OOIR: Observatory of International Research

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

Article	Citations
Robust empirical likelihood variable selection for the high dimensional single-index regression model	15
A way of eliminating a nuisance parameter with the plug-in method utilizing an independent sample	10
Uniformly consistent proportion estimation for composite hypotheses via integral equations: “the case of Gamma random variables”	8
Comparative evaluation of point process forecasts	7
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
Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates	6
Mode-based estimation of the center of symmetry	6
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
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
The family of multivariate beta copulas revisited	5
Discussion of “Akaike Memorial Lecture 2020: Some of the challenges of statistical applications”	5
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
Identifiability of latent-variable and structural-equation models: from linear to nonlinear	4
Empirical likelihood simultaneous confidence band for conditional variance function	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
Application of some $$L_{2}$$ optimization to a discrete distribution	3
Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity	3
Infill asymptotics for logistic regression estimators for parameters of the intensity function of spatial point processes	3
Multivariate frequency polygon for stationary random fields	3
Generalized high-dimensional tensor learning with nuclear norm regularization	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
Model averaging for estimating treatment effects	3
Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms	3
Correction to: Hidden AR process and adaptive Kalman filter	3
Nonparametric multiple regression by projection on non-compactly supported bases	3
Debiased group lasso for multiple compositional data	3
Consistent group selection using global–local shrinkage priors in sparse normal linear regression	2
Estimation with multivariate outcomes having nonignorable item nonresponse	2
Test for conditional quantile change in general conditional heteroscedastic time series models	2
Localization of moving poisson source on the plane	2
Score test for unconfoundedness under a logistic treatment assignment model	2
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
Exact statistical inference for the Wasserstein distance by selective inference	2
Slash distributions, generalized convolutions, and extremes	2
Rejoinder to the discussion of “Mode-based estimation of the center of symmetry”	2
A distance covariance test of independence in high dimension, low sample size contexts	2
Correction to: Group least squares regression for linear models with strongly correlated predictor variables	2
Robust estimation for nonrandomly distributed data	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