Annals of Statistics

Papers
(The TQCC of Annals of Statistics is 8. 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.)
ArticleCitations
Estimation and inference for minimizer and minimum of convex functions: Optimality, adaptivity and uncertainty principles171
Inference in Ising models on dense regular graphs111
Debiased regression adjustment in completely randomized experiments with moderately high-dimensional covariates50
Deep horseshoe Gaussian processes45
Parametric copula adjusted for non- and semiparametric regression39
Half-trek criterion for identifiability of latent variable models38
Universal rank inference via residual subsampling with application to large networks35
High-dimensional statistical inference for linkage disequilibrium score regression and its cross-ancestry extensions35
Efficiency in local differential privacy33
A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids32
Scalable estimation and inference for censored quantile regression process31
Near-optimal inference in adaptive linear regression31
On high-dimensional Poisson models with measurement error: Hypothesis testing for nonlinear nonconvex optimization27
Deep learning for the partially linear Cox model26
Spectral gap bounds for reversible hybrid Gibbs chains25
A geometrical analysis of kernel ridge regression and its applications25
Learning sparse graphons and the generalized Kesten–Stigum threshold24
A general characterization of optimal tie-breaker designs24
Consistent inference for diffusions from low frequency measurements23
Uniform convergence of local Fréchet regression with applications to locating extrema and time warping for metric space valued trajectories23
Asymptotic analysis of synchrosqueezing transform—toward statistical inference with nonlinear-type time-frequency analysis23
Inference for low-rank models23
Inference for low-rank tensors—no need to debias22
Yurinskii’s coupling for martingales21
Admissible ways of merging p-values under arbitrary dependence21
Adaptive and robust multi-task learning21
Fundamental limits of community detection from multi-view data: Multi-layer, dynamic and partially labeled block models20
Fixed and random covariance regression analyses20
Sharp optimality for high-dimensional covariance testing under sparse signals20
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations19
Consistent order selection for ARFIMA processes19
Spectral estimation of Hawkes processes from count data18
On posterior consistency of data assimilation with Gaussian process priors: The 2D-Navier–Stokes equations18
A common-cause principle for eliminating selection bias in causal estimands through covariate adjustment18
Environment invariant linear least squares18
Is infinity that far? A Bayesian nonparametric perspective of finite mixture models17
Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean17
Rank and factor loadings estimation in time series tensor factor model by pre-averaging17
Nonparametric classification with missing data17
Change-point inference in high-dimensional regression models under temporal dependence17
Order-of-addition orthogonal arrays to study the effect of treatment ordering16
Rate-optimal estimation of mixed semimartingales16
Supervised homogeneity fusion: A combinatorial approach16
New Edgeworth-type expansions with finite sample guarantees16
Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling16
Iterative algorithm for discrete structure recovery15
On the convergence of coordinate ascent variational inference15
Distributed nonparametric function estimation: Optimal rate of convergence and cost of adaptation15
Plugin estimation of smooth optimal transport maps15
Spatial dependence and space–time trend in extreme events15
Asymptotic distribution of maximum likelihood estimator in generalized linear mixed models with crossed random effects15
A nonparametric test for elliptical distribution based on kernel embedding of probabilities15
On the multiway principal component analysis15
Consistency of Bayesian inference for multivariate max-stable distributions14
The Lasso with general Gaussian designs with applications to hypothesis testing14
Toward theoretical understandings of robust Markov decision processes: Sample complexity and asymptotics14
Minimax rate for multivariate data under componentwise local differential privacy constraints14
The numeraire e-variable and reverse information projection14
General spatio-temporal factor models for high-dimensional random fields on a lattice14
Learning mixtures of permutations: Groups of pairwise comparisons and combinatorial method of moments13
Sup-norm adaptive drift estimation for multivariate nonreversible diffusions13
Time-uniform central limit theory and asymptotic confidence sequences13
Algorithmic stability implies training-conditional coverage for distribution-free prediction methods12
Consistency of invariance-based randomization tests12
Wald tests when restrictions are locally singular12
Computational lower bounds for graphon estimation via low-degree polynomials12
Backfitting for large scale crossed random effects regressions12
Transfer learning for contextual multi-armed bandits12
Edgeworth expansions for network moments12
Dimension free ridge regression11
Change acceleration and detection11
Minimax rate of distribution estimation on unknown submanifolds under adversarial losses11
Testing nonparametric shape restrictions11
Surprises in high-dimensional ridgeless least squares interpolation11
Interactive versus noninteractive locally differentially private estimation: Two elbows for the quadratic functional11
Projected state-action balancing weights for offline reinforcement learning11
Linear biomarker combination for constrained classification11
Finite-sample complexity of sequential Monte Carlo estimators11
A new approach to tests and confidence bands for distribution functions11
Minimax nonparametric estimation of pure quantum states11
Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions11
The Stein effect for Fréchet means10
Approximate Message Passing algorithms for rotationally invariant matrices10
Nonlinear global Fréchet regression for random objects via weak conditional expectation10
Testing for independence in high dimensions based on empirical copulas10
Bridging factor and sparse models10
Noisy linear inverse problems under convex constraints: Exact risk asymptotics in high dimensions10
Ridge regression revisited: Debiasing, thresholding and bootstrap10
Detecting multiple replicating signals using adaptive filtering procedures10
Testing community structure for hypergraphs10
Confidence regions near singular information and boundary points with applications to mixed models10
ARK: Robust knockoffs inference with coupling10
On least squares estimation under heteroscedastic and heavy-tailed errors10
Dispersal density estimation across scales10
On universally consistent and fully distribution-free rank tests of vector independence9
ℓ2 inference for change points in high-dimensional time series via a Two-Way MOSUM9
Testing high-dimensional regression coefficients in linear models9
Tensor clustering with planted structures: Statistical optimality and computational limits9
On the sample complexity of entropic optimal transport9
Carving model-free inference9
Semiparametric inference based on adaptively collected data9
Adaptive estimation in multivariate response regression with hidden variables9
A flexible defense against the winner’s curse9
Correction note: “Asymptotic spectral theory for nonlinear time series”9
Large-dimensional independent component analysis: Statistical optimality and computational tractability8
Statistical inference for principal components of spiked covariance matrices8
Online estimation with rolling validation: Adaptive nonparametric estimation with streaming data8
Joint sequential detection and isolation for dependent data streams8
Conformal inference for random objects8
A nonparametric doubly robust test for a continuous treatment effect8
Local convexity of the TAP free energy and AMP convergence for Z2-synchronization8
Asymptotic distributions of largest Pearson correlation coefficients under dependent structures8
Matching recovery threshold for correlated random graphs8
Ensemble projection pursuit for general nonparametric regression8
Entrywise dynamics and universality of general first order methods8
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