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 2021-06-01 to 2025-06-01.)

Article	Citations
A Berry–Esseen theorem for sample quantiles under martingale difference sequences	26
Sequentially weighted uniform designs	15
Robust estimation based on one-shot device test data under log-normal lifetimes	13
Automatic selection by penalized asymmetric L _q -norm in a high-dimensional model with grouped variables	11
Asymptotic behaviours for maximum likelihood estimator of drift parameter in α-Wiener bridge process	10
Accuracy and explainability of statistical and machine learning xG models in football	10
Second-order skewness of the maximum likelihood estimators in symmetric nonlinear regressions	9
Two new distribution-free two-sample tests for versatile alternative	9
On interval weighted cumulative residual and past extropies	9
Modeling and inferences for possibly negatively-correlated multivariate time series of counts based on INGARCH scheme	9
Penalized wavelet nonparametric univariate logistic regression for irregular spaced data	9
On two exponential populations under a joint adaptive type-II progressive censoring	8
Least-square estimators in linear regression models under negatively superadditive dependent random observations	7
Bayesian time-varying quantile regression on exceedance	7
Matrix variate receiver operating characteristic curve for binary classification	7
A study on average Lee discrepancy measure	7
Extending the Mann–Kendall test to allow for measurement uncertainty	6
Outlier detection in non-parametric profile monitoring	6
Characterizations of continuous log-symmetric distributions based on properties of order statistics	6
Detection of long range dependence in the time domain for (in)finite-variance time series	6
On the applicability of several tests to models with not identically distributed random effects	6
Universal kernel-type estimation of random fields	6
A two-parameter estimator in linear measurement error model	5
Deconvolution of ℙ( X _t < Y _t	5
RETRACTED ARTICLE: Convergence in quadratic mean of averaged stochastic gradient algorithms without strong convexity nor bounded gradient	5

Robust and efficient estimation in ordinal response models using the density power divergence	5
An uniformity index for random geometric graphs	5
Tuning parameter selection for nonparametric derivative estimation in random design	5
Dynamic panel models with multi-threshold effects and endogeneity	5
Convergence of series of moments on general exponential inequality	4
Uniformly strong consistency and the rates of asymptotic normality for the edge frequency polygons	4
New continuous bivariate distributions generated from shock models	4
A bivariate zero-inflated integer-valued GARCH model and its application to the weekly number of syphilis cases	4
Robust estimation for generalized case–cohort design under the proportional hazards model	4
Statistical inference of generalized progressive hybrid censored step-stress accelerated dependent competing risks model for Marshall-Olkin bivariate Weibull distribution	4
Robust link functions	4
Robust time series clustering of GARCH (1,1) models with outliers	4
Cumulative entropy of progressively type-II censored order statistics and associated optimal life testing-plans	4
Elegant robustification of sparse partial least squares by robustness-inducing transformations	4
Ridge estimation in linear mixed measurement error models using generalized maximum entropy	3
Stress-strength reliability: a quantile approach	3
Variable selection for single-index-driven autoregressive model with linear explanatory variables	3
Consistency properties for the nearest neighbour estimator of the density function and applications based on α-mixing samples	3
Exponential and Pareto-type bounds for the renewal function and the excess lifetime of a renewal process	3
Modified intrinsic Bayes factor for multivariate regression models	3
The application of Bayesian inference under SAFE model	3
Some new flexible classes of normal distribution for fitting multimodal data	3
Robust high-dimensional alpha test for conditional time-varying factor models	3
Estimation of order restricted standard deviations of normal populations with a common mean	3
Closed form estimators for a multivariate gamma distribution	3
Kernel Liu prediction approach in partially linear mixed measurement error models	3
Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring	3
Theϕ-divergence family of measures based on quantile function	3
Uniformity pattern of mixed two- and three-level factorials under average projection mixture discrepancy	3
Retrospective sampling of survival data based on a Poisson birth process: conditional maximum likelihood	3
Estimating parameters in multichannel fundamental frequency with harmonics model	3
Covariance based moment equations for improved variance component estimation	3
Adaptive local density estimation in tomography	3
High-dimensional semiparametric mixed-effects model for longitudinal data with non-normal errors	3
Gaussian modeling with B-splines for spatial functional data on irregular domains	3
Identifying a class of Ridge-type estimators in binary logistic regression models	2
Robust confidence distributions from proper scoring rules	2
Smooth estimation of conditional quantile function with mixed covariates using Bernstein polynomials	2
Online updating Huber robust regression for big data streams	2
GENEOnet: statistical analysis supporting explainability and trustworthiness	2
Liu-type shrinkage estimations in linear models	2
Novel credibility approaches for Lorenz curve and Gini coefficient estimation	2
Expectile trace regression via low-rank and group sparsity regularization	2
A distribution-free adaptive CUSUM-sign chart for monitoring shifts in the location of unknown industrial process	2
On optimal joint prediction of order statistics	2
A Bayesian approach to ensemble clustering	2
Consistent model selection procedure for general integer-valued time series	2
Bayesian empirical likelihood inference for the mean absolute deviation	2
Robust penalized empirical likelihood estimation method for linear regression	2
A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property	2

Construction of balanced sliced orthogonal arrays	2
Explainable machine learning for financial risk management: two practical use cases	2
Bernstein-based estimation of the cross ratio function	2
On cumulative residual Renyi's entropy for double truncated distribution	2
High-dimensional generalized semiparametric model for longitudinal data	2
Optimal subsampling algorithms for composite quantile regression in massive data	2
Zero-inflated binomial integer-valued ARCH models for time series	2
An exact test for exponentiality against renewal increasing mean residual life class	2
Acceptance reliability sampling plan for items with two failure modes	2
A test for the condor stochastic order: comparison of premiums and expected benefits of condor financial derivatives	2
Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data	2
A class of dependent Dirichlet processes via latent multinomial processes	2
Dimension reduction techniques for conditional expectiles	2
Modelling additive extremile regression by iteratively penalized least asymmetric weighted squares and gradient descent boosting	2