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)

Nonparametric conditional efficiency measures: asymptotic properties. - Seok-Oh Jeong; Byeong U. Park; Léopold Simar (Ann. Oper. Res., 2010)

Sparse estimation in functional linear regression. - Eun Ryung Lee; Byeong U. Park (J. Multivar. Anal., 2012)

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)

Nonparametric estimation of dynamic discrete choice models for time series data. - Byeong U. Park; Léopold Simar; Valentin Zelenyuk (Comput. Stat. Data Anal., 2017)

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)

Smooth backfitting for errors-in-variables varying coefficient regression models. - Kyunghee Han; Young K. Lee; Byeong U. Park (Comput. Stat. Data Anal., 2020)