable bandwidth in nonparametric regression (with W.C. Kim and Y.K. Lee). Journal of Nonparametric Statistics, 10, 295-306.
51. Smoothing techniques via Bezier curve (with C. Kim, W.C. Kim, C. Hong and M. Jeong). Communications in Statistics, Theory and Methods, 28, 1577-1597.
52. Two priority class polling systems with batch Poisson arrivals (with W. Ryu, D-U. Kim, B-L. Lee and J-W. Chung). The Korean Communications in Statistics, 6, 881-891.
(2000)
53. The FDH estimator for productivity efficiency scores: Asymptotic properties (with L. Simar and Ch. Weiner). Econometric Theory, 16, 855-877.
54. Higher order kernels in adaptive location estimation (with K.H. Kang and W.C. Kim). Journal of Nonparametric Statistics, 12, 879-888.
55. Effect of outliers on sample correlation coefficient (with C. Kim, K.L. Choi and W. Bae). Journal of the Korean Statistical Society, 29, 285-296.
(2001)
56. On estimating the slope of increasing boundaries. Statistics and Probability Letters, 52, 69-72.
57. Cook's distance in local polynomial regression (with C. Kim and Y. Lee). Statistics and Probability Letters, 54, 33-40.
58. On Copas' local likelihood density estimator (with W.C. Kim and Y.G. Kim). Journal of the Korean Statistical Society, 30, 77-87.
59. On nonparametric estimation of data edges. Journal of the Korean Statistical Society, 30, 265-280.
60. M/G/1 queueing system with vacation and limited-1 service policy (with B-L. Lee, W. Ryu, D-U. Kim, and J-W. Chung). Journal of the Korean Statistical Society, 30, 661-666.
61. 한국 통계이론의 과거 현재 미래 (김우철 공저), 한국통계학회논문집, 8 (한국통계학회 창립 30주년 기념호), 109-118.
(2002)
62. New methods for bias correction at endpoints and boundaries (with P. Hall). The Annals of Statistics, 30, 1460-1479.
63. On local likelihood density estimation (with W.C. Kim and M.C. Jones). The Annals of Statistics, 30, 1480-1495.
64. Likelihood-based local polynomial fitting for single index models (with J. Huh). Journal of Multivariate Analysis, 80, 302-321.
65. Rolling-ball method for estimating the boundary of the support of a point-process intensity (with P. Hall and B. Turlach). Annales de l'Institut Henri Poincare-Probabilites et Statistiques, 38, 959-971.
66. Limit Theorems for Boundary Function Estimators (with J. H. Hwang and W. Ryu). Statistics and Probability Letters, 59, 353-360.
67. Influence diagnostics in semiparametric regression models (with C. Kim, W.C. Kim). Statistics and Probability Letters, 60, 49-58.
(2003)
68. Semiparametric efficient estimation of AR(1) panel data models (with R.C. Sickles and L. Simar). Journal of Econometrics, 117, 279-309.
69. Adaptive variable location kernel density estimators with good performance at boundaries (with S.O. Jeong, M.C. Jones and K.H. Kang). Journal of Nonparametric Statistics, 15, 61-75.
70. Local likelihood method: A bridge over parametric and nonparametric regression (with S. Eguchi and T.Y. Kim). Journal of Nonparametric Statistics, 15, 665-683.
71. Bezier curve smoothing of Kaplan-Meier estimator (with C. Kim, W.C. Kim and J. Lim). Annals of the Institute of Statistical Mathematics, 55, 359-367.
72. Skewing and generalized Jackknifing in kernel density estimation (with C. Kim and W.C. Kim). Communications in Statistics, Theory and Methods, 32, 2153-2162.
(2004)
73. Nonparametric detection of correlated errors (with T. Y. Kim, D. Kim and D. G. Simpson). Biometrika, 91, 491-496.
74. Bandwidth choice for local polynomial estimation of smooth boundaries (with P. Hall). Journal of Multivariate Analysis, 91, 240-261.
75. Detection of a change point with local polynomial fits for the random design case (with J. Huh). Australian & New Zealand Journal of Statistics, 46, 425-441.
76. Local likelihood density estimation on random fields (with Y. K. Lee, H. Choi and K. Yu). Statistics and Probability Letters, 68(4), 347-357.
77. Quasi-likelihood regression for varying coefficient models with longitudinal data (with M. Jeong, C. Kim and W. C. Kim). Journal of the Korean Statistical Society, 33, 367-379.
(2005)
78. Bandwidth selection for smooth backfitting in additive models (with E. Mammen). The Annals of Statistics, 33, 1260-1294.
79. Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data (with S. J. Park, D. W. Shin, W. C. Kim and M. S. Oh). Computational Statistics and Data Analysis, 49, 1192-1204.
80. Smoothing techniques for the bivariate Kaplan-Meier estimator (with W. Bae, C. Kim, C. Lim and H. Choi). Communications in Statistics, Theory and Methods, 34, 1659-1674.
81. Nonparametric hazard function estimation using the Kaplan-Meier estimator (with C. Kim, W. Bae and H. Choi). Journal of Nonparametric Statistics, 17, 937-948.
82. Preliminary detection for ARCH-type heteroscedasticity in a nonparametric times series regression model (with S. Y. Hwang, C. Park, T. Y. Kim, Y. K. Lee). Journal of the Korean Statistical Society, 34, 161-172.
(2006)
83. A simple smooth backfitting method for additive models (with E. Mammen). The Annals of Statistics, 34, 2252-2271.
84. Estimation and testing for varying coefficients in additive models with marginal integration (with L. Yang, Lan Xue and W. Härdle). Journal of the American Statistical Association, 101, 1212-1227.
85. Large Sample Approximation of the Distribution for Convex-Hull Estimators of Boundaries (with S.-O. Jeong). Scandinavian Journal of Statistics, 33, 139-151.
86. A simple estimator of error correlation in nonparametric regression models (with T. Y. Kim, Y. K. Lee, and C. Park). Scandinavian Journal of Statistics, 33, 451-462.
87. On local likelihood density estimation when the bandwidth is large (with Y. K. Lee, T. Y. Kim, C. Park and S. Eguchi). Journal of Statistical Planning and Inference, 136, 839-859.
88. Estimation of Kullback-Leibler divergence by local likelihood (with Y. K. Lee). Annals of the Institute of Statistical Mathematics, 58, 327-340.
89. Nonparametric estimation of Production Efficiency (with S.-O. Jeong and Y. K. Lee). Frontiers in Statistics, Festschrift for Peter Bickel, eds. J. Fan and H. L. Koul, Imperial College Press, 407-425.
90. Local polynomial quasi-likelihood regression on random fields (with H. Choi, Y. K. Lee and K. S. Yu). Australian & New Zealand Journal of Statistics, 48, 491-506.
91. Conditional quantile estimation by local logistic regression (with Y. K. Lee and E. R. Lee). Journal of Nonparametric Statistics, 18, 357-373.
92. A simple variance estimator in nonparametric regression models with multivariate predictors (with T. Y. Kim and Y. K. Lee). Journal of the Korean Statistical Society, 35, 105-114.
(2007)
93. Semiparametric efficient estimation of dynamic panel data models (with R. C. Sickles and L. Simar). Journal of Econometrics, 136, 281-301.
94. Nonparametric stochastic frontiers: a local maximum likelihood approach (with S. K. Kumbhakar, L. Simar and E. G. Tsionas). Journal of Econometrics,137, 1-27.
95. A method for projecting functional data onto a low-dimensional space (with P. Hall and Y. K. Lee). Journal of Computational and Graphical Statistics,16, 799-812.
96. Comments on: Panel data analysis-advantages and challenges (with S. H. Song). Test, 16, 47-51.
97. A simple and effective bandwidth selector for local polynomial quasi-likelihood regression (with Y. K. Lee and M. S. Park). Journal of Nonparametric Statistics, 19, 255-267
(2008)
98. Smooth backfitting in generalized additiv models (with K. Yu. and E. Mammen). The Annals of Statistics, 36, 228-260.
99. Choice of neighbour order in nearest-neighbour classification (with P. Hall and R. Samworth). The Annals of Statistics, 36, 2135-2152.
100. Local likelihood estimation of truncated regression and its partial derivatives: Theory and application (with L. Simar and V. Zelenyuk). Journal of Econometrics, 146, 185-198.
(2009)
101. Time series modelling with semiparametric factor dynamics (with S. Borak, Wolfgang Härdle and Enno Mammen). Journal of the American Statistical Association, 104, 284??98
102. Bootstrap-based penalty choice for the lasso, achieving oracle performance (with P. Hall, E. R. Lee) Statistica Sinica, 19, 449-471.
103. Practically applicable central limit theorem for spatial statistics (with T. Y. Kim, J-S. Park and S. Y. Hwang). Mathematical Geosciences. 41, 555-569.
104. Tie-respecting bootstrap methods for estimating distributions of set and functions of eigenvalues (with P. Hall, Y. K. Lee, D. Paul). Bernoulli, 15, 380-401.
105. L_2-boosting in kernel regression (with Y. K. Lee and S. Ha). Bernoulli, 15, 599-613.
106. Using bimodal kernel for inference in nonparametric regression with correlated errors (with T. Y. Kim and M. S. Moon). Journal of Multivariate Analysis, 100, 1487-1497.
(2010)
107. Nonparametric conditional efficiency measures: Asymptotic properties (with S.-O. Jeong, L. Simar). Annals of Operations Research, 173, 105-122.
108. Asymptotic distribution of conical-hull estimators of directional edges (with Seok-Oh Jeong and Leopold Simar). The Annals of Statistics, 38, 1320-1340.
109. Sparse varying coefficient models for longitudinal data (with Hoh Suk Noh). Statistica Sinica, 20, 1183-1202.
110. Bandwidth selection for kernel regression with correlated errors (with Y. K. Lee and Enno Mammen) Statistics, 44, 327-340.
111. Backfitting and smooth backfitting for additive quantile models (with Y. K. Lee, Enno Mammen) The Annals of Statistics, 38, 2857-2883.
(2011)
112. Testing in nonparametric varying coefficient additive models (with Jun H. Hwang and M. S. Park) Statistica Sinica, 21, 749-778
113. On convex boundary estimation (with Seok-Oh Jeong) Leopold Simar Festschrift, Springer, 189-200.
114. Semiparametric regression: efficiency gains from modeling the nonparametric part (with K. Yu and E. Mammen) Bernoulli, 17, 736-748.
(2012)
115. Projection-type estimation for varying coefficient regression models (with Y. K. Lee and Enno Mammen) Bernoulli, 18, 177-205.
116. Sparse estimation in functional linear regression (with E. R. Lee) Journal of Multivariate Analysis, 105, 1-17.
117. Principal component analysis in very high-dimensional space (with Y. K. Lee and E. R. Lee) Statistica Sinica, 22, 933-956.
118. Flexible generalized verying coefficient regression models (with Y. K. Lee and Enno Mammen). Annals of Statistics, 40, 1906-1933.
119. Correction: backfitting and smooth backfitting for additive quantile models (with Y. K. Lee and Enno Mammen). Annals of Statistics, 40, 2356-2357.
(2013)
120. On projection-type estimators of multivariate isotonic functions (with Abdelaati Daouia). Scandinavian Journal of Statistics, 40, 363-386.
121. Time-varying additive models for longitudinal data (with Xiaoke Zhang and Jane-Ling Wang). Journal of the American Statistical Association, 108, 938-998.
(2014)
122. Model selection via Bayesian information criterion for quantile regression models (E. R. Lee and H. Noh). Journal of the American Statistical Association, 109, 216-229.3.
123. Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables (with Seong J. Yang). Journal of Multivariate Analysis, 126, 100-113.
124. Backfitting and smooth backfitting in varying coefficient quantile regression (with Young Kyung Lee and Enno Mammen). Econometrics Journal, 17, 20-38.
125. Additive models: Extensions and related models (with Enno Mammen and Melanie Shienle). In Oxford Handbook of Applied Nonparametric and Semi-parametric Econometrics, Oxford University Press, 176-214.
126. Statistical analysis of nonparametric envelope estimators (with Seok-Oh Jeong and Kyunghee Han), 학술원논문집, 53, 23-47.
(2015)
127. Categorical data in local maximum likelihood: Theory and applications to productivity analysis (with Leopold Simar and Valentin Zelenyuk). Journal of Productivity Analysis, 43, 199-214.
128. Varying coefficient regression models: A review and new developments (with Enno Mammen, Young Kyung Lee and Eun Ryung Lee). International Statistical Review, 83, 36-64.
129. Rejoinder to "Varying coefficient regression models: A review and new developments"(with Enno Mammen, Young Kyung Lee and Eun Ryung Lee). International Statistical Review, 83, 72-76.
130. Asymptotics for in-sample density forecasting (with Young Kyung Lee, Enno Mammen and Jens P. Nielsen). Annals of Statistics, 43, 620-651.
(2016)
131. Data envelope fitting with constrained polynomial splines (with Daouia, Abdelaati and Noh, Hohsuk). Journal of the Royal Statistical Society, Series B, 78, 3-30.
(2017)
132. Operational time and in-sample density forecasting (with Young Kyung Lee, Enno Mammen and Jens P. Nielsen). Annals of Statistics, 45, 1312-1341.
133. A nonparametric approach to dynamic discrete choice models (with Leopold Simar, Valentin Zelenyuk). Computational Statistics and Data Analysis, 108, 97-120.
(2018)
134. Smooth backfitting for errors-in-variables additive models (with Kyunghee Han). Annals of Statistics, 46, 2216-2250.
135. Nonparametric additive regression. Proceedings of International Congress of Mathematicians 2018, Volume 3, 2979-3004.
136. Smooth backfitting for additive modeling with small errors-in-variables, with an application to additive functional regression for multiple predictor functions (with Kyunghee Han, Hans-Georg Mueller). Bernoulli, 24, 1233-1265.
137. Estimation of errors-in-variables partially linear additive models (with Eun Ryung Lee and Kyunghee Han). Statistica Sinica, 28, 2353-2373.
138. Singular additive models for function to function regression (with Garliver Chen, Wenwen Tao and Hans-Georg Mueller). Statistica Sinica, 28, 2497-2520.
139. In-sample forecasting: A brief review and new algorithms (with Young K. Lee, Enno Mammen and Jens P. Nielsen). Latin American Journal of Probability and Mathematical Statistics, 15, 875-895.
140. Time-dynamic varying coefficient models for longitudinal data (with Kyeongeun Lee, Young Kyung Lee and Seong J. Yang). Computational Statistics and Data Analysis, 123, 50-65.
141. Kernel excess mass test for multimodality (with Seonmi Lee and Woncheol Jang). Australian and New Zealand Journal of Statistics, 60, 115-131.
(2019)
142. Generalised additive dependency inflated models including aggregated covariate (with Young Kyung Lee, Enno Mammen and Jens P. Nielsen). Electronic Journal of Statistics, 13, 67-93.
(2020)
143. Additive functional regression for densities as responses (with Kyunghee Han, Hans-Georg Mueller). Journal of American Statistical Association, 115, 997-1010.
144. Additive regression with Hilbertian responses (with Jeong Min Jeon). Annals of Statistics, 48, 2671-2697.
145. Smooth backfitting for errors-in-variables varying coefficient regression models (with Kyunghee Han and Young K. Lee). Computational Statistics and Data Analysis, 145, 106909.
146. Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008) (with Leopold Simar and Valentin Zelenyuk). Empirical Economics, 58, 379-392.
147. Principal component analysis for Hilbertian functional data (with Dongwoo Kim and Young Kyung Lee). Communications for Statistical Applications and Methods, 27, 1-14.
148. Discussion to the paper by Dubey and Mueller (with Young Kyung Lee). Journal of Royal Statistical Society Series B, 82, 318-319.
149. Nonparametric regression with parametric help (with Young Kyung Lee, Enno Mammen and Jens P. Nielsen). Electronic Journal of Statistics, 14, 3845-3868.
(2021)
150. Additive regression with non-Euclidean responses and predictors (with Jeong Min Jeon and I. van Keilegom). Annals of Statistics. Accepted on January 7, 2021.
151. Additive regression for predictors of various natures and possibly incomplete Hilbertian responses (with Jeong Min Jeon and Ingrid van Keilegom). Electronic Journal of Statistics, 15, 1473-1548.
152. Intrinsic Hoelder classes of density functions on Riemannian manifolds and lower bounds to convergence rates (with Dohyeong Ki). Statistics and Probability Letters. https://doi.org/10.1016/j.spl.2020.108959.
153. Estimation of Hilbertian varying coefficient models (with Young Kyung Lee, Hyerim Hong and Dongwoo Kim). Statistics and Its Interface, in print (with discussion).
154. Bias reduction by projection on parametric models in Hilbertian nonparametric regression (with Young Kyung Lee, Hyerim Hong and Dongwoo Kim). Journal of Korean Statistical Society, in print.