Annals of the Institute of Statistical Mathematics

Papers
(The TQCC of Annals of the Institute of Statistical Mathematics is 2. 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 2021-10-01 to 2025-10-01.)
ArticleCitations
Robust empirical likelihood variable selection for the high dimensional single-index regression model9
Comparative evaluation of point process forecasts9
A way of eliminating a nuisance parameter with the plug-in method utilizing an independent sample9
Asymptotic normality of multivariate frequency polygons for stationary random fields7
Uniformly consistent proportion estimation for composite hypotheses via integral equations: “the case of Gamma random variables”7
Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates6
Estimation of complier causal treatment effects with informatively interval-censored failure time data6
A goodness-of-fit test on the number of biclusters in a relational data matrix6
Data-driven model selection for same-realization predictions in autoregressive processes6
Mode-based estimation of the center of symmetry5
Asymptotic theory in network models with covariates and a growing number of node parameters5
Discussion of “Akaike Memorial Lecture 2020: Some of the challenges of statistical applications”5
The family of multivariate beta copulas revisited5
Asymptotic expected sensitivity function and its applications to measures of monotone association4
On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent4
Statistical inference for the dynamic time warping distance, with application to abnormal time-series detection4
Identifiability of latent-variable and structural-equation models: from linear to nonlinear4
Application of some $$L_{2}$$ optimization to a discrete distribution3
Nonparametric multiple regression by projection on non-compactly supported bases3
Model averaging for estimating treatment effects3
Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity3
Debiased group lasso for multiple compositional data3
Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms3
Empirical likelihood simultaneous confidence band for conditional variance function3
Exact two-sided confidence sets for a level set in simple linear regression3
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem3
Outcome regression-based estimation of conditional average treatment effect3
Exact statistical inference for the Wasserstein distance by selective inference2
Localization of moving poisson source on the plane2
Multivariate frequency polygon for stationary random fields2
Correction to: Group least squares regression for linear models with strongly correlated predictor variables2
Inference in models with omitted covariates: Cramér-type moderate deviations and applications to high-dimensional regression2
A distance covariance test of independence in high dimension, low sample size contexts2
Score test for unconfoundedness under a logistic treatment assignment model2
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity2
Estimation with multivariate outcomes having nonignorable item nonresponse2
Rejoinder to the discussion of “Mode-based estimation of the center of symmetry”2
Test for conditional quantile change in general conditional heteroscedastic time series models2
Inhomogeneous hidden semi-Markov models for incompletely observed point processes2
Robust estimation for nonrandomly distributed data2
Consistent group selection using global–local shrinkage priors in sparse normal linear regression2
On uniform consistency of nonparametric estimators smoothed by the gamma kernel2
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