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H. Lee and B. Ko, Valuing equity-indexed annuities with icicled barrier options, J. Korean Statist. Soc. 47 (2018), no. 3, 330-346. https://doi.org/10.1016/j.jkss.2018.04.001/
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Kwon S, Lee S, and Na O (2017). Tuning parameter selection for the adaptive lasso in the autoregressive model, Journal of the Korean Statistical Society, 46, 285-297./
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| 4 |
Na O (2017). Generalized information criterion for the ar model, Journal of the Korean Statistical Society, 46, 146-160./
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Kim JHT, Ahn S, and Ahn S (2017). Parameter estimation of the Pareto distribution using a pivotal quantity, Journal of the Korean Statistical Society, 46, 438-450./
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Seo B, Noh J, Lee T, and Yoon YJ (2017). Adaptive robust regression with continuous Gaussian scale mixture errors, Journal of the Korean Statistical Society, 46, 113-125./
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An, H., Won, S., and Yoo, J. K. (2017). Fused sliced average variance estimation, Journal of the Korean Statistical Society, 46, 623-628./
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Baek, J. W. and Moon, S. K. (2016), A productioninventory system with a Markovian service queue and lost sales, Journal of the Korean Statistical Society, 45(1), 14-24./
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Oh MS, Choi J, and Park ES (2016a). Bayesian variable selection in quantile regression using the savage-dickey density ratio, Journal of the Korean Statistical Society, 45, 466-476./
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Kim, Y. and Kim, D. H. (2016). An approximate liklihood function of spatial correlation parameters, Journal of the Korean Statistical Society, 45, 276-284./
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