Byeong U. Park

According to our database, Byeong U. Park authored at least 8 papers between 2009 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2026

Functional lasso kernel smoothing for additive regression with interaction effects.

Young Kyung Lee, Enno Mammen, Seung Hyun Moon, Byeong U. Park

J. Multivar. Anal., 2026

2020

Smooth backfitting for errors-in-variables varying coefficient regression models.

Kyunghee Han, Young K. Lee, Byeong U. Park

Comput. Stat. Data Anal., 2020

2018

Time-dynamic varying coefficient models for longitudinal data.

Kyeong Eun Lee, Young K. Lee, Byeong U. Park, Seong J. Yang

Comput. Stat. Data Anal., 2018

2017

Nonparametric estimation of dynamic discrete choice models for time series data.

Byeong U. Park, Léopold Simar, Valentin Zelenyuk

Comput. Stat. Data Anal., 2017

2014

Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables.

Seong J. Yang, Byeong U. Park

J. Multivar. Anal., 2014

2012

Sparse estimation in functional linear regression.

Eun Ryung Lee, Byeong U. Park

J. Multivar. Anal., 2012

2010

Nonparametric conditional efficiency measures: asymptotic properties.

Seok-Oh Jeong, Byeong U. Park, Léopold Simar

Ann. Oper. Res., 2010

2009

Using bimodal kernel for inference in nonparametric regression with correlated errors.

Tae Yoon Kim, Byeong U. Park, Myung Sang Moon, Chiho Kim

J. Multivar. Anal., 2009