OOIR: Observatory of International Research

Papers

(The TQCC of Statistica Neerlandica is 1. 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 2022-08-01 to 2026-08-01.)

Article	Citations
A portmanteau test for the iid hypothesis	23
Issue Information	20
Alternative representations of the Aalen‐Johansen estimator of the state occupation probabilities in multi‐state models	14
Estimating random effects in a finite Markov chain with absorbing states: Application to cognitive data	13
Causal mediation analysis in the presence of a common confounder measured with error	10
Franklin's randomized response model with correlated scrambled variables	9
A Bayesian joint modeling for misclassified interval‐censoring and competing risks	9
Bayesian inference for a mixture double autoregressive model	8
Issue Information	7
Issue Information	6
Issue Information	6
A case study of Gulf Securities Market in the last 20 years: A Long Short‐Term Memory approach	6
A sequential quadratic Hamiltonian‐based estimation method for Box‐Cox transformation cure model	6
	5
The Yates, Conover, and Mantel statistics in 2 × 2 tables revisited (and extended)	5
On partially observed competing risks model for Chen distribution under generalized progressive hybrid censoring	5
The optimal input‐independent baseline for binary classification: The Dutch Draw	5
Issue Information	4
Assessing replicability with the sceptical p$$ p $$‐value: Type‐I error control and sample size planning	4
Orthogonal contrasts for both balanced and unbalanced designs and both ordered and unordered treatments	3
Issue Information	3
A gamma tail statistic and its asymptotics	3
Asymptotic properties of nonparametric quantile estimation with spatial dependency	3
	3
On global robustness of an adversarial risk analysis solution	3

Bayesian solution to the monotone likelihood in the standard mixture cure model	3
Asymptotic comparison of negative multinomial and multivariate normal experiments	3
	3
Efficient estimation for the multivariate Cox model with missing covariates	3
	3
	2
Inference for Kumaraswamy‐G family of distributions under unified progressive hybrid censoring with partially observed competing risks data	2
On the asymptotic distributions of some test statistics for two‐way contingency tables	2
Estimation of a regular conditional functional by conditional U‐statistic regression	2
Linear regression models with multiplicative distortions under new identifiability conditions	2
A note on convergence of calibration weights to inverse probability weights	2
The multilateral spatial integer‐valued process of order 1	2
Degree distributions in networks: Beyond the power law	1
Joint probabilities under expected value constraints, transportation problems, maximum entropy in the mean	1
Testing for no effect in regression problems: A permutation approach	1
Issue Information	1
	1
Omnibus goodness‐of‐fit tests for univariate continuous distributions based on trigonometric moments	1
Testing for the zero‐altered Poisson distribution with positive data	1
	1
Inference for log‐location‐scale family of distributions under competing risks with progressive type‐I interval censored data	1
Estimating function method for nonnegative autoregressive models	1
	1
	1
Identifiability and estimation of the competing risks model under exclusion restrictions	1
Heterogeneous dense subhypergraph detection	1
Robust Liu‐type estimator based on GM estimator	1
	1
A phenomenological model for COVID‐19 data taking into account neighboring‐provinces effect and random noise	1
New classes of goodness‐of‐fit tests for the one‐sided Lévy distribution	1
Estimation of zero‐inflated proportional odds regression with missing covariates	1
A partial posterior p value test for multilevel mediation	1
	1
Recursive algorithm for transition density approximation and simulation of diffusion processes	1
Single‐index models for extreme value index regression	1
Quasi‐likelihood ratio tests and the Bartlett‐type correction for improved inferences of the modified Poisson and least‐squares regressions for binary outcomes	1
A robust and powerful metric for distributional homogeneity	1
Nonlinear shrinkage test on a large‐dimensional covariance matrix	1
Issue Information	1
Hierarchical modeling of multiple synchronized irregularly spaced financial returns	1