OOIR: Observatory of International Research

Papers

(The median citation count of Scandinavian Journal of Statistics is 1. 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 2022-05-01 to 2026-05-01.)

Article	Citations
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	40
Spectral characteristics of Harmonizable VARMA processes	29
	15
On some publications of Sir David Cox	15
Sparse Fréchet sufficient dimension reduction with graphical structure among predictors	12
Kernel mean embedding of probability measures and its applications to functional data analysis	11
Asymptotic inference of the ARMA model with time‐functional variance noises	10
Editorial	10
Empirical best prediction of small area bivariate parameters	10
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	9
Sparse concordance‐based ordinal classification	9
Sparse principal component analysis for high‐dimensional stationary time series	9
Nonparametric adaptive estimation for interacting particle systems	8
Efficient multiple‐robust estimation for nonresponse data under informative sampling	8
Variable selection via thresholding	8
Greenland, S. (2023). Divergence vs. decision P‐values: A distinction worth making in theory and keeping in practice. Scandinavian Journal of Statistics	8
A joint estimation approach for monotonic regression functions in general dimensions	7
Testing relevant hypotheses in functional variance function via self‐normalization	7
Statistical inference in the presence of imputed survey data through regression trees and random forests	7
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	6
Lancaster correlation: A new dependence measure linked to maximum correlation	6
Issue Information	6
Bandwidth selection for kernel intensity estimators for spatial point processes	6
Fixed effects Bayesian testing in high‐dimensional linear mixed models	6
Revisiting the sequence symmetry analysis design	6

Estimating absorption time distributions of general Markov jump processes	6
Optimal subsampling for estimation of dimension reduction directions	6
Weighted reduced rank estimators under cointegration rank uncertainty	5
Professor Elja Arjas: A prominent figure in establishing statistics in Finland	5
On high‐dimensional variance estimation in survey sampling	5
A general framework on conditions for constraint‐based causal learning	5
Confidence intervals in monotone regression	5
Mahalanobis balancing: A multivariate perspective on approximate covariate balancing	5
Kernel‐based marginal testing for covariate effects in high‐dimensional settings	4
Issue Information	4
Deep neural network classifier for multidimensional functional data	4
Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization	4
	4
Construction of maximum projection Latin hypercube designs using number‐theoretic methods	4
Selection of linear mixed‐effects models for clustered data	4
Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods	4
Corrigendum to “Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions” published in Scandinavian Journal of Statistics (2013), vol. 40, pp. 42–62	4
Recursive Bayesian prediction of remaining useful life for gamma degradation process under conjugate priors	4
Distorted distributions and ROC curves	4
Likelihood Estimation for Stochastic Differential Equations with Mixed Effects	4
Semiparametric regression with localized Bregman divergence	4
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	4
	3
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	3
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	3
Nonparametric estimation of path‐specific effects in the presence of nonignorable missing covariates	3
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	3
A proper concordance index for models with crossing hazards	3
Empirical and instance‐dependent estimation of Markov chain and mixing time	3
	3
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	3
Discussion of “Divergence vs. Decision P$$ P $$‐values: A Distinction Worth Making in Theory and Keeping in Practice – or, How Divergence P$$ P $$‐values Measure Evidence Even When Decision P$$ P $$‐v	3
Learning under commission and omission event outliers	3
Rolf Sundberg's contribution to the Discussion of “On optimal linear prediction” by I. Helland	3
A special section honoring Nils Lid Hjort	3
Dimension reduction for optimal design problems with Kronecker product structure	3
	3
Regularized t$$ t $$ distribution: definition, properties, and applications	3
Statistical disaggregation—A Monte Carlo approach for imputation under constraints	3
Extrapolation estimation for nonparametric regression with measurement error	3
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	3
Double debiased transfer learning for adaptive Huber regression	2
Estimation of generalized tail distortion risk measures with applications in reinsurance	2
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	2
Time‐varying β‐model for dynamic directed networks	2
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	2
Accurate bias estimation with applications to focused model selection	2
Efficient drift parameter estimation for ergodic solutions of backward SDEs	2
Sparse additive models in high dimensions with wavelets	2
Issue Information	2

Distributed inference for two‐sample U‐statistics in massive data analysis	2
On maximizing the likelihood function of general geostatistical models	2
Issue Information	2
	2
	2
A comprehensive framework for evaluating time to event predictions using the restricted mean survival time	2
Errata for “A framework for covariate balance using Bregman distances”	2
	2
Sensitivity analysis for generalized estimating equation with non‐ignorable missing data	2
On goodness‐of‐fit testing for self‐exciting point processes	2
David J. Olive's contribution to the Discussion of “On optimal linear prediction” by I. Helland	2
Extended generalized Marshall–Olkin model for dependent censoring	2
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	2
On the robustness to outliers of the Student‐t process	2
Adaptively robust small area estimation: Balancing robustness and efficiency of empirical bayes confidence intervals	2
Looking back: Selected contributions by C. R. Rao to multivariate analysis	2
Conditional Aalen–Johansen estimation	2
General purpose multiply robust data integration procedures for handling nonprobability samples	2
Issue Information	2
Collapsibility of the Conditional Models of CG‐Graphical Models	2
Semiparametric regression for circular response with application in ecology	2
Nonparametric asymptotic confidence intervals for extreme quantiles	2
A non‐asymptotic analysis of the single component PLS regression	2
Issue Information	1
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes	1
	1
Asymptotic approximation of the likelihood of stationary determinantal point processes	1
Modeling multivariate extreme value distributions via Markov trees	1
Spatial depth for data in metric spaces	1
Improved small‐sample inference for functions of parameters in the k$$ k $$‐sample multinomial problem	1
	1
Nearly unstable integer‐valued ARCH process and unit root testing	1
Combining probability and non‐probability samples using semi‐parametric quantile regression and a nonparametric estimator of the participation probability	1
Estimating Monte Carlo variance from multiple Markov chains	1
Goodness‐of‐fit testing based on graph functionals for homogeneous Erdös–Rényi graphs	1
Remove unwanted variation retrieves unknown experimental designs	1
Causal discovery in heavy‐tailed linear structural equation models via scalings	1
Conditional quasi‐likelihood inference for mean residual life regression with clustered failure time data	1
Adaptive blind image deblurring and denoising	1
Corrigendum to “Kernel density estimation in metric spaces”	1
A historical overview of textbook presentations of statistical science	1
Density estimation and regression analysis on hyperspheres in the presence of measurement error	1
Nonparametric conditional mean testing via an extreme‐type statistic in high dimension	1
Corrigendum to “On the unification of families of skew‐normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574	1
Rejoinder	1
Online differentially private inference for linear regression model	1
On the expectations of equivariant matrix‐valued functions of Wishart and inverse Wishart matrices	1
Data‐driven estimation for multithreshold accelerated failure time model	1
Daisee: Adaptive importance sampling by balancing exploration and exploitation	1
Graph neural networks for the localization of faults in a partially observed regional transmission system	1
Locally correct confidence intervals for a binomial proportion: A new criteria for an interval estimator	1
Asymptotic distribution‐free tests related to maximum mean discrepancy	1
Estimation of win, loss probabilities, and win ratio based on right‐censored event data	1
Asymptotically faster estimation of high‐dimensional additive models using subspace learning	1
Inference on data with both multiplicative and additive measurement errors	1
Statistical inference for Cox proportional hazards models with a diverging number of covariates	1
The geometry of Gaussian double Markovian distributions	1
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data	1
Kernel density estimation in metric spaces	1
Unconditional empirical likelihood approach for analytic use of public survey data	1
R. D. Cook and L. Forzani's contribution to the Discussion of ‘On optimal linear prediction’ by I. Helland	1
Parameters estimation of a threshold Chan–Karolyi–Longstaff–Sanders process from continuous and discrete observations	1
Soft maximin estimation for heterogeneous data	1
Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data	1
Nonparametric inference for Poisson‐Laguerre tessellations	1
Debiasing piecewise deterministic Markov process samplers using couplings	1
Enriched Pitman–Yor processes	1
Statistical inference with semiparametric nonignorable nonresponse models	1
Issue Information	1
Nonparametric Cure Models Through Extreme‐Value Tail Estimation	1
Model‐assisted analysis of covariance estimators for stepped wedge cluster randomized experiments	1
Envelopes for censored quantile regression	1
Likelihood analysis of latent functional response regression models for sequences of correlated binary data	1