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

Article	Citations
Robust empirical likelihood variable selection for the high dimensional single-index regression model	21
Comparative evaluation of point process forecasts	9
Bayes factor asymptotics for variable selection in the Gaussian process framework	9
Asymptotic normality of multivariate frequency polygons for stationary random fields	9
A way of eliminating a nuisance parameter with the plug-in method utilizing an independent sample	7
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
Estimation of complier causal treatment effects with informatively interval-censored failure time data	6
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
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
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
On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent	4
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
Model averaging for estimating treatment effects	3
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
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