Annals of Statistics

Papers
(The TQCC of Annals of Statistics is 7. 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 2021-06-01 to 2025-06-01.)
ArticleCitations
On high-dimensional Poisson models with measurement error: Hypothesis testing for nonlinear nonconvex optimization136
Estimation and inference for minimizer and minimum of convex functions: Optimality, adaptivity and uncertainty principles84
A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids72
Inference in Ising models on dense regular graphs70
Robust k-means clustering for distributions with two moments68
Efficiency in local differential privacy68
Measuring dependence in the Wasserstein distance for Bayesian nonparametric models64
Half-trek criterion for identifiability of latent variable models52
Online inference with multi-modal likelihood functions42
Universal rank inference via residual subsampling with application to large networks41
Foundations of structural causal models with cycles and latent variables35
Parametric copula adjusted for non- and semiparametric regression33
Scalable estimation and inference for censored quantile regression process33
Deep learning for the partially linear Cox model32
A general characterization of optimal tie-breaker designs31
Learning sparse graphons and the generalized Kesten–Stigum threshold31
Adaptive and robust multi-task learning29
Asymptotic distributions of high-dimensional distance correlation inference28
Consistent inference for diffusions from low frequency measurements27
Community detection with dependent connectivity26
Inference for low-rank tensors—no need to debias26
Inference for low-rank models26
Asymptotic analysis of synchrosqueezing transform—toward statistical inference with nonlinear-type time-frequency analysis26
Admissible ways of merging p-values under arbitrary dependence25
Uniform convergence of local Fréchet regression with applications to locating extrema and time warping for metric space valued trajectories24
Rate-optimal estimation of mixed semimartingales24
Order-of-addition orthogonal arrays to study the effect of treatment ordering22
Nonparametric classification with missing data22
Environment invariant linear least squares22
Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean22
Sharp optimality for high-dimensional covariance testing under sparse signals21
Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling21
On posterior consistency of data assimilation with Gaussian process priors: The 2D-Navier–Stokes equations21
Supervised homogeneity fusion: A combinatorial approach21
Spectral estimation of Hawkes processes from count data20
Consistent order selection for ARFIMA processes20
Rank and factor loadings estimation in time series tensor factor model by pre-averaging20
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations19
A causal bootstrap19
Is infinity that far? A Bayesian nonparametric perspective of finite mixture models19
Change-point inference in high-dimensional regression models under temporal dependence19
New Edgeworth-type expansions with finite sample guarantees18
Wilks’ theorem for semiparametric regressions with weakly dependent data18
Spatial dependence and space–time trend in extreme events18
A nonparametric test for elliptical distribution based on kernel embedding of probabilities18
Consistency of Bayesian inference for multivariate max-stable distributions17
General spatio-temporal factor models for high-dimensional random fields on a lattice17
Iterative algorithm for discrete structure recovery17
Plugin estimation of smooth optimal transport maps17
Toward theoretical understandings of robust Markov decision processes: Sample complexity and asymptotics17
Time-uniform central limit theory and asymptotic confidence sequences16
Distributed nonparametric function estimation: Optimal rate of convergence and cost of adaptation16
Computational lower bounds for graphon estimation via low-degree polynomials16
Sup-norm adaptive drift estimation for multivariate nonreversible diffusions16
Learning mixtures of permutations: Groups of pairwise comparisons and combinatorial method of moments16
Optimal rates for independence testing via U-statistic permutation tests15
Wald tests when restrictions are locally singular15
Backfitting for large scale crossed random effects regressions15
A shrinkage principle for heavy-tailed data: High-dimensional robust low-rank matrix recovery15
Consistency of invariance-based randomization tests15
Surprises in high-dimensional ridgeless least squares interpolation14
Edgeworth expansions for network moments14
Projected state-action balancing weights for offline reinforcement learning14
The Lasso with general Gaussian designs with applications to hypothesis testing14
Minimax rate of distribution estimation on unknown submanifolds under adversarial losses14
Testing for independence in high dimensions based on empirical copulas13
Transfer learning for contextual multi-armed bandits13
Linear biomarker combination for constrained classification13
A new approach to tests and confidence bands for distribution functions13
Detecting multiple replicating signals using adaptive filtering procedures13
Minimax nonparametric estimation of pure quantum states13
Noisy linear inverse problems under convex constraints: Exact risk asymptotics in high dimensions12
Confidence regions near singular information and boundary points with applications to mixed models12
On least squares estimation under heteroscedastic and heavy-tailed errors12
Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions12
Dimension free ridge regression12
Testing nonparametric shape restrictions12
Interactive versus noninteractive locally differentially private estimation: Two elbows for the quadratic functional12
Change acceleration and detection12
On universally consistent and fully distribution-free rank tests of vector independence11
Adaptive transfer learning11
Testing community structure for hypergraphs11
Carving model-free inference11
Finite-sample complexity of sequential Monte Carlo estimators11
Dispersal density estimation across scales11
Approximate Message Passing algorithms for rotationally invariant matrices11
Adaptive estimation in multivariate response regression with hidden variables10
Tensor clustering with planted structures: Statistical optimality and computational limits10
Nonlinear global Fréchet regression for random objects via weak conditional expectation10
ℓ2 inference for change points in high-dimensional time series via a Two-Way MOSUM10
ARK: Robust knockoffs inference with coupling10
Ridge regression revisited: Debiasing, thresholding and bootstrap10
Marginal singularity and the benefits of labels in covariate-shift10
The Stein effect for Fréchet means10
Learning models with uniform performance via distributionally robust optimization10
On the sample complexity of entropic optimal transport10
SuperMix: Sparse regularization for mixtures9
Bridging factor and sparse models9
Joint sequential detection and isolation for dependent data streams9
Statistical inference for principal components of spiked covariance matrices9
Sparse high-dimensional linear regression. Estimating squared error and a phase transition9
Correction note: “Asymptotic spectral theory for nonlinear time series”9
Testing high-dimensional regression coefficients in linear models9
Large-dimensional independent component analysis: Statistical optimality and computational tractability9
Matching recovery threshold for correlated random graphs9
Local convexity of the TAP free energy and AMP convergence for Z2-synchronization9
Existence and uniqueness of the Kronecker covariance MLE9
Heavy-tailed Bayesian nonparametric adaptation8
On robustness and local differential privacy8
Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning8
Inference for a two-stage enrichment design8
Multivariate trend filtering for lattice data8
A nonparametric doubly robust test for a continuous treatment effect8
Affine-equivariant inference for multivariate location under Lp loss functions8
Rerandomization with diminishing covariate imbalance and diverging number of covariates8
Global and individualized community detection in inhomogeneous multilayer networks8
Ensemble projection pursuit for general nonparametric regression8
Spectral analysis of gram matrices with missing at random observations: Convergence, central limit theorems, and applications in statistical inference8
Adaptive variational Bayes: Optimality, computation and applications8
A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes7
Optimal false discovery rate control for large scale multiple testing with auxiliary information7
Some theory about efficient dimension reduction regarding the interaction between two responses7
Total positivity in multivariate extremes7
Bootstrapping persistent Betti numbers and other stabilizing statistics7
Peskun–Tierney ordering for Markovian Monte Carlo: Beyond the reversible scenario7
The online closure principle7
Two-level parallel flats designs7
General and feasible tests with multiply-imputed datasets7
Universal regression with adversarial responses7
Post-selection inference via algorithmic stability7
Local permutation tests for conditional independence7
Estimating a density near an unknown manifold: A Bayesian nonparametric approach7
Rates of estimation for high-dimensional multireference alignment7
Adaptive novelty detection with false discovery rate guarantee7
Optimal signal detection in some spiked random matrix models: Likelihood ratio tests and linear spectral statistics7
Efficient estimation of the maximal association between multiple predictors and a survival outcome7
Embedding distributional data7
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