OOIR: Observatory of International Research

Papers

(The median citation count of Annals of the Institute of Statistical Mathematics is 0. 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 2021-08-01 to 2025-08-01.)

Article	Citations
Bayes factor asymptotics for variable selection in the Gaussian process framework	21
Uniformly consistent proportion estimation for composite hypotheses via integral equations: “the case of Gamma random variables”	9
A way of eliminating a nuisance parameter with the plug-in method utilizing an independent sample	9
Comparative evaluation of point process forecasts	8
Estimation of complier causal treatment effects with informatively interval-censored failure time data	7
A goodness-of-fit test on the number of biclusters in a relational data matrix	6
Data-driven model selection for same-realization predictions in autoregressive processes	6
Discussion of “Akaike Memorial Lecture 2020: Some of the challenges of statistical applications”	5
Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates	5
Mode-based estimation of the center of symmetry	5
Asymptotic theory in network models with covariates and a growing number of node parameters	5
On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent	4
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem	4
The family of multivariate beta copulas revisited	4
Identifiability of latent-variable and structural-equation models: from linear to nonlinear	4
Asymptotic expected sensitivity function and its applications to measures of monotone association	4
Application of some $$L_{2}$$ optimization to a discrete distribution	4
Exact two-sided confidence sets for a level set in simple linear regression	3
Model averaging for estimating treatment effects	3
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity	3
Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms	3
A high-dimensional M-estimator framework for bi-level variable selection	3
Outcome regression-based estimation of conditional average treatment effect	3
Nonparametric multiple regression by projection on non-compactly supported bases	3
Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity	3

Multivariate frequency polygon for stationary random fields	3
On uniform consistency of nonparametric estimators smoothed by the gamma kernel	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
Localization of moving poisson source on the plane	2
Score test for unconfoundedness under a logistic treatment assignment model	2
Consistent group selection using global–local shrinkage priors in sparse normal linear regression	2
Exact statistical inference for the Wasserstein distance by selective inference	2
Correction to: Group least squares regression for linear models with strongly correlated predictor variables	2
Slash distributions, generalized convolutions, and extremes	2
Robust estimation for nonrandomly distributed data	2
Estimation with multivariate outcomes having nonignorable item nonresponse	2
Test for conditional quantile change in general conditional heteroscedastic time series models	2
Rejoinder to the discussion of “Mode-based estimation of the center of symmetry”	2
Statistical inference for random T-tessellations models. Application to agricultural landscape modeling	2
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”	1
Inference of random effects for linear mixed-effects models with a fixed number of clusters	1
Comparing regression curves: an L1-point of view	1
Comparison and equality of generalized $$\psi $$-estimators	1
Robust variable selection with exponential squared loss for partially linear spatial autoregressive models	1
Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals	1
Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions	1
A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression	1
Automatic data-based bin width selection for rose diagram	1
Confidence bounds for the true discovery proportion based on the exact distribution of the number of rejections	1
Discussion of “Mode-based estimation of the center of symmetry”	1
Robust density power divergence estimates for panel data models	1
Selective inference after feature selection via multiscale bootstrap	1
Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic	1
Semiparametric transformation models for survival data with dependent censoring	1
Posterior contraction rate and asymptotic Bayes optimality for one group global–local shrinkage priors in sparse normal means problem	1
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence	1
Multi-round smoothed composite quantile regression for distributed data	1
Tests for independence against regression and expectation dependence	1
Nonparametric tests for multistate processes with clustered data	1
Tests for the existence of group effects and interactions for two-way models with dependent errors	1
Forward variable selection for ultra-high dimensional quantile regression models	1
Simultaneous inference for Berkson errors-in-variables regression under fixed design	1
Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein’s method	1
Hidden AR process and adaptive Kalman filter	1
A sequential feature selection procedure for high-dimensional Cox proportional hazards model	1
Tuning parameter selection for the adaptive nuclear norm regularized trace regression	1
Rejoinder of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear"	1
Approximating symmetrized estimators of scatter via balanced incomplete U-statistics	1
Quadratic functional estimation from observations with multiplicative measurement error	0
Regression analysis for exponential family data in a finite population setup using two-stage cluster sample	0
Matrix completion under complex survey sampling	0
Robust estimation of the conditional stable tail dependence function	0
Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis	0
Sparse quantile regression via $$\ell _0$$-penalty	0

The variable selection by the Dantzig selector for Cox’s proportional hazards model	0
Testing against ordered alternatives in one-way ANOVA model with exponential errors	0
On comparing competing risks using the ratio of their cumulative incidence functions	0
Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution	0
Robust variable selection in high-dimensional nonparametric additive model	0
Central limit theorems for vector-valued composite functionals with smoothing and applications	0
Selection-bias-adjusted inference for the bivariate normal distribution under soft-threshold sampling	0
Regularized nonlinear regression with dependent errors and its application to a biomechanical model	0
Akaike Memorial Lecture 2020: Some of the challenges of statistical applications	0
Large-sample properties of multiple imputation estimators for parameters of logistic regression with covariates missing at random separately or simultaneously	0
Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation	0
Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field	0
Nonparametric inference for additive models estimated via simplified smooth backfitting	0
Robust model selection with covariables missing at random	0
On UMPS hypothesis testing	0
Semiparametric modelling of two-component mixtures with stochastic dominance	0
A blockwise network autoregressive model with application for fraud detection	0
Empirical tail conditional allocation and its consistency under minimal assumptions	0
Model averaging for semiparametric varying coefficient quantile regression models	0
Author’s rejoinder to the discussion of the Akaike Memorial Lecture 2020	0
On estimation of nonparametric regression models with autoregressive and moving average errors	0
A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance	0
On the choice of the optimal single order statistic in quantile estimation	0
Discussion of “Mode-based estimation of the center of symmetry”	0
Gradual change-point analysis based on Spearman matrices for multivariate time series	0
On a projection least squares estimator for jump diffusion processes	0
Inference for nonstationary time series of counts with application to change-point problems	0
Inference using an exact distribution of test statistic for random-effects meta-analysis	0
Adaptive efficient estimation for generalized semi-Markov big data models	0
Testing overidentifying restrictions on high-dimensional instruments and covariates	0
Group least squares regression for linear models with strongly correlated predictor variables	0
Model free feature screening for large scale and ultrahigh dimensional survival data	0
A greedy and optimistic clustering for leveraging individual covariate uncertainty	0
Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays	0
On the rate of convergence of image classifiers based on convolutional neural networks	0
Estimation of value-at-risk by $$L^{p}$$ quantile regression	0
Robust and efficient parameter estimation for discretely observed stochastic processes	0
Variable selection via penalized ridge regression with error-prone variables	0
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”	0
Improved confidence intervals for nonlinear mixed-effects and nonparametric regression models	0
Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes	0
Flexible asymmetric multivariate distributions based on two-piece univariate distributions	0
A signed-rank estimator for nonlinear regression models when covariates and errors are dependent	0
Penalized estimation for non-identifiable models	0
Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions	0
Least absolute deviation estimation for AR(1) processes with roots close to unity	0
Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models	0
Offline minimax Q-function learning for undiscounted indefinite-horizon MDPs	0
Information projection approach to smoothed propensity score weighting for handling selection bias under missing at random	0
A delineation of new classes of exponential dispersion models supported on the set of nonnegative integers	0
A copula spectral test for pairwise time reversibility	0
Quantitative robustness of instance ranking problems	0
Random mixture Cox point processes	0
Gene–environment interaction analysis under the Cox model	0
Mixture of shifted binomial distributions for rating data	0
Characterizations of the normal distribution via the independence of the sample mean and the feasible definite statistics with ordered arguments	0
Gaussian quasi-information criteria for ergodic Lévy driven SDE	0
Statistical inference using regularized M-estimation in the reproducing kernel Hilbert space for handling missing data	0
Generation of all randomizations using circuits	0
Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation	0
Asymptotic equivalence for nonparametric regression with dependent errors: Gauss–Markov processes	0
Discussion of Akaike Memorial Lecture 2020: Some of the challenges of statistical applications	0
Fixed accuracy estimation of parameters in a threshold autoregressive model	0
Minimizing robust density power-based divergences for general parametric density models	0
Using the growth curve model in classification of repeated measurements	0
Data segmentation for time series based on a general moving sum approach	0