Byeong Park
#176,603
Most Influential Person Now
South Korean statistician
Byeong Park's AcademicInfluence.com Rankings
Byeong Parkmathematics Degrees
Mathematics
#7931
World Rank
#10778
Historical Rank
Statistics
#1058
World Rank
#1161
Historical Rank

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Mathematics
Byeong Park's Degrees
- PhD Statistics Seoul National University
- Masters Statistics Seoul National University
- Bachelors Statistics Seoul National University
Why Is Byeong Park Influential?
(Suggest an Edit or Addition)According to Wikipedia, Byeong Uk Park is a South Korean statistician working in structured nonparametric regression, semiparametric inference and non-Euclidean data analysis. He is Professor of Statistics at the Seoul National University.
Byeong Park's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Comparison of data-driven bandwith selectors (1988) (506)
- A NOTE ON THE CONVERGENCE OF NONPARAMETRIC DEA ESTIMATORS FOR PRODUCTION EFFICIENCY SCORES (1998) (400)
- Choice of neighbor order in nearest-neighbor classification (2008) (296)
- Nonparametric stochastic frontiers: A local maximum likelihood approach (2007) (239)
- On estimation of monotone and concave frontier functions (1999) (233)
- Smoothed cross-validation (1992) (232)
- THE FDH ESTIMATOR FOR PRODUCTIVITY EFFICIENCY SCORES (2000) (215)
- Nonparametric conditional efficiency measures: asymptotic properties (2010) (153)
- A simple root n bandwidth selector (1991) (139)
- Model Selection via Bayesian Information Criterion for Quantile Regression Models (2014) (130)
- Efficient Semiparametric Estimation in a Stochastic Frontier Model (1994) (120)
- Versions of Kernel-Type Regression Estimators (1994) (118)
- Varying Coefficient Regression Models: A Review and New Developments (2015) (112)
- Time Series Modelling With Semiparametric Factor Dynamics (2007) (105)
- A Note on the Convergence of Nonparametric DEA Efficiency Measures (1996) (104)
- Estimation of non-sharp support boundaries (1995) (85)
- Smooth backfitting in generalized additive models (2008) (83)
- ASYMPTOTIC DISTRIBUTION OF CONICAL-HULL ESTIMATORS OF DIRECTIONAL EDGES (2010) (78)
- Semiparametric efficient estimation of dynamic panel data models (2007) (72)
- Semiparametric efficient estimation of AR(1) panel data models. (2003) (72)
- Local likelihood estimation of truncated regression and its partial derivatives: theory and application (2008) (72)
- Bandwidth selection for smooth backfitting in additive models (2005) (72)
- New methods for bias correction at endpoints and boundaries (2002) (64)
- On Polynomial Estimators of Frontiers and Boundaries (1998) (59)
- Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration (2005) (54)
- SPARSE VARYING COEFFICIENT MODELS FOR LONGITUDINAL DATA (2010) (51)
- FDH Efficiency Scores from a Stochastic Point of View (1997) (49)
- Time-Varying Additive Models for Longitudinal Data (2013) (47)
- Flexible generalized varying coefficient regression models (2012) (45)
- Backfitting and smooth backfitting for additive quantile models (2010) (44)
- On the use of pilot estimators in bandwidth selection (1992) (43)
- Cook's distance in local polynomial regression (2001) (39)
- A simple smooth backfitting method for additive models (2006) (37)
- Sparse estimation in functional linear regression (2012) (36)
- Estimation of Kullback–Leibler Divergence by Local Likelihood (2006) (36)
- Semi-parametric regression: Efficiency gains from modeling the nonparametric part (2011) (32)
- BOOTSTRAP-BASED PENALTY CHOICE FOR THE LASSO , ACHIEVING ORACLE PERFORMANCE (2009) (30)
- Categorical data in local maximum likelihood: theory and applications to productivity analysis (2015) (29)
- Asymptotically best bandwidth selectors in kernel density estimation (1994) (28)
- Stochastic Frontiers: A Semiparametric Approach (1993) (28)
- Influence diagnostics in semiparametric regression models (2002) (27)
- Projection-type estimation for varying coefficient regression models (2012) (26)
- PRINCIPAL COMPONENT ANALYSIS IN VERY HIGH-DIMENSIONAL SPACES (2012) (24)
- Additive Functional Regression for Densities as Responses (2020) (23)
- Asymptotics for in-sample density forecasting (2015) (22)
- A note on design transformation and binning in nonparametric curve estimation (1998) (22)
- Additive Models: Extensions and Related Models. (2012) (21)
- B-spline deconvolution based on the EM algorithm (1996) (21)
- Data envelope fitting with constrained polynomial splines (2016) (21)
- Special issue on functional data analysis (2017) (21)
- Bandwidth choice for local polynomial estimation of smooth boundaries (2004) (20)
- Using bimodal kernel for inference in nonparametric regression with correlated errors (2009) (20)
- Local likelihood method: a bridge over parametric and nonparametric regression (2003) (19)
- Large Sample Approximation of the Distribution for Convex‐Hull Estimators of Boundaries (2006) (19)
- A Simple Estimator of Error Correlation in Non‐parametric Regression Models (2006) (19)
- Likelihood-Based Local Polynomial Fitting for Single-Index Models (2002) (18)
- Bezier curve smoothing of the Kaplan-Meier estimator (2003) (17)
- Additive regression with Hilbertian responses (2020) (16)
- Nonparametric estimation of dynamic discrete choice models for time series data (2017) (16)
- Smoothing techniques via the bezier curve (1999) (16)
- Semiparametric E ¢ cient Estimation of AR ( 1 ) Panel Data Models ¤ (2000) (15)
- Practically Applicable Central Limit Theorem for Spatial Statistics (2009) (14)
- Operational time and in-sample density forecasting (2017) (13)
- Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues (2009) (13)
- On local likelihood density estimation (2002) (12)
- Smooth backfitting for additive modeling with small errors-in-variables, with an application to additive functional regression for multiple predictor functions (2018) (12)
- Non-parametric hazard function estimation using the Kaplan–Meier estimator (2005) (12)
- Efficient estimation in the two-sample semiparametric location-scale models (1990) (11)
- A Method for Projecting Functional Data Onto a Low-Dimensional Space (2007) (11)
- Optimal smoothing in adaptive location estimation (1997) (11)
- Nonparametric detection of correlated errors (2004) (10)
- Semiparametric EÆcient Estimation of Dynamic Panel Data Models (2003) (10)
- On Projection‐type Estimators of Multivariate Isotonic Functions (2013) (10)
- Comments on: Panel data analysis—advantages and challenges (2007) (9)
- Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables (2014) (9)
- Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data (2005) (9)
- Conditional quantile estimation by local logistic regression (2006) (9)
- A Cross-Validatory Choice of Smoothing Parameter in Adaptive Location Estimation (1993) (9)
- Backfitting and Smooth Backfitting in Varying Coefficient Quantile Regression (2014) (8)
- ROLLING-BALL METHOD FOR ESTIMATING THE BOUNDARY OF THE SUPPORT OF A POINT-PROCESS INTENSITY (2002) (8)
- An empirical investigation of the shifted power transformation method in density estimation (1992) (8)
- Additive regression for non-Euclidean responses and predictors (2021) (8)
- Skewing and Generalized Jackknifing in Kernel Density Estimation (2003) (7)
- Smoothing Techniques for the Bivariate Kaplan–Meier Estimator (2005) (7)
- Local maximum likelihood techniques with categorical data (2010) (7)
- Estimation of Errors-in-Variables Partially Linear Additive Models (2018) (6)
- On local likelihood density estimation when the bandwidth is large (2006) (6)
- Additive Models for Symmetric Positive-Definite Matrices, Riemannian Manifolds and Lie groups (2020) (5)
- Smooth backfitting for errors-in-variables additive models (2018) (5)
- Bandwidth selection for kernel regression with correlated errors (2010) (4)
- Limit Distribution of Convex-Hull Estimators of Boundaries (2004) (4)
- On identity reproducing nonparametric regression estimators (1997) (4)
- Locally polynomial Hilbertian additive regression (2022) (4)
- Time-dynamic varying coefficient models for longitudinal data (2018) (4)
- Singular Additive Models for Function to Function Regression (2018) (4)
- On estimating integrated squared spectral density derivatives (1995) (3)
- Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008) (2019) (3)
- CHOICE OF NEIGHBOUR ORDER FOR NEAREST-NEIGHBOUR CLASSIFICATION RULE (3)
- Principal component analysis for Hilbertian functional data (2020) (3)
- Estimation of integrated squared spectral density derivatives (1991) (3)
- Corrigendum to "Semiparametric-efficient estimation of AR(1) panel data models": [J. Econom. 117 (2003) 279-309] (2003) (3)
- Asymptotic minimax estimation in semiparametric models (1991) (3)
- Nonparametric Estimation of Production Efficiency (2006) (2)
- A simple and effective bandwidth selector for local polynomial quasi-likelihood regression (2007) (2)
- Testing increasing dispersion (1995) (2)
- TESTING IN NONPARAMETRIC VARYING COEFFICIENT ADDITIVE MODELS (2011) (2)
- Behaviour of Kernel Density Estimates and Bandwidth Selectors for Contaminated Data Sets (1996) (1)
- Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008) (2019) (1)
- Nonparametric regression on Lie groups with measurement errors (2022) (1)
- On estimating the slope of increasing boundaries (2001) (1)
- On Convex Boundary Estimation (2011) (1)
- Test of Purchasing Power Parity for Korean Exchange Rate: Sign Unit Root Test (2004) (1)
- Note from the Korean Statistical Society and Elsevier (2008) (1)
- Smooth backfitting for errors-in-variables varying coefficient regression models (2020) (0)
- Centre for Efficiency and Productivity Analysis Working Paper Series No . WP 14 / 2010 Local Maximum Likelihood Techniques with Categorical Data (2011) (0)
- NONPARAMETRIC ADDITIVE REGRESSION (2019) (0)
- Local asymptotic normality for independent not identically distributed observations in semiparametric models (1987) (0)
- Categorical data in local maximum likelihood: theory and applications to productivity analysis (2014) (0)
- Nonparametric estimation of reliability function using the kernel density estimation method (1994) (0)
- Asymptotically efficient estimators of location and scale parameters in the two-sample semiparametric location-scale model (1987) (0)
- In Memory of Professor Peter Gavin Hall, 1951–2016 (2016) (0)
- Revisiting Forecasting of Recessions via Dynamic Probit for Time Series by Kauppi and Saikkonen (2008) (2017) (0)
- Special issue on “Papers inspired by the inaugural IMS Asia–Pacific Rim Meeting” (2010) (0)
- Editor’s report for the year 2008 (2009) (0)
- Non-Parametric Approach to Dynamic Time Series Discrete Choice Models (2013) (0)
- Nonparametric Discrete Choice Models for Time Series : Theory and Application to Predicting Recessions (2014) (0)
- Intrinsic Hölder classes of density functions on Riemannian manifolds and lower bounds to convergence rates (2021) (0)
- ffi cient Estimation of AR ( 1 ) Panel Data Models ∗ (2003) (0)
- Rejoinder (2015) (0)
- On an efficient smoothing parameter selector proposed by Hall and Johnstone (1991) (0)
- Kernel excess mass test for multimodality (2018) (0)
- Smoothing Parameter Selection in Nonparametric Spectral Density Estimation (1995) (0)
- Additive regression for predictors of various natures and possibly incomplete Hilbertian responses (2021) (0)
- Corrigendum to "Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data": [Computational Statistics and Data Analysis 49/4 (2005) 1192-1204] (2006) (0)
- Online Supplement: Additive Functional Regression for Densities as Responses (2019) (0)
- Generalised additive dependency inflated models including aggregated covariates (2019) (0)
- Exponential Concentration for Geometric-Median-of-Means in Non-Positive Curvature Spaces (2022) (0)
- LOCAL ASYIIPfOTIC NORMALITY FOR INIEPENDENT N<Jf IDENTICAlLY DIsrRIBUfEI) OBSERVATIafS IN SEIIIPARAJIETRIC JfDDELS (1987) (0)
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