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Minjo Kim

Observed name: Kim, Minjo
Observed institution: Seoul National University
OpenAlex ID: A5113843358
Nonlinear expectile regression with application to Value-at-Risk and expected shortfall estimation
2015 · Minjo Kim, Sangyeol Lee · Computational Statistics & Data Analysis · 61
On entropy-based goodness-of-fit test for asymmetric Student-tand exponential power distributions
2016 · Sangyeol Lee, Minjo Kim · Journal of Statistical Computation and Simulation · 13
On Entropy Test for Conditionally Heteroscedastic Location-Scale Time Series Models
2017 · Sangyeol Lee, Minjo Kim · Entropy · 6
LVC-Interoperation Development Framework for Acquiring High Reliable Cyber-Physical Weapon Systems
2013 · Sungjoo Kang, Minjo Kim, et al. · 한국통신학회논문지 · 5
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Bootstrap entropy test for general location-scale time series models with heteroscedasticity
2018 · Minjo Kim, Sangyeol Lee · Journal of Statistical Computation and Simulation · 4
Comparison of semiparametric methods to estimate VaR and ES
2016 · Minjo Kim, Sangyeol Lee · Korean Journal of Applied Statistics · 4
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Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations
2021 · Minjo Kim, Sangyeol Lee · Journal of Statistical Computation and Simulation · 2
Bootstrap entropy test for general location-scale time series models with heteroscedasticity
2018 · Kim, Minjo, Sangyeol Lee · Figshare
Inferences for Heteroscedastic Location-Scale Time Series Models with Application to VaR and ES Estimation
2016 · Minjo Kim · Seoul National University Open Repository (Seoul National University)
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Works count: 10
Citation count: 95
H-index: 4
I10-index: 2
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