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 2021-08-01 to 2025-08-01.)
ArticleCitations
Estimation and inference for minimizer and minimum of convex functions: Optimality, adaptivity and uncertainty principles142
A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids84
Inference in Ising models on dense regular graphs74
Efficiency in local differential privacy72
Robust k-means clustering for distributions with two moments67
Scalable estimation and inference for censored quantile regression process53
Universal rank inference via residual subsampling with application to large networks42
Deep learning for the partially linear Cox model36
Foundations of structural causal models with cycles and latent variables36
Half-trek criterion for identifiability of latent variable models34
Parametric copula adjusted for non- and semiparametric regression33
Measuring dependence in the Wasserstein distance for Bayesian nonparametric models33
Online inference with multi-modal likelihood functions32
On high-dimensional Poisson models with measurement error: Hypothesis testing for nonlinear nonconvex optimization30
Learning sparse graphons and the generalized Kesten–Stigum threshold30
A general characterization of optimal tie-breaker designs29
Uniform convergence of local Fréchet regression with applications to locating extrema and time warping for metric space valued trajectories28
Inference for low-rank tensors—no need to debias28
Consistent inference for diffusions from low frequency measurements27
Community detection with dependent connectivity27
Asymptotic distributions of high-dimensional distance correlation inference26
Adaptive and robust multi-task learning26
Admissible ways of merging p-values under arbitrary dependence26
Asymptotic analysis of synchrosqueezing transform—toward statistical inference with nonlinear-type time-frequency analysis25
Inference for low-rank models23
Rate-optimal estimation of mixed semimartingales23
Environment invariant linear least squares22
Sharp optimality for high-dimensional covariance testing under sparse signals22
Nonparametric classification with missing data22
Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean21
On posterior consistency of data assimilation with Gaussian process priors: The 2D-Navier–Stokes equations21
Supervised homogeneity fusion: A combinatorial approach21
Change-point inference in high-dimensional regression models under temporal dependence20
Spectral estimation of Hawkes processes from count data20
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations20
Rank and factor loadings estimation in time series tensor factor model by pre-averaging20
Order-of-addition orthogonal arrays to study the effect of treatment ordering19
Is infinity that far? A Bayesian nonparametric perspective of finite mixture models19
Consistent order selection for ARFIMA processes19
Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling19
Wilks’ theorem for semiparametric regressions with weakly dependent data19
Iterative algorithm for discrete structure recovery18
New Edgeworth-type expansions with finite sample guarantees18
On the convergence of coordinate ascent variational inference17
Spatial dependence and space–time trend in extreme events17
Asymptotic distribution of maximum likelihood estimator in generalized linear mixed models with crossed random effects17
Consistency of Bayesian inference for multivariate max-stable distributions17
The numeraire e-variable and reverse information projection17
Plugin estimation of smooth optimal transport maps17
A nonparametric test for elliptical distribution based on kernel embedding of probabilities16
Distributed nonparametric function estimation: Optimal rate of convergence and cost of adaptation16
Surprises in high-dimensional ridgeless least squares interpolation16
General spatio-temporal factor models for high-dimensional random fields on a lattice16
Projected state-action balancing weights for offline reinforcement learning16
Learning mixtures of permutations: Groups of pairwise comparisons and combinatorial method of moments16
Toward theoretical understandings of robust Markov decision processes: Sample complexity and asymptotics16
The Lasso with general Gaussian designs with applications to hypothesis testing16
Sup-norm adaptive drift estimation for multivariate nonreversible diffusions15
Wald tests when restrictions are locally singular15
Computational lower bounds for graphon estimation via low-degree polynomials15
Backfitting for large scale crossed random effects regressions15
Consistency of invariance-based randomization tests15
Minimax rate for multivariate data under componentwise local differential privacy constraints15
Time-uniform central limit theory and asymptotic confidence sequences14
Transfer learning for contextual multi-armed bandits14
Minimax rate of distribution estimation on unknown submanifolds under adversarial losses14
Edgeworth expansions for network moments14
Optimal rates for independence testing via U-statistic permutation tests14
Linear biomarker combination for constrained classification13
Minimax nonparametric estimation of pure quantum states13
Detecting multiple replicating signals using adaptive filtering procedures13
Testing for independence in high dimensions based on empirical copulas13
Noisy linear inverse problems under convex constraints: Exact risk asymptotics in high dimensions12
Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions12
On least squares estimation under heteroscedastic and heavy-tailed errors12
Change acceleration and detection12
Confidence regions near singular information and boundary points with applications to mixed models12
Testing nonparametric shape restrictions12
Finite-sample complexity of sequential Monte Carlo estimators11
Dimension free ridge regression11
The Stein effect for Fréchet means11
Interactive versus noninteractive locally differentially private estimation: Two elbows for the quadratic functional11
Adaptive transfer learning11
A new approach to tests and confidence bands for distribution functions11
Approximate Message Passing algorithms for rotationally invariant matrices11
Testing community structure for hypergraphs11
Dispersal density estimation across scales11
ARK: Robust knockoffs inference with coupling10
Nonlinear global Fréchet regression for random objects via weak conditional expectation10
Bridging factor and sparse models10
On universally consistent and fully distribution-free rank tests of vector independence10
Adaptive estimation in multivariate response regression with hidden variables10
Tensor clustering with planted structures: Statistical optimality and computational limits10
Correction note: “Asymptotic spectral theory for nonlinear time series”10
Ridge regression revisited: Debiasing, thresholding and bootstrap10
Marginal singularity and the benefits of labels in covariate-shift10
On the sample complexity of entropic optimal transport10
Carving model-free inference10
Joint sequential detection and isolation for dependent data streams10
ℓ2 inference for change points in high-dimensional time series via a Two-Way MOSUM10
Conformal inference for random objects9
Matching recovery threshold for correlated random graphs9
Semiparametric inference based on adaptively collected data9
Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning9
Adaptive variational Bayes: Optimality, computation and applications9
Rerandomization with diminishing covariate imbalance and diverging number of covariates9
Testing high-dimensional regression coefficients in linear models9
Large-dimensional independent component analysis: Statistical optimality and computational tractability9
Local convexity of the TAP free energy and AMP convergence for Z2-synchronization9
A nonparametric doubly robust test for a continuous treatment effect9
Affine-equivariant inference for multivariate location under Lp loss functions9
Multivariate trend filtering for lattice data9
Statistical inference for principal components of spiked covariance matrices9
Existence and uniqueness of the Kronecker covariance MLE9
Asymptotic distributions of largest Pearson correlation coefficients under dependent structures9
Heavy-tailed Bayesian nonparametric adaptation9
Ensemble projection pursuit for general nonparametric regression9
The online closure principle9
Bootstrapping persistent Betti numbers and other stabilizing statistics8
Post-selection inference via algorithmic stability8
Global and individualized community detection in inhomogeneous multilayer networks8
Peskun–Tierney ordering for Markovian Monte Carlo: Beyond the reversible scenario8
Efficient estimation of the maximal association between multiple predictors and a survival outcome8
Inference for a two-stage enrichment design8
Local permutation tests for conditional independence8
Spectral analysis of gram matrices with missing at random observations: Convergence, central limit theorems, and applications in statistical inference8
On robustness and local differential privacy8
Embedding distributional data8
A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes8
Sparse high-dimensional linear regression. Estimating squared error and a phase transition8
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