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 2021-11-01 to 2025-11-01.)

Article	Citations
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	37
Robust optimal estimation of location from discretely sampled functional data	25
Sparse Fréchet sufficient dimension reduction with graphical structure among predictors	18
Issue Information	15
Kernel mean embedding of probability measures and its applications to functional data analysis	10
Empirical best prediction of small area bivariate parameters	9
Asymptotic inference of the ARMA model with time‐functional variance noises	9
	9
On some publications of Sir David Cox	9
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	8
Editorial	8
Sparse concordance‐based ordinal classification	8
Sparse principal component analysis for high‐dimensional stationary time series	7
Nonparametric adaptive estimation for interacting particle systems	7
Greenland, S. (2023). Divergence vs. decision P‐values: A distinction worth making in theory and keeping in practice. Scandinavian Journal of Statistics, 50, 1–35, https://onlinelibrary.wiley.c	7
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	7
Revisiting the sequence symmetry analysis design	6
Testing relevant hypotheses in functional variance function via self‐normalization	6
Lancaster correlation: A new dependence measure linked to maximum correlation	6
Statistical inference in the presence of imputed survey data through regression trees and random forests	6
Bandwidth selection for kernel intensity estimators for spatial point processes	6
Estimating absorption time distributions of general Markov jump processes	6
A joint estimation approach for monotonic regression functions in general dimensions	6
Interactions and computer experiments	5
Professor Elja Arjas: A prominent figure in establishing statistics in Finland	5

Pointwise comparison of two multivariate density functions	5
Confidence intervals in monotone regression	5
	4
A general framework on conditions for constraint‐based causal learning	4
Distorted distributions and ROC curves	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
On high‐dimensional variance estimation in survey sampling	4
Mahalanobis balancing: A multivariate perspective on approximate covariate balancing	4
Deep neural network classifier for multidimensional functional data	4
Selection of linear mixed‐effects models for clustered data	4
Weighted reduced rank estimators under cointegration rank uncertainty	4
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	4
Construction of maximum projection Latin hypercube designs using number‐theoretic methods	4
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	3
Nonparametric estimation of path‐specific effects in the presence of nonignorable missing covariates	3
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	3
Learning under commission and omission event outliers	3
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	3
Semiparametric regression with localized Bregman divergence	3
Empirical and instance‐dependent estimation of Markov chain and mixing time	3
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	3
Bayesian nonparametric estimation in the current status continuous mark model	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
Statistical disaggregation—A Monte Carlo approach for imputation under constraints	3
	3
Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization	3
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	3
A proper concordance index for models with crossing hazards	3
Regularized t$$ t $$ distribution: definition, properties, and applications	3
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application	3
A special section honoring Nils Lid Hjort	3
Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods	3
Time‐varying β‐model for dynamic directed networks	2
Accurate bias estimation with applications to focused model selection	2
Semiparametric regression for circular response with application in ecology	2
Issue Information	2
General purpose multiply robust data integration procedures for handling nonprobability samples	2
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	2
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	2
Multiply robust matching estimators of average and quantile treatment effects	2
Nonparametric asymptotic confidence intervals for extreme quantiles	2
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	2
Errata for “A framework for covariate balance using Bregman distances”	2
Sparse additive models in high dimensions with wavelets	2
Approximate reference priors for Gaussian random fields	2
Extrapolation estimation for nonparametric regression with measurement error	2
On the robustness to outliers of the Student‐t process	2
	2
Adaptively robust small area estimation: Balancing robustness and efficiency of empirical bayes confidence intervals	2

	2
On maximizing the likelihood function of general geostatistical models	2
Conditional Aalen–Johansen estimation	2
	2
Distributed inference for two‐sample U‐statistics in massive data analysis	2
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	2
Collapsibility of the Conditional Models of CG‐Graphical Models	2
A comprehensive framework for evaluating time to event predictions using the restricted mean survival time	2
Issue Information	2
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	2
Efficient drift parameter estimation for ergodic solutions of backward SDEs	2
Issue Information	2
Looking back: Selected contributions by C. R. Rao to multivariate analysis	2
	2
Prior distributions expressing ignorance about convex increasing failure rates	2
Data‐driven estimation for multithreshold accelerated failure time model	1
Issue Information	1
Double debiased transfer learning for adaptive Huber regression	1
Model‐assisted analysis of covariance estimators for stepped wedge cluster randomized experiments	1
Epistemic confidence in the observed confidence interval	1
Asymptotically faster estimation of high‐dimensional additive models using subspace learning	1
Gradient‐based approach to sufficient dimension reduction with functional or longitudinal covariates	1
Enriched Pitman–Yor processes	1
Improved small‐sample inference for functions of parameters in the k$$ k $$‐sample multinomial problem	1
Corrigendum to “On the unification of families of skew‐normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574	1
	1
Flexible clustering via hidden hierarchical Dirichlet priors	1
Soft maximin estimation for heterogeneous data	1
Statistical inference for Cox proportional hazards models with a diverging number of covariates	1
Goodness‐of‐fit testing based on graph functionals for homogeneous Erdös–Rényi graphs	1
Nonparametric conditional mean testing via an extreme‐type statistic in high dimension	1
Likelihood analysis of latent functional response regression models for sequences of correlated binary data	1
Estimation of win, loss probabilities, and win ratio based on right‐censored event data	1
Unconditional empirical likelihood approach for analytic use of public survey data	1
	1
Parameters estimation of a threshold Chan–Karolyi–Longstaff–Sanders process from continuous and discrete observations	1
Combining stochastic tendency and distribution overlap towards improved nonparametric effect measures and inference	1
Inference on data with both multiplicative and additive measurement errors	1
Daisee: Adaptive importance sampling by balancing exploration and exploitation	1
On the properties of distance covariance for categorical data: Robustness, sure screening, and approximate null distributions	1
Nearly unstable integer‐valued ARCH process and unit root testing	1
Statistical inference with semiparametric nonignorable nonresponse models	1
Modeling multivariate extreme value distributions via Markov trees	1
Debiasing piecewise deterministic Markov process samplers using couplings	1
Asymptotic distribution‐free tests related to maximum mean discrepancy	1
Estimation of graphical models for skew continuous data	1
A historical overview of textbook presentations of statistical science	1
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes	1
Efficient semiparametric estimation of time‐censored intensity‐reduction models for repairable systems	1
Conditional quasi‐likelihood inference for mean residual life regression with clustered failure time data	1
Density estimation and regression analysis on hyperspheres in the presence of measurement error	1
Envelopes for censored quantile regression	1
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data	1
Issue Information	1
On the sign recovery by least absolute shrinkage and selection operator, thresholded least absolute shrinkage and selection operator, and thresholded basis pursuit denoising	1
On the expectations of equivariant matrix‐valued functions of Wishart and inverse Wishart matrices	1
Locally correct confidence intervals for a binomial proportion: A new criteria for an interval estimator	1
Semiparametric efficient estimation in high‐dimensional partial linear regression models	1
Issue Information	1
Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data	1
Remove unwanted variation retrieves unknown experimental designs	1
Graph neural networks for the localization of faults in a partially observed regional transmission system	1
Nonparametric inference for Poisson‐Laguerre tessellations	1
Combining probability and non‐probability samples using semi‐parametric quantile regression and a nonparametric estimator of the participation probability	1
A non‐asymptotic analysis of the single component PLS regression	1
Kernel density estimation in metric spaces	1
The geometry of Gaussian double Markovian distributions	1
Asymptotic approximation of the likelihood of stationary determinantal point processes	1