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Issue DateTitleAuthor(s)Type
2002Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reverisble jump Markov chain Monte Carlo approach오만숙; 신동완Article
2014Korean, Japanese, and Chinese populations featured similar genes encoding drug-metabolizing enzymes and transporters: A DMET Plus microarray assessment신동완Article
2014Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models유재근Article
2001Bayesian Multidimensional Scaling and Choice of Dimension오만숙Article
2014Modeling and forecasting realized volatilities of korean financial assets featuring long memory and asymmetry신동완Article
2001Testing for one-sided group effects in repeated measures study신동완Article
2003Bayesian analysis of proportional hazard models김용대Article
2010Reliability of a system subject to a random shock process차지환Conference Paper
2001An invariant sign test for random walks based on recursive median adjustment소병수; 신동완Article
2001A permutation test for nonindependent matched pair data강승호Review
2014Block bootstrapping for kernel density estimators under ψ-weak dependence신동완; 황은주Article
2014On some conditional characteristics of hazard rate processes induced by external shocks차지환Article
2002Recursive mean adjustment and tests for nonstationarities소병수; 신동완Article
2002Asymptotic efficiency of the ordinary least squares estimator for regressions with unstable regressors오만숙; 신동완Article
2002A new kernel for long-run variance estimates in seasonal time series models오만숙; 신동완Article
2004M-estimation for regressions with integrated regressors and ARMA errors이외숙; 신동완Article
2001Tests for asymmetry in possibly nonstationary time series data이외숙; 신동완Article
2001Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators소병수; 신동완Article
2001A note on stationarity of the MTAR process on the boundary of the stationarity region이외숙; 신동완Article
2012On generalized shot noise-type stochastic failure model차지환Conference Paper

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