E-LIB Suche - Ergebnisse für: PARK, BYEONG U.

1

Generalized parametric help in Hilbertian additive regressi..:

Moon, Seung Hyun ; Lee, Young Kyung ; Park, Byeong U.
Journal of the Korean Statistical Society. , 2024

Link: https://doi.org/10.1007/..

2

Hilbertian additive regression with parametric help:

Lee, Young Kyung ; Mammen, Enno ; Park, Byeong U.
Journal of Nonparametric Statistics. 35 (2023) 3 - p. 622-641 , 2023

Link: https://doi.org/10.1080/..

3

Partially Linear Additive Regression with a General Hilbert..:

Cho, Sungho ; Jeon, Jeong Min ; Kim, Dongwoo..
Journal of the American Statistical Association. 119 (2023) 546 - p. 942-956 , 2023

Link: https://doi.org/10.1080/..

4

Intrinsic Hölder classes of density functions on Riemannian..:

Ki, Dohyeong ; Park, Byeong U.
Statistics & Probability Letters. 169 (2021) - p. 108959 , 2021

Link: https://doi.org/10.1016/..

5

Smooth backfitting for errors-in-variables varying coeffici..:

Han, Kyunghee ; Lee, Young K. ; Park, Byeong U.
Computational Statistics & Data Analysis. 145 (2020) - p. 106909 , 2020

Link: https://doi.org/10.1016/..

6

ADDITIVE REGRESSION WITH HILBERTIAN RESPONSES:

Jeon, Jeong Min ; Park, Byeong U.
The Annals of Statistics. 48 (2020) 5 - p. 2671-2697 , 2020

Link: https://www.jstor.org/st..

7

Additive Functional Regression for Densities as Responses:

Han, Kyunghee ; Müller, Hans-Georg ; Park, Byeong U.
Journal of the American Statistical Association. 115 (2019) 530 - p. 997-1010 , 2019

Link: https://doi.org/10.1080/..

8

Forecasting of recessions via dynamic probit for time serie..:

Park, Byeong U. ; Simar, Léopold ; Zelenyuk, Valentin
Empirical Economics. 58 (2019) 1 - p. 379-392 , 2019

Link: https://doi.org/10.1007/..

9

Smooth backfitting for additive modeling with small errors-..:

HAN, KYUNGHEE ; MÜLLER, HANS-GEORG ; PARK, BYEONG U.
Bernoulli. 24 (2018) 2 - p. 1233-1265 , 2018

Link: https://www.jstor.org/st..

10

SINGULAR ADDITIVE MODELS FOR FUNCTION TO FUNCTION REGRESSIO:

Park, Byeong U. ; Chen, Chun-Jui ; Tao, Wenwen.
Statistica Sinica. 28 (2018) 4 - p. 2497-2520 , 2018

Link: https://www.jstor.org/st..

11

Kernel excess mass test for multimodality:

Lee, Seonmi ; Jang, Woncheol ; Park, Byeong U.
Australian & New Zealand Journal of Statistics. 60 (2018) 1 - p. 115-131 , 2018

Link: https://doi.org/10.1111/..

12

Time-dynamic varying coefficient models for longitudinal da..:

Lee, Kyeongeun ; Lee, Young K. ; Park, Byeong U..
Computational Statistics & Data Analysis. 123 (2018) - p. 50-65 , 2018

Link: https://doi.org/10.1016/..

13

ESTIMATION OF ERRORS-IN-VARIABLES PARTIALLY LINEAR ADDITIVE..:

Lee, Eun Ryung ; Han, Kyunghee ; Park, Byeong U.
Statistica Sinica. 28 (2018) 4 - p. 2353-2373 , 2018

Link: https://www.jstor.org/st..

14

SMOOTH BACKFITTING FOR ERRORS-IN-VARIABLES ADDITIVE MODELS:

Han, Kyunghee ; Park, Byeong U.
The Annals of Statistics. 46 (2018) 5 - p. 2216-2250 , 2018

Link: https://www.jstor.org/st..

15

OPERATIONAL TIME AND IN-SAMPLE DENSITY FORECASTING:

Lee, Young K. ; Mammen, Enno ; Nielsen, Jens P..
The Annals of Statistics. 45 (2017) 3 - p. 1312-1341 , 2017

Link: https://www.jstor.org/st..