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 2022-08-01 to 2026-08-01.)

Article	Citations
Robust empirical likelihood variable selection for the high dimensional single-index regression model	20
Uniformly consistent proportion estimation for composite hypotheses via integral equations: “the case of Gamma random variables”	11
A way of eliminating a nuisance parameter with the plug-in method utilizing an independent sample	11
Comparative evaluation of point process forecasts	10
Asymptotic normality of multivariate frequency polygons for stationary random fields	7
Estimation of complier causal treatment effects with informatively interval-censored failure time data	7
Data-driven model selection for same-realization predictions in autoregressive processes	7
A goodness-of-fit test on the number of biclusters in a relational data matrix	6
Asymptotic theory in network models with covariates and a growing number of node parameters	6
Mode-based estimation of the center of symmetry	6
On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent	5
The family of multivariate beta copulas revisited	5
Exact two-sided confidence sets for a level set in simple linear regression	5
Asymptotic expected sensitivity function and its applications to measures of monotone association	5
Identifiability of latent-variable and structural-equation models: from linear to nonlinear	5
Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates	5
Statistical inference for the dynamic time warping distance, with application to abnormal time-series detection	5
Application of some $$L_{2}$$ optimization to a discrete distribution	4
Generalized high-dimensional tensor learning with nuclear norm regularization	4
Robust superefficient estimation methods for nonparametric regression models	4
Model averaging for estimating treatment effects	4
Correction to: Hidden AR process and adaptive Kalman filter	4
Debiased group lasso for multiple compositional data	4
Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity	4
Empirical likelihood simultaneous confidence band for conditional variance function	4

Non-explicit formula of boundary crossing probabilities by the Girsanov theorem	4
Nonparametric multiple regression by projection on non-compactly supported bases	4
Infill asymptotics for logistic regression estimators for parameters of the intensity function of spatial point processes	4
Consistent group selection using global–local shrinkage priors in sparse normal linear regression	3
Multivariate frequency polygon for stationary random fields	3
A distance covariance test of independence in high dimension, low sample size contexts	3
Polyspectral factorization	3
Inference in models with omitted covariates: Cramér-type moderate deviations and applications to high-dimensional regression	3
Rejoinder to the discussion of “Mode-based estimation of the center of symmetry”	3
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity	3
Convergence of systematic-scan and random-scan Gibbs samplers for bivariate discrete conditional distributions	3
Learning of deep convolutional network image classifiers via stochastic gradient descent and over-parametrization	3
Slash distributions, generalized convolutions, and extremes	2
Estimation and variable selection of higher-order spatial autoregressive functional coefficient model with endogenous covariates and diverging dimension	2
Test for conditional quantile change in general conditional heteroscedastic time series models	2
Robust estimation for nonrandomly distributed data	2
Score test for unconfoundedness under a logistic treatment assignment model	2
Comparison and equality of generalized $$\psi $$-estimators	2
On uniform consistency of nonparametric estimators smoothed by the gamma kernel	2
Limit theorems for self-similar symmetric stable moving average processes: a study with p-variations	2
Statistical inference for random T-tessellations models. Application to agricultural landscape modeling	2
Localization of moving poisson source on the plane	2
Correction to: Group least squares regression for linear models with strongly correlated predictor variables	2
Inhomogeneous hidden semi-Markov models for incompletely observed point processes	2
Robust estimation and model selection for the controlled direct effect with unmeasured mediator–outcome confounders	1
Correction to: Methods for generating new families of continuous univariate distributions	1
Robust variable selection with exponential squared loss for partially linear spatial autoregressive models	1
Comparing regression curves: an L1-point of view	1
Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions	1
Confidence bounds for the true discovery proportion based on the exact distribution of the number of rejections	1
Rejoinder of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear"	1
Non parametric regression function estimation in presence of common noise	1
Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic	1
Building a theoretical foundation for combining negative controls and replicates	1
Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein’s method	1
Discussion of “Mode-based estimation of the center of symmetry”	1
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”	1
Debiased inference in errors-in-variables problems with non-Gaussian measurement error	1
Posterior contraction rate and asymptotic Bayes optimality for one group global–local shrinkage priors in sparse normal means problem	1
Robust density power divergence estimates for panel data models	1
Semiparametric transformation models for survival data with dependent censoring	1
Adaptive thresholds for monitoring and screening in imbalanced samples: optimality and boosting sensitivity	1
Forward variable selection for ultra-high dimensional quantile regression models	1
Hidden AR process and adaptive Kalman filter	1
Threshold detection under a semiparametric regression model	1
Tests for the existence of group effects and interactions for two-way models with dependent errors	1
Improved confidence intervals for nonlinear mixed-effects and nonparametric regression models	0
A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression	0
Mixture of shifted binomial distributions for rating data	0
Multi-arm treatment comparison in optimal response-adaptive designs controlling FWER-I and FWER-II	0

The space of positive transition measures on a Markov chain	0
On the choice of the optimal single order statistic in quantile estimation	0
Statistical inference using regularized M-estimation in the reproducing kernel Hilbert space for handling missing data	0
Nonparametric estimation of hitting-time variance	0
Disentangling endogeneity and exogeneity in cryptocurrency markets using the modulated renewal Hawkes process with marks	0
On the differentiability of $$\phi$$-projections in the discrete finite case	0
A signed-rank estimator for nonlinear regression models when covariates and errors are dependent	0
Thresholded Lasso for high dimensional variable selection	0
Optimal averaging estimator of heterogeneous treatment effects for single-index models	0
Data segmentation for time series based on a general moving sum approach	0
Confident grouping in singular spectrum analysis via multiple testing	0
Least absolute deviation estimation for AR(1) processes with roots close to unity	0
Gene–environment interaction analysis under the Cox model	0
Random mixture Cox point processes	0
Rate of convergence of over-parametrized deep neural network regression estimates learned by stochastic gradient descent	0
Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions	0
Testing overidentifying restrictions on high-dimensional instruments and covariates	0
A lower bound for estimating Fréchet means	0
Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field	0
Sparse quantile regression via $$\ell _0$$-penalty	0
On UMPS hypothesis testing	0
Nadaraya-Watson type estimator of the transition density function for diffusion processes	0
Approximating symmetrized estimators of scatter via balanced incomplete U-statistics	0
Regularized nonlinear regression with dependent errors and its application to a biomechanical model	0
Offline minimax Q-function learning for undiscounted indefinite-horizon MDPs	0
Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models	0
Testing against ordered alternatives in one-way ANOVA model with exponential errors	0
Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation	0
Unveiling low-dimensional patterns induced by convex non-differentiable regularizers	0
Penalized estimation for non-identifiable models	0
On robustness of spectral Rényi divergence	0
Model averaging for semiparametric varying coefficient quantile regression models	0
Variable selection via penalized ridge regression with error-prone variables	0
Model free feature screening for large scale and ultrahigh dimensional survival data	0
Information projection approach to smoothed propensity score weighting for handling selection bias under missing at random	0
Robust and efficient parameter estimation for discretely observed stochastic processes	0
Modifications of the BIC for order selection in finite mixture models	0
Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation	0
A copula spectral test for pairwise time reversibility	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
Robust variable selection in high-dimensional nonparametric additive model	0
Simultaneously sparse and low-rank matrix estimation via $$l_1$$-norm and nonconvex regularization	0
Analysis of a truncated kernel ridge regression estimator based on two varying probability measures	0
A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance	0
On a projection least squares estimator for jump diffusion processes	0
Selection-bias-adjusted inference for the bivariate normal distribution under soft-threshold sampling	0
Tests for independence against regression and expectation dependence	0
Central limit theorems for vector-valued composite functionals with smoothing and applications	0
Minimizing robust density power-based divergences for general parametric density models	0
Asymptotic properties of empirical likelihood MLE for joint modeling right censored survival data and intensive longitudinal covariates	0
A greedy and optimistic clustering for leveraging individual covariate uncertainty	0
Large-sample properties of multiple imputation estimators for parameters of logistic regression with covariates missing at random separately or simultaneously	0
Generation of all randomizations using circuits	0
Flexible asymmetric multivariate distributions based on two-piece univariate distributions	0
Estimation of value-at-risk by $$L^{p}$$ quantile regression	0
Bayesian group regularization in generalized linear models with a continuous spike-and-slab prior	0
Restricted estimation in partially linear varying coefficient errors-in-variables models with missing response variables	0
Gaussian quasi-information criteria for ergodic Lévy driven SDE	0
Matrix completion under complex survey sampling	0
Regression analysis for exponential family data in a finite population setup using two-stage cluster sample	0
Tuning parameter selection for the adaptive nuclear norm regularized trace regression	0
Methods for generating new families of continuous univariate distributions	0
On estimation of nonparametric regression models with autoregressive and moving average errors	0
An information criterion for robust estimation with unnormalized statistical models	0
Infill asymptotics for closed-form alternatives to maximum likelihood estimators of covariance parameters in the Ornstein–Uhlenbeck fields	0
Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis	0
A delineation of new classes of exponential dispersion models supported on the set of nonnegative integers	0
Using the growth curve model in classification of repeated measurements	0
Residual analysis in the generalized growth curve model	0
Combining variable screening methods for model averaging in high-dimensional data analysis	0
Quadratic functional estimation from observations with multiplicative measurement error	0
A three-stage sequential sampling procedure for comparing linear parametric functions of two multiple linear regression models with standardized predictors: illustration using Boston housing data	0
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”	0
Automatic data-based bin width selection for rose diagram	0
Quantitative robustness of instance ranking problems	0