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 2021-04-01 to 2025-04-01.)

Article	Citations
Comparison and equality of generalized $$\psi $$-estimators	13
Robust variable selection with exponential squared loss for partially linear spatial autoregressive models	9
Semiparametric modelling of two-component mixtures with stochastic dominance	7
Discussion of Akaike Memorial Lecture 2020: Some of the challenges of statistical applications	7
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”	6
Search for minimum aberration designs with uniformity	6
Least absolute deviation estimation for AR(1) processes with roots close to unity	6
Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis	6
Akaike Memorial Lecture 2020: Some of the challenges of statistical applications	6
Variable selection for functional linear models with strong heredity constraint	5
Model averaging for estimating treatment effects	4
Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms	4
Semiparametric transformation models for survival data with dependent censoring	4
A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression	4
The finite sample properties of sparse M-estimators with pseudo-observations	3
Minimizing robust density power-based divergences for general parametric density models	3
Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity	3
Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models	3
Broken adaptive ridge regression for right-censored survival data	3
A high-dimensional M-estimator framework for bi-level variable selection	3
Tuning parameter selection for the adaptive nuclear norm regularized trace regression	3
On estimation of nonparametric regression models with autoregressive and moving average errors	3
Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays	2
Semiparametric inference on general functionals of two semicontinuous populations	2
Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic	2

Generation of all randomizations using circuits	2
Whittle estimation for continuous-time stationary state space models with finite second moments	2
Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals	2
Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein’s method	2
A blockwise network autoregressive model with application for fraud detection	2
Outcome regression-based estimation of conditional average treatment effect	2
Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation	2
Improved confidence intervals for nonlinear mixed-effects and nonparametric regression models	2
Using the growth curve model in classification of repeated measurements	2
On the usage of randomized p-values in the Schweder–Spjøtvoll estimator	1
Estimation of complier causal treatment effects with informatively interval-censored failure time data	1
Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation	1
Inference for nonstationary time series of counts with application to change-point problems	1
On the choice of the optimal single order statistic in quantile estimation	1
Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions	1
Information projection approach to smoothed propensity score weighting for handling selection bias under missing at random	1
Robust estimation of the conditional stable tail dependence function	1
Robust and efficient parameter estimation for discretely observed stochastic processes	1
On a projection least squares estimator for jump diffusion processes	1
Local polynomial expectile regression	1
Comparative evaluation of point process forecasts	1
Inference of random effects for linear mixed-effects models with a fixed number of clusters	1
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence	1
Forward variable selection for ultra-high dimensional quantile regression models	1
Selective inference after feature selection via multiscale bootstrap	1
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity	1
Simultaneous confidence bands for nonparametric regression with missing covariate data	1
Flexible asymmetric multivariate distributions based on two-piece univariate distributions	1
Simultaneous inference for Berkson errors-in-variables regression under fixed design	1
Bayes factor asymptotics for variable selection in the Gaussian process framework	1
Author’s rejoinder to the discussion of the Akaike Memorial Lecture 2020	1
Robust density power divergence estimates for panel data models	1
Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes	1
Comparing regression curves: an L1-point of view	1
Asymptotic equivalence for nonparametric regression with dependent errors: Gauss–Markov processes	1
Multivariate frequency polygon for stationary random fields	1
Data-driven model selection for same-realization predictions in autoregressive processes	1
Robust model selection with covariables missing at random	1
Estimation of value-at-risk by $$L^{p}$$ quantile regression	1
The variable selection by the Dantzig selector for Cox’s proportional hazards model	0
On uniform consistency of nonparametric estimators smoothed by the gamma kernel	0
Penalized estimation for non-identifiable models	0
A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance	0
A copula spectral test for pairwise time reversibility	0
Slash distributions, generalized convolutions, and extremes	0
Quantitative robustness of instance ranking problems	0
Asymptotic expected sensitivity function and its applications to measures of monotone association	0
Nonparametric inference for additive models estimated via simplified smooth backfitting	0
Adaptive efficient estimation for generalized semi-Markov big data models	0
On comparing competing risks using the ratio of their cumulative incidence functions	0

Random mixture Cox point processes	0
Model averaging for semiparametric varying coefficient quantile regression models	0
Identifiability of latent-variable and structural-equation models: from linear to nonlinear	0
Data segmentation for time series based on a general moving sum approach	0
Statistical inference for random T-tessellations models. Application to agricultural landscape modeling	0
Testing against ordered alternatives in one-way ANOVA model with exponential errors	0
Robust estimation for nonrandomly distributed data	0
Test for conditional quantile change in general conditional heteroscedastic time series models	0
Exact statistical inference for the Wasserstein distance by selective inference	0
Empirical tail conditional allocation and its consistency under minimal assumptions	0
Mixture of shifted binomial distributions for rating data	0
Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process	0
Large-sample properties of multiple imputation estimators for parameters of logistic regression with covariates missing at random separately or simultaneously	0
A sequential feature selection procedure for high-dimensional Cox proportional hazards model	0
Regression analysis for exponential family data in a finite population setup using two-stage cluster sample	0
Rejoinder of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear"	0
Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions	0
Robust distributed estimation and variable selection for massive datasets via rank regression	0
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”	0
Score test for unconfoundedness under a logistic treatment assignment model	0
Characterizations of the normal distribution via the independence of the sample mean and the feasible definite statistics with ordered arguments	0
Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution	0
Nonparametric tests for multistate processes with clustered data	0
Confidence bounds for the true discovery proportion based on the exact distribution of the number of rejections	0
Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism	0
Tests for the existence of group effects and interactions for two-way models with dependent errors	0
Fixed accuracy estimation of parameters in a threshold autoregressive model	0
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem	0
A delineation of new classes of exponential dispersion models supported on the set of nonnegative integers	0
A goodness-of-fit test on the number of biclusters in a relational data matrix	0
Hidden AR process and adaptive Kalman filter	0
Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach	0
Regularized nonlinear regression with dependent errors and its application to a biomechanical model	0
Estimation with multivariate outcomes having nonignorable item nonresponse	0
On UMPS hypothesis testing	0
Testing overidentifying restrictions on high-dimensional instruments and covariates	0
Correction to: Group least squares regression for linear models with strongly correlated predictor variables	0
Automatic data-based bin width selection for rose diagram	0
Approximating symmetrized estimators of scatter via balanced incomplete U-statistics	0
Inference using an exact distribution of test statistic for random-effects meta-analysis	0
Statistical inference using regularized M-estimation in the reproducing kernel Hilbert space for handling missing data	0
Nonparametric multiple regression by projection on non-compactly supported bases	0
Wigner and Wishart ensembles for sparse Vinberg models	0
On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent	0
Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field	0
Discussion of “Akaike Memorial Lecture 2020: Some of the challenges of statistical applications”	0
Gaussian quasi-information criteria for ergodic Lévy driven SDE	0
Inhomogeneous hidden semi-Markov models for incompletely observed point processes	0
Model free feature screening for large scale and ultrahigh dimensional survival data	0
Matrix completion under complex survey sampling	0
On the rate of convergence of image classifiers based on convolutional neural networks	0
Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates	0
Gene–environment interaction analysis under the Cox model	0
Asymptotic theory in network models with covariates and a growing number of node parameters	0
Group least squares regression for linear models with strongly correlated predictor variables	0
Multi-round smoothed composite quantile regression for distributed data	0
Gradual change-point analysis based on Spearman matrices for multivariate time series	0