Journal of the American Statistical Association

Papers
(The H4-Index of Journal of the American Statistical Association is 24. 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
Classified Mixed Model Projections203
Correction to “Modeling Time-Varying Random Objects and Dynamic Networks”138
Handbook of Bayesian, Fiducial, and Frequentist Inference104
Analysis of Variance of Tensor Product Reproducing Kernel Hilbert Spaces on Metric Spaces72
Variable Selection Via Thompson Sampling69
Greedy Segmentation for a Functional Data Sequence60
U-Statistic Reduction: Higher-Order Accurate Risk Control and Statistical-Computational Trade-Off58
Off-Policy Confidence Interval Estimation with Confounded Markov Decision Process50
In Nonparametric and High-Dimensional Models, Bayesian Ignorability is an Informative Prior48
Bayesian Conditional Transformation Models43
Coverage Properties of Empirical Bayes Intervals: A Discussion of “Confidence Intervals for Nonparametric Empirical Bayes Analysis” by Ignatiadis and Wager42
Censored Interquantile Regression Model with Time-Dependent Covariates41
Subspace Estimation with Automatic Dimension and Variable Selection in Sufficient Dimension Reduction34
A Semiparametric Inverse Reinforcement Learning Approach to Characterize Decision Making for Mental Disorders33
Kernel Estimation of Bivariate Time-Varying Coefficient Model for Longitudinal Data with Terminal Event32
Combining Matching and Synthetic Control to Tradeoff Biases From Extrapolation and Interpolation31
On Robustness of Individualized Decision Rules31
Modern Applied Regressions: Bayesian and Frequentist Analysis of Categorical and Limited Response variables with R and StanModern Applied Regressions: Bayesian and Frequentist Analysis of Categorical 29
Inference of Breakpoints in High-dimensional Time Series29
Estimation and Variable Selection for Interval-Censored Failure Time Data with Random Change Point and Application to Breast Cancer Study29
Covariance Estimation for Matrix-valued Data27
Reversible Jump PDMP Samplers for Variable Selection27
Two-Way Truncated Linear Regression Models with Extremely Thresholding Penalization24
Comments on “Data Fission: Splitting a Single Data Point”24
A Random Projection Approach to Hypothesis Tests in High-Dimensional Single-Index Models24
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