Song, Junmo; Kang, Jiwon Test for parameter change in the presence of outliers: the density power divergence-based approach. (English) Zbl 07493337 J. Stat. Comput. Simulation 91, No. 5, 1016-1039 (2021). MSC: 62M10 62F03 62F35 62-XX PDFBibTeX XMLCite \textit{J. Song} and \textit{J. Kang}, J. Stat. Comput. Simulation 91, No. 5, 1016--1039 (2021; Zbl 07493337) Full Text: DOI arXiv
Song, Junmo Sequential change point test in the presence of outliers: the density power divergence based approach. (English) Zbl 1472.62131 Electron. J. Stat. 15, No. 1, 3504-3550 (2021). MSC: 62L10 62G10 62G32 62G35 62M10 PDFBibTeX XMLCite \textit{J. Song}, Electron. J. Stat. 15, No. 1, 3504--3550 (2021; Zbl 1472.62131) Full Text: DOI arXiv
Kim, Byungsoo; Song, Junmo; Baek, Changryong Robust test for structural instability in dynamic factor models. (English) Zbl 1469.62341 Ann. Inst. Stat. Math. 73, No. 4, 821-853 (2021). MSC: 62M10 62G10 62G35 62H35 62P10 PDFBibTeX XMLCite \textit{B. Kim} et al., Ann. Inst. Stat. Math. 73, No. 4, 821--853 (2021; Zbl 1469.62341) Full Text: DOI
Song, Junmo Robust test for dispersion parameter change in discretely observed diffusion processes. (English) Zbl 1507.62159 Comput. Stat. Data Anal. 142, Article ID 106832, 17 p. (2020). MSC: 62-08 62M02 60J60 62P05 PDFBibTeX XMLCite \textit{J. Song}, Comput. Stat. Data Anal. 142, Article ID 106832, 17 p. (2020; Zbl 1507.62159) Full Text: DOI arXiv
Song, Junmo; Oh, Dong-hyun; Kang, Jiwon Robust estimation in stochastic frontier models. (English) Zbl 1467.62017 Comput. Stat. Data Anal. 105, 243-267 (2017). MSC: 62-08 PDFBibTeX XMLCite \textit{J. Song} et al., Comput. Stat. Data Anal. 105, 243--267 (2017; Zbl 1467.62017) Full Text: DOI arXiv