3 citations · 3 across the 3 of their papers we have counts for
3 papers
stat.ME2019
A robust approach for testing parameter change in Poisson autoregressive models
Jiwon Kang, Junmo Song
Parameter change test has been an important issue in time series analysis. The problem has also been actively explored in the field of integer-valued time series, but the testing i…
math.ST2019★ 3 cited
Test for parameter change in the presence of outliers: the density power divergence based approach
Junmo Song, Jiwon Kang
This study considers the problem of testing for a parameter change in the presence of outliers. For this, we propose a robust test using the objective function of minimum density p…
stat.ME2015
Robust Estimation in Stochastic Frontier Models
Junmo Song, Dong-hyun Oh, Jiwon Kang
This study proposes a robust estimator for stochastic frontier models by integrating the idea of Basu et al. [1998, Biometrika 85, 549-559] into such models. We verify that the sug…