1. Refereed Journal Publications

 

Title

With

Status

Modifying Weighted Kaplan-Meier Test for Two-Sample Survival Comparison

Eun-Joo Lee (Millikin U.)

European Journal of Mathematics and Statistics, 3, 51-58, 2022

 

Spatiotemporal Evaluation of Water Quality and Risk Assessment of Heavy Metals in the Northern Caspian Sea bounded by Kazakhstan

Elmira Ramazanova (Nazarbayev U., Kazakhstan), Yingkar Bahetnur, Kadisha (Nazarbayev U., Kazakhstan), Yessenbayeva,(Nazarbayev U., Kazakhstan), Seung-Hwan Lee (IWU), Woojin Lee (Nazarbayev U., Kazakhstan)

Marine Pollution Bulletin, 181 (2022) 113879

Stock Price Forecasting using a Dependence Structure

Paul Mucci (IWU)*

Eun-Joo Lee (Millikin U.)

 

*indicates student supervised by me

European Journal of Mathematics and Statistics, 3, 21-29, 2022

 

Modifying Weighted Kaplan-Meier Test for Two-Sample Survival Comparison

Eun-Joo Lee (Millikin U.)

European Journal of Mathematics and Statistics, 3, 51-58 (2022)

Weighted Log-Rank Statistics for Accelerated Failure Time Model

 

Stats, 4, 348-358 (2021)

Stochastic risk assessment of urban soils contaminated by heavy metals in Kazakhstan

Elmira Ramazanova (Nazarbayev U., Kazakhstan), Woojin Lee (Nazarbagev U., Kazakhstan)

Science of the Total Environment 750 (2021) 141535

Climate change impact assessment on sustainability of paved road using Cox proportional hazard model

Hyoungkwan Kim (Yonsei U.)

Junhwan Lee (Yonsei U.)

Renewable & Sustainable Energy Reviews, submitted

A weighted log-rank test for comparing two survival curves

Eun-Joo Lee (Millikin U.)

Monte Carlo Methods and Applications, 26, 253-262 (2020)

Assessing the censored linear regression model using martingale approximation

 

Communications in Statistics- Simulation and Computation, 49, 408-418 (2020)

Copula modeling of different effect of  leaf species on Aedes albopictus development time

Chang-Hyun Kim (Illinois Natural History Survey, U. of I at U-C)

Ephantus J. Muturi (USDA)

Environmental and Natural Resources Research, 8, 1-11 (2018)

Dependency between risks and the insurer’s economic capital: A copula-based GARCH model

Jeungbo Shim (U. of Colorado, Denver)

Asia-Pacific Journal of Risk and Insurance, 11, 1-29 (2017)

 

Modeling Conditional Dependence of Stock Returns using a Copula-based GARCH model

Eun-Joo Lee (Millikin), Noah Klumpe (Millikin) and Jonathan Vlk (IWU)*

 

*indicates student supervised by me

International Journal of Statistics and Probability, 6, 32-41 (2017)

A new test procedure for the choice of dependence structure in risk measurement: Application to the U.S. and UK stock market indices

 

Jeungbo Shim (University of Colorado, Denver)

Eun-Joo Lee (Millikin)

Applied Economics: incorporating Applied Financial Economics, 48, 1382-1389 (2016)

On the Estimators and Tests for the Semiparametric Hazards Regression Model

 

Lifetime Data Analysis, 22, 531-546 (2016)

A Martingale Approach to Estimating Confidence Band with Censored Data

Eun-Joo Lee (Millikin Univ.)

Monte Carlo Methods and Applications, 20, 237-244 (2014)

Analysis of Multiple Myeloma Life Expectancy using Copula

Phillip Yulin Deng* (IWU)

Eun-Joo Lee (Millikin Univ.)

 

* indicates student supervised by me

International Journal of Statistics and Probability, 2, 44-52 (2013)

Stochastic Nature of Carbon Dioxide Hydrate Induction Time in Soil Mineral Suspensions

Kyoungjin Lee (Stanford Univ.)

Woojin Lee (KAIST)

International Journal of Greenhouse Gas Control, 14, 15-24 (2013)

Life Expectancy Estimate wit Bivariate Weibull Distribution using Archimedean Copula

Eun-Joo Lee (Millikin Univ.)

Chang-Hyun Kim (Univ. of Illinois)

International Journal of Biometrics and Bioinformatics, 5, 149-161 (2011)

A Versatile Copula and its Application to Risk Management

Jeungbo Shim (IWU)

Eun-Joo Lee (Millikin Univ.)

International Journal of Business and Economics, 9, 215-233 (2010)

Power of Rank Tests for Location in Linear Models with Repeated Observations

Bernard Omolo (University of South Carolina, Upstate)

Akim Adekpedjou (Missouri University of Science and Technology)

Submitted

A Simple Graphical Method to Check Dependence Structure using Copula

Leann Stuber* (IWU)

Eun-Joo Lee(Millikin)

Sarah Dial (Millikin)

 

* indicates student supervised by me

Journal of Statistical Research, 43, 3-15 (2009)

Confidence Bands for Cumulative Hazard Function Under the Accelerated Life Regression Model

 

On going

Measuring Economic Capital: Value at Risk, Expected Tail Loss and Copula Approach

Jeungbo Shim (IWU)

Richard MacMinn (Illinois State University)

Submitted, Journal Risk Management and Insurance

Confidence Interval of Survival Function for Extreme Value Distribution with Censored Data

Eun-Joo Lee (Millikin Univ.)

Advances and Applications in Statistics, 11 (2009), 239-253

Non-parametric Confidence Bands for Function using Martingale Methods

 

Submitted, Journal of Applied Statistics

Checking the Censored Regression Model based

on Extended Weighted Log-Rank Estimating Functions

 

On going

Some Estimators and Tests for Accelerated Hazards Model Using Weighted Cumulative Hazards Difference

 

Journal of Applied Statistics, 36 (2009), 473-482

Interval Estimation for Extreme Value Parameter with Censored Data

Eun-Joo Lee (Millikin Univ.)

Dane Walker (Millikin Univ.)

David Elliott* (IWU)

Katlyn Mathy* (IWU)

 

* indicates students supervised by me.

ISRN Journal of Applied Mathematics, Vol 2011, Article ID 68743, 12 pages (2011)

Confidence Interval for

the Regression Parameter under the Accelerated Life Model

 

Computational Statistics, 25, 429-440 (2010)

Using Integrated Weighted Survival

Difference for the Two-Sample Censored Data Problem

Eun-Joo Lee (Millikin Univ.)

Bernard Ognuna Omolo (Univ. of S. Carolina, Upstate)

Computational Statistics and Data Analysis, 52 (2008), 4410-4416

Maximum of Weighted Kaplan-Meier Tests for the Two-Sample Censored Data

 

Journal of Statistical Computation and Simulation, 81, 1017-1026 (2011)

On Testing Equality of Two

Censored Samples

Eun-Joo Lee (Millikin Univ.)

Journal of Statistical Computation and Simulation, 79 (2009), 135-143

Bandwidth Selection in Functional

Estimation with Current Status Data

 

Journal of Applied Statistical Science, 18, 99-107 (2011)

Reliability analysis and
evaluation of resistance factors for CPT-based LRFD design of driven
piles

Junhwan Lee (Yonsei Univ.)

Min-Ki Kim (Yonsei Univ.)

Geomechanics and Engineering, 1 (2009), 17-34

Asymptotic-

and Simulation- Based Estimator Selection for the Normal

Distribution Standard Deviation

Eun-Joo Lee (Millikin Univ.)

Megan Sheehan* (IWU)

 

* indicates student supervised by me.

Mathematics and Computer Education, 42 (2008), 145-152

On the versatility of the

combinations of the weighted log-rank statistics

 

Computational Statistics and Data Analysis, 51 (2007), 6557-6564

Statistical inferences based on extended weighted log-rank estimating function for censored regression model.

 

Communications in Statistics, 37 (2008), 1143-1155

Statistical inferences for the

censored two-sample accelerated life model

 

Journal of Statistics and Applications, 1 (2006), 201-210

Checking the Censored Two-Sample Accelerated Life Model using Integrated Cumulative Hazard Difference

Song Yang (NHLBI /National Institute of Health)

Lifetime Data Analysis, 13 (2007), 371-380

On the extended lack-of-fit tests for the accelerated life model

Eun-Joo Lee (Millikin Univ.)

Journal of Statistical Computation and Simulation, 76 (2006), 793-801

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

  

 

 

2. Refereed Conference Proceeding

 

Evaluation of reliability index and safety factors for pile load capacity estimation using CPT results

Junhwan Lee, Minki Kim, and Younghwan Park (Yonsei Univ.)

ISGR2007 FIRST INTERNATIONAL SYMPOSIUM on GEOTECHNICAL SAFETY & RISK (2007)

Tongji University, Shanghai, China

 

3. Book

Forecasting Stock Returns using a Copula-GARCH model

Jonathan Vlk

Eun-Joo Lee

2017, Lambert Academic Publishing