OOIR: Observatory of International Research

Papers

(The TQCC of Scandinavian Journal 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 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
On some publications of Sir David Cox	15
	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
Editorial	10
Empirical best prediction of small area bivariate parameters	10
Asymptotic inference of the ARMA model with time‐functional variance noises	10
Sparse concordance‐based ordinal classification	9
Sparse principal component analysis for high‐dimensional stationary time series	9
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	9
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
Nonparametric adaptive estimation for interacting particle systems	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
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

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
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
Weighted reduced rank estimators under cointegration rank uncertainty	5
Professor Elja Arjas: A prominent figure in establishing statistics in Finland	5
	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
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
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
	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
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
	2
Errata for “A framework for covariate balance using Bregman distances”	2
On goodness‐of‐fit testing for self‐exciting point processes	2

Sensitivity analysis for generalized estimating equation with non‐ignorable missing data	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
Issue Information	2
General purpose multiply robust data integration procedures for handling nonprobability samples	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
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
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	2
Time‐varying β‐model for dynamic directed networks	2
Efficient drift parameter estimation for ergodic solutions of backward SDEs	2
Accurate bias estimation with applications to focused model selection	2
Sparse additive models in high dimensions with wavelets	2
Issue Information	2