75 citations
- Seoul National UniversityKR3 papers
- Academia SinicaTW1 paper
- Chiba UniversityJP1 paper
- Institute of Brain and Blood VesselsJP1 paper
- Institute of Chemistry, Academia SinicaTW1 paper
- Institute of Physics, Academia SinicaTW1 paper
- Japan Atomic Energy AgencyJP1 paper
- Japan Synchrotron Radiation Research InstituteJP1 paper
- Kansai Institute for Photon ScienceJP1 paper
- Konan UniversityJP1 paper
- Kyoto UniversityJP1 paper
- Kyoto University of EducationJP1 paper
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math.ST2009★ 19 cited
Test for tail index change in stationary time series with Pareto-type marginal distribution
Moosup Kim, Sangyeol Lee
The tail index, indicating the degree of fatness of the tail distribution, is an important component of extreme value theory since it dominates the asymptotic distribution of extre…
math.ST2008★ 75 cited
Smooth backfitting in generalized additive models
Kyusang Yu, Byeong U. Park, Enno Mammen
Generalized additive models have been popular among statisticians and data analysts in multivariate nonparametric regression with non-Gaussian responses including binary and count…