1990

Comparison of data-driven bandwidth selectors (with J.S. Marron). Journal of the American Statistical Association, 85, 66-72

Comparison of data-driven bandwidth selectors (with J.S. Marron). Journal of the American Statistical Association, 85, 66-72 (1990).

Efficient estimation in the two sample semiparametric location-scale model. Probability Theory and Related Fields, 86, 21-39 (1990).

Asymptotic minimax estimation in semiparametric models. Probability Theory and Related Fields, 88, 107-120 (1991).

A simple root n bandwidth selector (with M.C. Jones and J.S. Marron). The Annals of Statistics, 19, 1919-1932 (1991). 

Smoothed cross-validation (with P. Hall and J.S. Marron). Probability Theory and Related Fields, 92, 1-20 (1992).

A cross-validatory choice of smoothing parameter in adaptive location estimation. Journal of the American Statistical Association, 88, 848-854 (1993).

Efficient semiparametric estimation in stochastic frontier model (with L. Simar). Journal of the American Statistical Association, 89, 929-936 (1994).

Versions of kernel-type regression estimators (with M.C. Jones and S.J. Davies). Journal of the American Statistical Association, 89, 825-832 (1994).

Estimation of non-sharp support boundaries (with W. Haerdle and A.B. Tsybakov). Journal of Multivariate Analysis, 55, 205-218 (1995).

Simple transformation techniques for improved nonparametric regression (with W.C. Kim,  D. Ruppert, M.C. Jones, R. Kohn and D.F. Signorini). Scandinavian Journal of Statistics, 24, 145-163 (1997).

A note on design transformation and binning in nonparametric curve estimation (with P. Hall and B. Turlach). Biometrika, 85, 469-476 (1998).

Stochastic panel frontiers : a semiparametric approach (with R.C. Sickles and L. Simar). Journal of Econometrics, 84, 273-301 (1998).

A note on the convergence of nonparametric DEA estimators for production efficiency scores (with A. Kneip and L. Simar). Econometric Theory, 14, 783-793 (1998).

On polynomial estimators of frontiers and boundaries (with P. Hall and S. Stern). Journal of Multivariate Analysis, 66, 71-98 (1998).

On estimation of monotone and concave frontier functions (with I. Gijbels, E. Mammen and L. Simar). Journal of the American Statistical Association, 94, 220-228 (1999).

The FDH estimator for productivity efficiency scores: Asymptotic properties (with L. Simar and Ch. Weiner). Econometric Theory, 16, 855-877 (2000).

New methods for bias correction at endpoints and boundaries (with P. Hall). The Annals of Statistics, 30, 1460-1479 (2002).

On local likelihood density estimation (with W.C. Kim and M.C. Jones). The Annals of Statistics, 30, 1480-1495 (2002).

Rolling-ball method for estimating the boundary of the support of a point-process intensity (with P. Hall and B. Turlach). Annales de l’Institut Henri Poincare-Probabilites et Statistiques, 38, 959-971 (2002).

Semiparametric efficient estimation of AR(1) panel data models (with R.C. Sickles and L. Simar). Journal of Econometrics, 117, 279-309 (2003).

Nonparametric detection of correlated errors (with T. Y. Kim, D. Kim and D. G. Simpson). Biometrika, 91, 491-496 (2004).

Bandwidth choice for local polynomial estimation of smooth boundaries (with P. Hall). Journal of Multivariate Analysis, 91, 240-261 (2004).

Bandwidth selection for smooth backfitting in additive models (with E. Mammen). The Annals of Statistics, 33, 1260-1294 (2005).

A simple smooth backfitting method for additive models (with E. Mammen). The Annals of Statistics, 34, 2252-2271 (2006).

Estimation and testing for varying coefficients in additive models with marginal integration (with L. Yang, Lan Xue and W. Härdle). Journal of the American Statistical Association, 101, 1212-1227 (2006).

Large Sample Approximation of the Distribution for Convex-Hull Estimators of Boundaries (with S.-O. Jeong). Scandinavian Journal of Statistics, 33, 139-151 (2006).

A simple estimator of error correlation in nonparametric regression models (with T. Y. Kim, Y. K. Lee, and C. Park). Scandinavian Journal of Statistics, 33, 451-462 (2006).

Semiparametric efficient estimation of dynamic panel data models (with R. C. Sickles and L. Simar). Journal of Econometrics, 136, 281-301 (2007).

Nonparametric stochastic frontiers: a local maximum likelihood approach (with S. K. Kumbhakar, L. Simar and E. G. Tsionas). Journal of Econometrics, 137, 1-27 (2007).

A method for projecting functional data onto a low-dimensional space (with P. Hall and Y. K. Lee). Journal of Computational and Graphical Statistics,16, 799-812 (2007).

Smooth backfitting in generalized additive models (with K. Yu. and E. Mammen). The Annals of Statistics, 36, 228-260 (2008).

Choice of neighbour order in nearest-neighbour classification (with P. Hall and R. Samworth). The Annals of Statistics, 36, 2135-2152 (2008).

Local likelihood estimation of truncated regression and its partial derivatives: Theory and application (with L. Simar and V. Zelenyuk). Journal of Econometrics, 146, 185-198 (2008).

Time series modelling with semiparametric factor dynamics (with S. Borak, Wolfgang Hardle and Enno Mammen). Journal of the American Statistical Association, 104, 284-298 (2009).

Bootstrap-based penalty choice for the lasso, achieving oracle performance (with P. Hall, E. R. Lee). Statistica Sinica, 19, 449-471 (2009).

Tie-respecting bootstrap methods for estimating distributions of set and functions of eigenvalues (with P. Hall, Y. K. Lee, D. Paul). Bernoulli, 15, 380-401 (2009).

L_2-boosting in kernel regression (with Y. K. Lee and S. Ha). Bernoulli, 15, 599-613 (2009).

Practically applicable central limit theorem for spatial statistics (with T.Y. Kim, J.-S. Park and S.Y. Hwang). Mathematical Geosciences, 41, 555-569 (2009).

Using bimodal kernel for inference in nonparametric regression with correlated errors (with T. Y. Kim and M. S. Moon). Journal of Multivariate Analysis, 100, 1487-1497 (2009).

Asymptotic distribution of conical-hull estimators of directional edges (with Seok-Oh Jeong and Leopold Simar). The Annals of Statistics, 38, 1320-1340 (2010).

Sparse varying coefficient models for longitudinal data (with Hoh Suk Noh). Statistica Sinica, 20, 1183-1202 (2010).

Backfitting and smooth backfitting for additive quantile models (with Y. K. Lee, Enno Mammen) The Annals of Statistics, 38, 2857-2883 (2010).

Testing in nonparametric varying coefficient additive models (with Jun H. Hwang and M. S. Park). Statistica Sinica, 21, 749-778 (2011).

Semiparametric regression: efficiency gains from modeling the nonparametric part (with K. Yu and E. Mammen). Bernoulli, 17, 736-748 (2011).

Projection-type estimation for varying coefficient regression models (with Y. K. Lee and Enno Mammen). Bernoulli, 18, 177-205 (2012).

Principal component analysis in very high-dimensional space (with Y. K. Lee and E. R. Lee). Statistica Sinica, 22, 933-956 (2012).

Flexible generalized varying coefficient regression models (with Y. K. Lee and Enno Mammen). Annals of Statistics, 40, 1906-1933 (2012).

Sparse estimation in functional linear regression (with E. R. Lee). Journal of Multivariate Analysis, 105, 1-17 (2012).

On projection-type estimators of multivariate isotonic functions (with Abdelaati Daouia). Scandinavian Journal of Statistics, 40, 363-386 (2013).

Time-varying additive models for longitudinal data (with Xiaoke Zhang and Jane-Ling Wang). Journal of the American Statistical Association, 108, 983-998 (2013).

Model selection via Bayesian information criterion for quantile regression models (with E. R. Lee and H. Noh). Journal of the American Statistical Association, 109, 216-229 (2014).

Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables (with Seong J. Yang). Journal of Multivariate Analysis, 126, 100-113 (2014).

Backfitting and smooth backfitting in varying coefficient quantile regression (with Y. K. Lee and Enno Mammen). Econometrics Journal, 17, 20-38 (2014).

Asymptotics for in-sample density forecasting (with Y. K. Lee, Enno Mammen and Jens P. Nielsen). Annals of Statistics, 43, 620-651 (2015).

Varying coefficient regression models: A review and new developments (with Enno Mammen, Young Kyung Lee and Eun Ryung Lee). International Statistical Review, 83, 36-76 (with discussion and rejoinder, 2015).

Data envelope fitting with constrained polynomial splines (with Daouia, Abdelaati and Noh, Hohsuk). Journal of Royal Statistical Society, Series B, 78, 3-30 (2016).

Operational time and in-sample density forecasting (with Y. K. Lee, Enno Mammen and Jens P. Nielsen). Annals of Statistics, 45, 1312-1341 (2017).

Smooth backfitting for errors-in-variables additive models (with K. Han). Annals of Statistics, 46, 2216-2250 (2018).

Smooth backfitting for additive modeling with small errors-in-variables, with an application to additive functional regression for multiple predictor functions (with K. Han, Hans-Georg Mueller). Bernoulli, 24, 1233-1265 (2018).

Estimation of errors-in-variables partially linear additive models (with E. R. Lee and K. Han). Statistica Sinica, 28, 2353-2373 (2018).

Singular additive models for function to function regression (with Garliver Chen, Wenwen Tao and Hans-Georg Mueller). Statistica Sinica, 28, 2497-2520 (2018).

Time-dynamic varying coefficient models for longitudinal data (with Kyeongeun Lee, Young Kyung Lee and Seong J. Yang). Computational Statistics and Data Analysis,123, 50-65 (2018).

Generalised additive dependency inflated models including aggregated covariate (with Y. K. Lee, Enno Mammen and Jens P. Nielsen). Electronic Journal of Statistics, 13, 67-93 (2019).

Additive functional regression for densities as responses (with K. Han, Hans-Georg Mueller). Journal of American Statistical Association, 115, 997-1010 (2020).

Additive regression with Hilbertian responses (with J. M. Jeon). Annals of Statistics, 48, 2671-2697 (2020).

Nonparametric regression with parametric help (with Y. K. Lee, E. Mammen and J. P. Nielsen). Electronic Journal of Statistics, 14, 3845-3868 (2020).

Smooth backfitting for errors-in-variables varying coefficient regression models (with Kyunghee Han and Young K. Lee). Computational Statistics and Data Analysis. https://doi.org/10.1016/j.csda.2019.106909(2020).

Intrinsic Hoelder classes of density functions on Riemannian manifolds and lower bounds to convergence rates (with Dohyeong Ki). Statistics and Probability Letters. https://doi.org/10.1016/j.spl.2020.108959(2021).

Additive regression for predictors of various natures and possibly incomplete Hilbertian responses (with Jeong Min Jeon and Ingrid van Keilegom). Electronic Journal of Statistics, 15, 1473-1548 (2021).

Additive regression for non-Euclidean responses and predictors (with Jeong Min Jeon and I. van Keilegom). Annals of Statistics, 49, 2611-2641 (2021).

Locally polynomial Hilbertian additive regression (with Jeong Min Jeon, Young Kyung Lee and E. Mammen). Bernoulli, 28, 2034–2066. (2022)

Nonparametric regression on Lie groups with measurement errors (with Jeong Min Jeon and I. van Keilegom). Annals of Statistics, 50, 2973-3008. (2022)

Additive models for symmetric positive-definite matrices and Lie groups (with Z. Lin and H.-G. Mueller). Biometrika, in print. (2023)