OOIR: Observatory of International Research

Papers

(The median citation count of Annals of the Institute of Statistical Mathematics is 1. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-06-01 to 2025-06-01.)

Article	Citations
Uniformly consistent proportion estimation for composite hypotheses via integral equations: “the case of Gamma random variables”	18
A way of eliminating a nuisance parameter with the plug-in method utilizing an independent sample	9
Comparative evaluation of point process forecasts	8
Simultaneous confidence bands for nonparametric regression with missing covariate data	7
Bayes factor asymptotics for variable selection in the Gaussian process framework	7
Estimation of complier causal treatment effects with informatively interval-censored failure time data	6
Data-driven model selection for same-realization predictions in autoregressive processes	5
Asymptotic theory in network models with covariates and a growing number of node parameters	4
Discussion of “Akaike Memorial Lecture 2020: Some of the challenges of statistical applications”	4
Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates	4
A goodness-of-fit test on the number of biclusters in a relational data matrix	4
Asymptotic expected sensitivity function and its applications to measures of monotone association	4
On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent	3
Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms	3
Semiparametric inference on general functionals of two semicontinuous populations	3
Multivariate frequency polygon for stationary random fields	3
Identifiability of latent-variable and structural-equation models: from linear to nonlinear	3
Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity	3
Outcome regression-based estimation of conditional average treatment effect	3
Model averaging for estimating treatment effects	3
The family of multivariate beta copulas revisited	3
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem	3
Nonparametric multiple regression by projection on non-compactly supported bases	3
A high-dimensional M-estimator framework for bi-level variable selection	3
Correction to: Group least squares regression for linear models with strongly correlated predictor variables	2

Test for conditional quantile change in general conditional heteroscedastic time series models	2
Slash distributions, generalized convolutions, and extremes	2
Comparison and equality of generalized $$\psi $$-estimators	2
Exact statistical inference for the Wasserstein distance by selective inference	2
Estimation with multivariate outcomes having nonignorable item nonresponse	2
Robust estimation for nonrandomly distributed data	2
Statistical inference for random T-tessellations models. Application to agricultural landscape modeling	2
On uniform consistency of nonparametric estimators smoothed by the gamma kernel	2
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity	2
A distance covariance test of independence in high dimension, low sample size contexts	2
Inhomogeneous hidden semi-Markov models for incompletely observed point processes	2
Score test for unconfoundedness under a logistic treatment assignment model	2
A sequential feature selection procedure for high-dimensional Cox proportional hazards model	1
Selective inference after feature selection via multiscale bootstrap	1
Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals	1
Semiparametric transformation models for survival data with dependent censoring	1
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence	1
Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism	1
Multi-round smoothed composite quantile regression for distributed data	1
A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression	1
Confidence bounds for the true discovery proportion based on the exact distribution of the number of rejections	1
Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions	1
Comparing regression curves: an L1-point of view	1
Robust density power divergence estimates for panel data models	1
Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic	1
Hidden AR process and adaptive Kalman filter	1
Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models	1
Akaike Memorial Lecture 2020: Some of the challenges of statistical applications	1
Rejoinder of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear"	1
Tests for the existence of group effects and interactions for two-way models with dependent errors	1
Nonparametric tests for multistate processes with clustered data	1
Inference of random effects for linear mixed-effects models with a fixed number of clusters	1
Forward variable selection for ultra-high dimensional quantile regression models	1
Robust variable selection with exponential squared loss for partially linear spatial autoregressive models	1
Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein’s method	1
Simultaneous inference for Berkson errors-in-variables regression under fixed design	1
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”	1
Tuning parameter selection for the adaptive nuclear norm regularized trace regression	1
Automatic data-based bin width selection for rose diagram	1
Approximating symmetrized estimators of scatter via balanced incomplete U-statistics	1
Robust distributed estimation and variable selection for massive datasets via rank regression	1