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 2021-11-01 to 2025-11-01.)

Article	Citations
Robust empirical likelihood variable selection for the high dimensional single-index regression model	12
A way of eliminating a nuisance parameter with the plug-in method utilizing an independent sample	9
Uniformly consistent proportion estimation for composite hypotheses via integral equations: “the case of Gamma random variables”	9
Asymptotic normality of multivariate frequency polygons for stationary random fields	8
Estimation of complier causal treatment effects with informatively interval-censored failure time data	7
Comparative evaluation of point process forecasts	7
Data-driven model selection for same-realization predictions in autoregressive processes	6
A goodness-of-fit test on the number of biclusters in a relational data matrix	6
Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates	6
Asymptotic theory in network models with covariates and a growing number of node parameters	5
Identifiability of latent-variable and structural-equation models: from linear to nonlinear	5
Discussion of “Akaike Memorial Lecture 2020: Some of the challenges of statistical applications”	5
Mode-based estimation of the center of symmetry	5
The family of multivariate beta copulas revisited	5
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	4
Statistical inference for the dynamic time warping distance, with application to abnormal time-series detection	4
Generalized high-dimensional tensor learning with nuclear norm regularization	3
Application of some $$L_{2}$$ optimization to a discrete distribution	3
Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms	3
Model averaging for estimating treatment effects	3
Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity	3
Nonparametric multiple regression by projection on non-compactly supported bases	3
Exact two-sided confidence sets for a level set in simple linear regression	3
Outcome regression-based estimation of conditional average treatment effect	3

Inference in models with omitted covariates: Cramér-type moderate deviations and applications to high-dimensional regression	3
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem	3
Debiased group lasso for multiple compositional data	3
Empirical likelihood simultaneous confidence band for conditional variance function	3
Multivariate frequency polygon for stationary random fields	3
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity	2
On uniform consistency of nonparametric estimators smoothed by the gamma kernel	2
Rejoinder to the discussion of “Mode-based estimation of the center of symmetry”	2
Slash distributions, generalized convolutions, and extremes	2
Robust estimation for nonrandomly distributed data	2
Correction to: Group least squares regression for linear models with strongly correlated predictor variables	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
Statistical inference for random T-tessellations models. Application to agricultural landscape modeling	2
Consistent group selection using global–local shrinkage priors in sparse normal linear regression	2
Estimation with multivariate outcomes having nonignorable item nonresponse	2
Exact statistical inference for the Wasserstein distance by selective inference	2
Localization of moving poisson source on the plane	2
Test for conditional quantile change in general conditional heteroscedastic time series models	2
Confidence bounds for the true discovery proportion based on the exact distribution of the number of rejections	1
Simultaneous inference for Berkson errors-in-variables regression under fixed design	1
Comparison and equality of generalized $$\psi $$-estimators	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
Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions	1
Multi-round smoothed composite quantile regression for distributed data	1
Automatic data-based bin width selection for rose diagram	1
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”	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
Posterior contraction rate and asymptotic Bayes optimality for one group global–local shrinkage priors in sparse normal means problem	1
Discussion of “Mode-based estimation of the center of symmetry”	1
A sequential feature selection procedure for high-dimensional Cox proportional hazards model	1
Tests for the existence of group effects and interactions for two-way models with dependent errors	1
Threshold detection under a semiparametric regression model	1
Hidden AR process and adaptive Kalman filter	1
Forward variable selection for ultra-high dimensional quantile regression models	1
Inference of random effects for linear mixed-effects models with a fixed number of clusters	1
Semiparametric transformation models for survival data with dependent censoring	1
Score test for unconfoundedness under a logistic treatment assignment model	1
Comparing regression curves: an L1-point of view	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
Nonparametric tests for multistate processes with clustered data	1
Large-sample properties of multiple imputation estimators for parameters of logistic regression with covariates missing at random separately or simultaneously	0
Using the growth curve model in classification of repeated measurements	0
Discussion of “Mode-based estimation of the center of symmetry”	0
Gene–environment interaction analysis under the Cox model	0
Author’s rejoinder to the discussion of the Akaike Memorial Lecture 2020	0

Simultaneously sparse and low-rank matrix estimation via $$l_1$$-norm and nonconvex regularization	0
Inference for nonstationary time series of counts with application to change-point problems	0
Offline minimax Q-function learning for undiscounted indefinite-horizon MDPs	0
Mixture of shifted binomial distributions for rating data	0
Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution	0
Inference using an exact distribution of test statistic for random-effects meta-analysis	0
Central limit theorems for vector-valued composite functionals with smoothing and applications	0
Robust variable selection in high-dimensional nonparametric additive model	0
Tests for independence against regression and expectation dependence	0
Statistical inference using regularized M-estimation in the reproducing kernel Hilbert space for handling missing data	0
Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models	0
Selection-bias-adjusted inference for the bivariate normal distribution under soft-threshold sampling	0
Estimation of value-at-risk by $$L^{p}$$ quantile regression	0
Combining variable screening methods for model averaging in high-dimensional data analysis	0
Variable selection via penalized ridge regression with error-prone variables	0
A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance	0
A signed-rank estimator for nonlinear regression models when covariates and errors are dependent	0
On UMPS hypothesis testing	0
Discussion of Akaike Memorial Lecture 2020: Some of the challenges of statistical applications	0
On estimation of nonparametric regression models with autoregressive and moving average errors	0
Model averaging for semiparametric varying coefficient quantile regression models	0
Improved confidence intervals for nonlinear mixed-effects and nonparametric regression models	0
Akaike Memorial Lecture 2020: Some of the challenges of statistical applications	0
A blockwise network autoregressive model with application for fraud detection	0
Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis	0
Gradual change-point analysis based on Spearman matrices for multivariate time series	0
Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions	0
On a projection least squares estimator for jump diffusion processes	0
Testing against ordered alternatives in one-way ANOVA model with exponential errors	0
Optimal averaging estimator of heterogeneous treatment effects for single-index models	0
On the choice of the optimal single order statistic in quantile estimation	0
Random mixture Cox point processes	0
Bayesian group regularization in generalized linear models with a continuous spike-and-slab prior	0
Quantitative robustness of instance ranking problems	0
Tuning parameter selection for the adaptive nuclear norm regularized trace regression	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
Penalized estimation for non-identifiable models	0
Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation	0
Restricted estimation in partially linear varying coefficient errors-in-variables models with missing response variables	0
Testing overidentifying restrictions on high-dimensional instruments and covariates	0
Model free feature screening for large scale and ultrahigh dimensional survival data	0
Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes	0
Minimizing robust density power-based divergences for general parametric density models	0
Asymptotic equivalence for nonparametric regression with dependent errors: Gauss–Markov processes	0
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”	0
Least absolute deviation estimation for AR(1) processes with roots close to unity	0
Sparse quantile regression via $$\ell _0$$-penalty	0
Flexible asymmetric multivariate distributions based on two-piece univariate distributions	0
Nonparametric inference for additive models estimated via simplified smooth backfitting	0
A delineation of new classes of exponential dispersion models supported on the set of nonnegative integers	0
Robust estimation of the conditional stable tail dependence function	0
A copula spectral test for pairwise time reversibility	0
Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field	0
On comparing competing risks using the ratio of their cumulative incidence functions	0
Adaptive efficient estimation for generalized semi-Markov big data models	0
Information projection approach to smoothed propensity score weighting for handling selection bias under missing at random	0
Gaussian quasi-information criteria for ergodic Lévy driven SDE	0
Group least squares regression for linear models with strongly correlated predictor variables	0
A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression	0
Regularized nonlinear regression with dependent errors and its application to a biomechanical model	0
Generation of all randomizations using circuits	0
An information criterion for robust estimation with unnormalized statistical models	0
Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation	0
Quadratic functional estimation from observations with multiplicative measurement error	0
Empirical tail conditional allocation and its consistency under minimal assumptions	0
Matrix completion under complex survey sampling	0
Robust and efficient parameter estimation for discretely observed stochastic processes	0
Regression analysis for exponential family data in a finite population setup using two-stage cluster sample	0
Data segmentation for time series based on a general moving sum approach	0
Semiparametric modelling of two-component mixtures with stochastic dominance	0