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 2021-09-01 to 2025-09-01.)

Article	Citations
Robust empirical likelihood variable selection for the high dimensional single-index regression model	21
Asymptotic normality of multivariate frequency polygons for stationary random fields	9
Comparative evaluation of point process forecasts	9
Bayes factor asymptotics for variable selection in the Gaussian process framework	9
A way of eliminating a nuisance parameter with the plug-in method utilizing an independent sample	7
Estimation of complier causal treatment effects with informatively interval-censored failure time data	6
A goodness-of-fit test on the number of biclusters in a relational data matrix	6
Uniformly consistent proportion estimation for composite hypotheses via integral equations: “the case of Gamma random variables”	6
Data-driven model selection for same-realization predictions in autoregressive processes	6
Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates	5
Discussion of “Akaike Memorial Lecture 2020: Some of the challenges of statistical applications”	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
Asymptotic expected sensitivity function and its applications to measures of monotone association	5
On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent	4
Nonparametric multiple regression by projection on non-compactly supported bases	4
Identifiability of latent-variable and structural-equation models: from linear to nonlinear	4
The family of multivariate beta copulas revisited	4
Model averaging for estimating treatment effects	3
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem	3
Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity	3
A high-dimensional M-estimator framework for bi-level variable selection	3
Application of some $$L_{2}$$ optimization to a discrete distribution	3
Multivariate frequency polygon for stationary random fields	3
Inference in models with omitted covariates: Cramér-type moderate deviations and applications to high-dimensional regression	3

Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms	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
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity	2
Robust estimation for nonrandomly distributed data	2
Exact statistical inference for the Wasserstein distance by selective inference	2
Slash distributions, generalized convolutions, and extremes	2
Test for conditional quantile change in general conditional heteroscedastic time series models	2
Correction to: Group least squares regression for linear models with strongly correlated predictor variables	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
Inhomogeneous hidden semi-Markov models for incompletely observed point processes	2
Consistent group selection using global–local shrinkage priors in sparse normal linear regression	2
Estimation with multivariate outcomes having nonignorable item nonresponse	2
A distance covariance test of independence in high dimension, low sample size contexts	2
Localization of moving poisson source on the plane	2
Automatic data-based bin width selection for rose diagram	1
Nonparametric tests for multistate processes with clustered data	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
Selective inference after feature selection via multiscale bootstrap	1
Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals	1
Robust variable selection with exponential squared loss for partially linear spatial autoregressive models	1
Statistical inference for random T-tessellations models. Application to agricultural landscape modeling	1
Comparing regression curves: an L1-point of view	1
A sequential feature selection procedure for high-dimensional Cox proportional hazards model	1
Approximating symmetrized estimators of scatter via balanced incomplete U-statistics	1
Tests for the existence of group effects and interactions for two-way models with dependent errors	1
Hidden AR process and adaptive Kalman filter	1
Inference of random effects for linear mixed-effects models with a fixed number of clusters	1
Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic	1
Comparison and equality of generalized $$\psi $$-estimators	1
Robust density power divergence estimates for panel data models	1
Forward variable selection for ultra-high dimensional quantile regression models	1
Rejoinder of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear"	1
Confidence bounds for the true discovery proportion based on the exact distribution of the number of rejections	1
Posterior contraction rate and asymptotic Bayes optimality for one group global–local shrinkage priors in sparse normal means problem	1
Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions	1
Simultaneous inference for Berkson errors-in-variables regression under fixed design	1
Semiparametric transformation models for survival data with dependent censoring	1
Score test for unconfoundedness under a logistic treatment assignment model	1
Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein’s method	1
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence	1
A delineation of new classes of exponential dispersion models supported on the set of nonnegative integers	0
Sparse quantile regression via $$\ell _0$$-penalty	0
Information projection approach to smoothed propensity score weighting for handling selection bias under missing at random	0
Discussion of Akaike Memorial Lecture 2020: Some of the challenges of statistical applications	0
A copula spectral test for pairwise time reversibility	0
Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field	0
Semiparametric modelling of two-component mixtures with stochastic dominance	0

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