OOIR: Observatory of International Research

Papers

(The TQCC of Statistics is 2. 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 2021-04-01 to 2025-04-01.)

Article	Citations
Orderings of extremes from dependent Gaussian variables with Archimedean copula under simple tree order restrictions	20
Robust estimation for generalized case–cohort design under the proportional hazards model	12
Ridge estimation in linear mixed measurement error models using generalized maximum entropy	9
New regression model and machine learning for fitting proportional data with application	9
New closed form estimators for a bivariate gamma distribution	8
The effect of imperfect rankings on Tsallis entropy in ranked set sampling scheme	8
Liu-type shrinkage estimations in linear models	7
Quantiles of the conditional residual lifetime	7
Universally optimal designs for three interference models under circulant correlation	7
On the posterior property of the Rician distribution	6
Modified intrinsic Bayes factor for multivariate regression models	6
Automatic selection by penalized asymmetric L _q -norm in a high-dimensional model with grouped variables	6
A new kernel two-parameter prediction under multicollinearity in partially linear mixed measurement error model	6
An efficient variance estimator for cross-validation under partition sampling	6
Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case	6
M-estimation for linear models with exchangeable errors	6
Explainable machine learning for financial risk management: two practical use cases	5
High-dimensional semiparametric mixed-effects model for longitudinal data with non-normal errors	5
The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications	5
Prediction intervals with controlled length in the heteroscedastic Gaussian regression	5
New continuous bivariate distributions generated from shock models	5
Some new flexible classes of normal distribution for fitting multimodal data	5
Theϕ-divergence family of measures based on quantile function	5
Gaussian modeling with B-splines for spatial functional data on irregular domains	4
Statistical inference of generalized progressive hybrid censored step-stress accelerated dependent competing risks model for Marshall-Olkin bivariate Weibull distribution	4

Trimmed estimator for circular–circular regression: breakdown properties and an exact algorithm for computation	4
Penalized empirical likelihood inference for the GINAR(p) model	4
Evaluating SAFE AI principles using Wasserstein distance: a comparative study of Machine Learning models	4
Empirical likelihood inference for the mean past lifetime function	4
Equivariant estimation following selection from two normal populations having common unknown variance	4
The risk of tensor Stein-rules in elliptically contoured distributions	4
The application of Bayesian inference under SAFE model	4
Uniformity pattern of mixed two- and three-level factorials under average projection mixture discrepancy	4
Dimension-reduced empirical likelihood estimation and inference for M-estimators with nonignorable nonresponse	4
On local power of likelihood-based tests in von Mises regressions	3
Minimizing distance between distribution functions: discrete counterparts to continuous random variables with applications in non-life insurance and stochastic reliability	3
A data-driven test approach to identify COVID-19 surge phases: an alert-warning tool	3
Kernel Liu prediction approach in partially linear mixed measurement error models	3
Fair overlap number of balls (Fair-ONB): an undersampling method for bias reduction based on data morphology	3
Parameter estimation of stochastic differential equation driven by small fractional noise	3
Construction of balanced sliced orthogonal arrays	3
Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data	3
Knowledge distillation with adapted weight	3
Novel techniques for performing successful follow-up experiments based on prior information from initial-stage experiments	3
Accuracy and explainability of statistical and machine learning xG models in football	3
Monitoring procedures for binary integer autoregressive models with application to telephone complaint data	3
Sequentially weighted uniform designs	3
Bias reduction estimation for drift coefficient in diffusion models with jumps	3
A Berry–Esseen theorem for sample quantiles under martingale difference sequences	3
An optimization method for change-point monitoring in finite samples sequence	3
Characterization-based approach for construction of goodness-of-fit test for Lévy distribution	3
Robust estimation based on one-shot device test data under log-normal lifetimes	3
A note on simultaneous estimation of order restricted location parameters of a general bivariate symmetric distribution under a general loss function	3
Bernstein-based estimation of the cross ratio function	3
Variation of the expectation and quantiles of the mixture of ordered distributions under imprecise choice of prior	3
Stochastic ordering of variability measure estimators	3
Modeling and inferences for possibly negatively-correlated multivariate time series of counts based on INGARCH scheme	2
Second-order skewness of the maximum likelihood estimators in symmetric nonlinear regressions	2
On interval weighted cumulative residual and past extropies	2
Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring	2
Two new distribution-free two-sample tests for versatile alternative	2
Monitoring mean changes in persistent multivariate time series	2
The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models	2
Corrigendum: a note on Liu-type shrinkage estimations in linear models (Statistics 56, 396–420)	2
Asymptotic behaviours for maximum likelihood estimator of drift parameter in α-Wiener bridge process	2
Retrospective sampling of survival data based on a Poisson birth process: conditional maximum likelihood	2
A dynamic measure of divergence between two inactivity lifetime distributions	2
Recurrence times and the expected number of renewal epochs over a finite interval	2
Robust scale estimation under shifts in the mean	2
Copula deep learning control chart for multivariate zero inflated count response variables	2
Impact assessment of correlated measurement errors using logarithmic-type estimators	2
Stress-strength reliability: a quantile approach	2
Noncentral Wishart matrices, asymptotic normality of vec and smooth statistics	2
Generalized log-logistic proportional hazard model: a non-penalty shrinkage approach	2
Penalized wavelet nonparametric univariate logistic regression for irregular spaced data	2

Univariate measurement error selection likelihood for variable selection of additive model	2
Building forecasting model for time series based on improvements in establishing fuzzy relationships and clustering algorithm	2
Constrained estimation for the binomial AR(1) model: on Bayesian approach	2
Parameter estimation in optional semimartingale regression models	2
Asymptotic properties of inverse probability of censored weighted U-empirical process for right-censored data with applications	2
Reliability estimation for Kumaraswamy distribution under block progressive type-II censoring	2
Empirical likelihood and estimation in a partially linear varying coefficient model with right censored data	2
A maximum likelihood and regenerative bootstrap approach for estimation and forecasting of INAR( p ) processes with zero-inflated innovations	2
Some improved results on Berry–Esséen bounds for strong mixing random variables and applications	2
Stochastic comparisons of second-order statistics from dependent and heterogenous modified proportional hazard rate observations	2