Accepted

Partially linear quantile regression for longitudinal studies

Kim, S. and Cho, H. (2018) Electronic Journal of Statistics. To appear.

Model specification test in a semiparametric regression model for longitudinal data

Cho, H. and Kim, S. (2017) Journal of Multivariate Analysis, To appear.

A nonparametric hypothesis test for heteroscedasticity in multiple regression models

Zambom, Z.A. and Kim, S. (2017) Canadian Journal of Statistics, To appear.

Lag selection and model validation in nonparametric autoregressive conditional heteroscedastic models

Zambom, Z.A. and Kim, S. (2017) Journal of Statistical Planning and Inference, To appear.

Marginal quantile regression accounting for association across multiple quantiles

Cho, H., Kim, S. and Kim, M.O. (2017) Journal of Multivariate Analysis, 155, 334-343.

A nonparametric hypothesis test for heteroscedasticity

Kim, S. and Zambom, Z.A. (2016) Journal of Nonparametric Statistics, 28, 752-767.

Hypothesis testing for ARCH models: a multiple quantile regressions approach

Kim, S. (2015) Journal of Time Series Analysis, 36, 26-38.

Nonparametric functional central limit theorem for time series with application to self-normalized confidence interval

Kim, S., Zhao, Z. and Shao, X. (2015) Journal of Multivariate Analysis, 133, 277–290.

Specification test for Markov models with measurement errors

Kim, S. and Zhao, Z. (2014) Journal of Multivariate Analysis, 130, 118–133.

Unified inference for sparse and dense longitudinal models

Kim, S. and Zhao, Z. (2013) Biometrika, 100, 203–212.

Submitted (*: Students)

Initial severity-dependent longitudinal model in application to a randomized controlled trial of women with depression

Kim, S., Cho, H. and Zhang X., submitted to Journal of Multivariate Analysis.

Efficient estimation for time-varying coefficient longitudinal models

Kim, S., Zhao, Z and Xiao, Z., Revision invited Journal of Nonparametric Statistics.

Predictive Modeling of Obesity Prevalence for the United States Population

*Palma, D., Kim, S. and Miljkovic, T., Revision invited North American Actuarial Journal.

In preparation

Adjusting a varying breakpoint in piecewise regression models for longitudinal data

Cho, H., Kim, S. and Lee, M.

Novel bivariate varying coefficient model in longitudinal studies

Kim, S., Cho, H. and Kim, M.

Nonparametric estimation of bivariate rank-tracking probabilities in longitudinal studies

Kim, S., Cho, H. and Wu, C.

Quantile regression for locally stationary autoregressive model

Kim, S., Zhao, Z. and Xu, Z.

Health and Retirement Study Health and Retirement Study

McLaughlin, S. and Kim, S.

Initial dependent growth curve model for longitudinal data

*Niu, X., Cho, H. and Kim, S.

Variable length Markov chain with exogenous covariates

Zambom, Z.A. and Kim, S.