Sookmyung Statistics
Professor
Noh, Hohsuk

RESEARCH & PUBLICATIONS
line
Research Interests
Statistical Learning
Productivity Analysis
Function Estimation
Dependence Modeling
Publications
1. International Journal
Jang, H., Kim, J.M. and Noh, H. (2023+) Vine Copula Granger Causality in Quantiles, Applied Economics, to appear.
Noh, H., Jang, H. and Yang, C. (2023+) Forecasting Korean Stock Returns with Machine Learning, Asia-Pacific Journal of Financial Studies, to appear.
Noh, H., Jang, H., Kim, K.H. and Kim, J.-M. (2023) Nonparametric Directional Dependence Estimation and Its Application to Cryptocurrency, Axiom, 12, 293.
Jang, H., Kim, J.M. and Noh, H. (2022) Vine Copula Granger Causality in Mean, Economic Modeling, 109, 105798.
Yang, Y., Lee, J.-E., Jeong, H.-Y., Shim, J.-Y., Baek, M.-J., Son, M.-J., Kim, Y.-J.,Noh, H. and Lim, K.-I. (2020). Alteration of gammaretroviral vector integration patterns by insertion of histone and leucine zipper into integrase, Biotechnology and Bioengineering, 117, 3924-3937
Noh, H. and Yang, S. J. (2020). Comparing groups of decision-making units in efficiency based on semiparametric regression, Mathematics, 8, 233.
Noh, H. and Van Keilegom, I. (2020). On Relaxing the Distributional Assumption of Stochastic Frontier Models, Journal of the Korean Statistical Society, 49,1–14.
Kim, G.-H., Oh, J.-W., Noh, H., Choi, H.,Oh, J., Lee, J.-H., Lin, M. and Nam, J.-M.(2019). Statistical Modeling of Ligand-Mediated Multimeric Nanoparticle Assembly, Journal of Physical Chemistry C, 123, 21195-21206.
Jang, Y.-H., Park, Y.-S., Nam, J.-S.,Ynag, Y., Lee J.-E., Lee, K.-H., Kang M.,Chialastri, A., Noh, H., Park, J., Lee, J.S. and Lim., K.-I. (2019). Nanotopography-based engineering of retroviral DNA integration patterns,Nanoscale, 11, 5693-5704.
Nam, J.-S., Lee, J., Lee, K.-H., Yang, Y., Kim, S.-H., Bae, G.-U., Noh, H. and Lim, K.-I. (2019). Shifting Retroviral Vector Integrations Away from Transcriptional Start Sites via DNA-Binding Protein Domain Insertion into Integrase, Molecular Therapy-Methods & Clinical Development, 12, 58-70.
Daouia, A., Noh, H. and Laurent, T. (2017). npbr: A Package for Nonparametric Boundary Regression in R, Journal of Statistical Software, 79, 1-43.
Neumeyer, N., Noh, H. and Van Keilegom, I. (2016). Heteroscedastic semiparametric transformation models: estimation and testing forvalidity, Statistica Sinica, 26, 925-954.
Daouia, A., Noh, H. and Park, B.U. (2016) Data Envelope Fitting with Constrained Polynomial Splines, Journal of the Royal Statistical Society-Series B, 78, 3-30.
Noh, H., El Ghouch, A. and Van Keilegom, I. (2015). Semiparametric Conditional Quantile Estimation through Copula-Based Multivariate Models, Journal of Business & Economic Statistics, 33, 167-178. (invited paper for JBES invited Session in JSM 2014)
Noh, H. (2014) Frontier Estimation using Kernel Smoothing with Data Transformation, Journal of the Korean Statistical Society, 43, 503-512.
Noh, H. and Lee, E. R. (2014). Component Selection in Additive Quantile Regression Models, Journal of the Korean Statistical Society, 43, 439-452.
Lee, E. R., Noh, H. and Park, B. U. (2014). Model Selection via Bayesian Information Criterion in Quantile Regression Models, Journal of the American Statistical Association, 109, 216-229.
Noh, H., El Ghouch, A. and Bouezmarni, T. (2013). Copula-based Regression Estimation and Inference, Journal of the American Statistical Association, 108, 676-688.
Noh, H., El Ghouch, A. and Van Keilegom, I. (2013). Quality of Fit measures in the Framework of Quantile Regression, Scandinavian Journal of Statistics, 40, 105-118.
Noh, H., El Ghouch, A. and Van Keilegom, I. (2013). Assessing Model Adequacy in Possibly Misspecified Quantile Regression, Computational Statistics and Data Analysis, 57, 558-569.
Noh, H. and Van Keilegom, I. (2012). Efficient Model Selection in Semivarying Coefficient Models, Electronic Journal of Statistics, 6, 2519-2534.
Noh, H., Chung, K. and Van Keilegom, I. (2012). Variable Selection of Varying Coefficient Models in Quantile Regression, Electronic Journal of Statistics, 6, 1220-1238.
Noh, H. and Park, B. U. (2010). Sparse Varying Coefficient Models for Longitudinal Data, Statistica Sinica, 20, 1183-1202.
 
2. Domestic Journal
Lee, M. and Noh, H. (2019). Prediction of arrhythmia using multivariate timeseries data, The Korean Journal of Applied Statistics, 32, 671–681
Cho, G. and Noh, H. (2018). Parallelism point selection in nested parallelism situations with focus on bandwidth selection problem, The Korean Journal of Applied Statistics, 31, 383-396.
Yoon, D. and Noh, H. (2017). Estimation of smooth monotone frontier function under stochastic frontier model, The Korean Journal of Applied Statistics, 30, 665-679.
Noh, H., Song J. and Cho, H. (2016). Visualization in the assessment of construct validity, The Korean Journal of Applied Statistics, 29, 381-388.
Noh, H. and Kwon, S. H. (2011). Penalty Conditions Guaranteeing Oracle Property for Penalized Estimator, Quantitative Bio-Science, 30, 129-134.
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