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 2020-05-01 to 2024-05-01.)
ArticleCitations
Semiparametric methods for left-truncated and right-censored survival data with covariate measurement error18
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence10
Estimation for high-frequency data under parametric market microstructure noise9
Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution8
Empirical tail conditional allocation and its consistency under minimal assumptions7
Model averaging for linear models with responses missing at random7
Hypothesis tests for high-dimensional covariance structures6
Instrument search in pseudo-likelihood approach for nonignorable nonresponse5
Wasserstein statistics in one-dimensional location scale models5
Broken adaptive ridge regression for right-censored survival data5
On localization of source by hidden Gaussian processes with small noise5
Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach4
Global jump filters and quasi-likelihood analysis for volatility4
Generalized inverse-Gaussian frailty models with application to TARGET neuroblastoma data4
Mellin–Meijer kernel density estimation on $${{\mathbb {R}}}^+$$4
Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction4
Local polynomial expectile regression4
Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process4
Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes4
Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals4
Gaussian graphical models with toric vanishing ideals3
Slash distributions, generalized convolutions, and extremes3
Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation3
Variable selection for functional linear models with strong heredity constraint3
Wigner and Wishart ensembles for sparse Vinberg models3
Efficient likelihood-based inference for the generalized Pareto distribution3
Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts3
Multi-round smoothed composite quantile regression for distributed data3
A copula spectral test for pairwise time reversibility3
Semiparametric inference on general functionals of two semicontinuous populations3
Smooth distribution function estimation for lifetime distributions using Szasz–Mirakyan operators2
Nonparametric regression with warped wavelets and strong mixing processes2
Forward variable selection for ultra-high dimensional quantile regression models2
On the usage of randomized p-values in the Schweder–Spjøtvoll estimator2
Multiresolution analysis of point processes and statistical thresholding for Haar wavelet-based intensity estimation2
Nonparametric tests for multistate processes with clustered data2
Inference for nonstationary time series of counts with application to change-point problems2
Inference of random effects for linear mixed-effects models with a fixed number of clusters2
Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification2
Empirical likelihood meta-analysis with publication bias correction under Copas-like selection model2
Identifiability of latent-variable and structural-equation models: from linear to nonlinear2
Inhomogeneous hidden semi-Markov models for incompletely observed point processes2
Simultaneous confidence bands for nonparametric regression with missing covariate data2
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