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 2020-05-01 to 2024-05-01.)

Article	Citations
Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case	18
Multiscale change point detection for dependent data	17
Stable inverse probability weighting estimation for longitudinal studies	16
Max‐infinitely divisible models and inference for spatial extremes	14
Nonparametric extreme conditional expectile estimation	12
Divergence versus decisionP‐values: A distinction worth making in theory and keeping in practice: Or, how divergenceP‐values measure evidence even when decisionP‐values do not	12
Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo	11
Linear censored quantile regression: A novel minimum‐distance approach	11
Expectile‐based measures of skewness	9
Functional central limit theorems for persistent Betti numbers on cylindrical networks	9
Multivariate conditional transformation models	8
A test for Gaussianity in Hilbert spaces via the empirical characteristic functional	8
Stratified proportional subdistribution hazards model with covariate‐adjusted censoring weight for case‐cohort studies	8
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	7
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	7
A new Gini correlation between quantitative and qualitative variables	6
Pseudo likelihood‐based estimation and testing of missingness mechanism function in nonignorable missing data problems	6
Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces	6
Flexible clustering via hidden hierarchical Dirichlet priors	6
An n‐dimensional Rosenbrock distribution for Markov chain Monte Carlo testing	5
Multiply robust estimators of causal effects for survival outcomes	5
Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models	5
Ordinal patterns in long‐range dependent time series	5
A goodness‐of‐fit test for the functional linear model with functional response	5
A new lack‐of‐fit test for quantile regression with censored data	5

Statistics for Gaussian random fields with unknown location and scale using Lipschitz‐Killing curvatures	5
Multiply robust matching estimators of average and quantile treatment effects	4
Asymptotic theory for statistics based on cumulant vectors with applications	4
Copula measures and Sklar's theorem in arbitrary dimensions	4
Generalizing the information content for stepped wedge designs: A marginal modeling approach	4
Emulation‐based inference for spatial infectious disease transmission models incorporating event time uncertainty	4
Exact uniformly most powerful postselection confidence distributions	4
The Kendall and Spearman rank correlations of the bivariate skew normal distribution	4
Cramér‐von Mises tests for change points	3
Maximum likelihood estimation for totally positive log‐concave densities	3
High‐dimensional robust inference for Cox regression models using desparsified Lasso	3
Nonparametric estimation of the fragmentation kernel based on a partial differential equation stationary distribution approximation	3
Bivariate change point detection: Joint detection of changes in expectation and variance	3
Ensemble updating of binary state vectors by maximizing the expected number of unchanged components	3
On the assumption of independent right censoring	3
Testing for conditional independence: A groupwise dimension reduction‐based adaptive‐to‐model approach	3
On the sign recovery by least absolute shrinkage and selection operator, thresholded least absolute shrinkage and selection operator, and thresholded basis pursuit denoising	3
Identification and estimation of threshold matrix‐variate factor models	3
Local asymptotic properties for Cox‐Ingersoll‐Ross process with discrete observations	3
Statistical inference for Cox proportional hazards models with a diverging number of covariates	3
Break point detection for functional covariance	3
Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation	3
Interactions and computer experiments	3
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data	2
Combining information across diverse sources: The II‐CC‐FF paradigm	2
Moment‐based estimation for the multivariate COGARCH(1,1) process	2
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	2
Maximum pseudo‐likelihood estimation based on estimated residuals in copula semiparametric models	2
Sequential monitoring of high‐dimensional time series	2
Nonparametric adaptive estimation for interacting particle systems	2
Semiparametric estimation and model selection for conditional mixture copula models	2
Tests of multivariate copula exchangeability based on Lévy measures	2
The Greenwood statistic, stochastic dominance, clustering and heavy tails	2
Multivariate boundary regression models	2
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	2
Uniform convergence rates for nonparametric estimators smoothed by the beta kernel	2
Estimation of change‐point for a class of count time series models	2
Failure time studies with intermittent observation and losses to follow‐up	2
Large‐scale simultaneous inference under dependence	2
Accounting for model uncertainty in multiple imputation under complex sampling	2
Design for order‐of‐addition experiments with two‐level components	2
Preliminary test estimation in uniformly locally asymptotically normal models	2
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	2
Detecting early or late changes in linear models with heteroscedastic errors	2
A reproducing kernel Hilbert space log‐rank test for the two‐sample problem	2
Improving Lasso for model selection and prediction	2
Distributed inference for two‐sample U‐statistics in massive data analysis	2
Empirical best prediction of small area bivariate parameters	2
Transform orders and stochastic monotonicity of statistical functionals	2
Sufficient dimension reduction based on distance‐weighted discrimination	2