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 2022-01-01 to 2026-01-01.)

Article	Citations
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	38
Sparse Fréchet sufficient dimension reduction with graphical structure among predictors	27
Issue Information	18
Kernel mean embedding of probability measures and its applications to functional data analysis	15
Asymptotic inference of the ARMA model with time‐functional variance noises	13
Robust optimal estimation of location from discretely sampled functional data	10
	10
On some publications of Sir David Cox	10
Empirical best prediction of small area bivariate parameters	9
Editorial	8
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	8
Sparse concordance‐based ordinal classification	8
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	8
Nonparametric adaptive estimation for interacting particle systems	7
Bandwidth selection for kernel intensity estimators for spatial point processes	7
Variable selection via thresholding	7
Sparse principal component analysis for high‐dimensional stationary time series	7
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	6
Statistical inference in the presence of imputed survey data through regression trees and random forests	6
Lancaster correlation: A new dependence measure linked to maximum correlation	6
A joint estimation approach for monotonic regression functions in general dimensions	6
Estimating absorption time distributions of general Markov jump processes	6
Revisiting the sequence symmetry analysis design	6
Testing relevant hypotheses in functional variance function via self‐normalization	6
Confidence intervals in monotone regression	5

	5
Pointwise comparison of two multivariate density functions	5
Professor Elja Arjas: A prominent figure in establishing statistics in Finland	5
On high‐dimensional variance estimation in survey sampling	5
Mahalanobis balancing: A multivariate perspective on approximate covariate balancing	4
Construction of maximum projection Latin hypercube designs using number‐theoretic methods	4
Selection of linear mixed‐effects models for clustered data	4
	4
A general framework on conditions for constraint‐based causal learning	4
Distorted distributions and ROC curves	4
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	4
Issue Information	4
Weighted reduced rank estimators under cointegration rank uncertainty	4
Recursive Bayesian prediction of remaining useful life for gamma degradation process under conjugate priors	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
Deep neural network classifier for multidimensional functional data	4
A special section honoring Nils Lid Hjort	3
Nonparametric estimation of path‐specific effects in the presence of nonignorable missing covariates	3
Statistical disaggregation—A Monte Carlo approach for imputation under constraints	3
Extrapolation estimation for nonparametric regression with measurement error	3
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	3
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	3
Empirical and instance‐dependent estimation of Markov chain and mixing time	3
Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization	3
	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
Rolf Sundberg's contribution to the Discussion of “On optimal linear prediction” by I. Helland	3
A proper concordance index for models with crossing hazards	3
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	3
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	3
	3
Semiparametric regression with localized Bregman divergence	3
Regularized t$$ t $$ distribution: definition, properties, and applications	3
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application	3
Semiparametric regression for circular response with application in ecology	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
Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods	3
Collapsibility of the Conditional Models of CG‐Graphical Models	2
Approximate reference priors for Gaussian random fields	2
Conditional Aalen–Johansen estimation	2
A non‐asymptotic analysis of the single component PLS regression	2
Double debiased transfer learning for adaptive Huber regression	2
Looking back: Selected contributions by C. R. Rao to multivariate analysis	2
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	2
Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes	2
A comprehensive framework for evaluating time to event predictions using the restricted mean survival time	2
On the robustness to outliers of the Student‐t process	2
Sparse additive models in high dimensions with wavelets	2
Issue Information	2

	2
Issue Information	2
Issue Information	2
	2
On goodness‐of‐fit testing for self‐exciting point processes	2
Adaptively robust small area estimation: Balancing robustness and efficiency of empirical bayes confidence intervals	2
Time‐varying β‐model for dynamic directed networks	2
	2
Nonparametric asymptotic confidence intervals for extreme quantiles	2
Distributed inference for two‐sample U‐statistics in massive data analysis	2
David J. Olive's contribution to the Discussion of “On optimal linear prediction” by I. Helland	2
Accurate bias estimation with applications to focused model selection	2
Errata for “A framework for covariate balance using Bregman distances”	2
On maximizing the likelihood function of general geostatistical models	2
General purpose multiply robust data integration procedures for handling nonprobability samples	2
Multiply robust matching estimators of average and quantile treatment effects	2
	2
Efficient drift parameter estimation for ergodic solutions of backward SDEs	2
Estimation of generalized tail distortion risk measures with applications in reinsurance	2
Prior distributions expressing ignorance about convex increasing failure rates	2
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	2
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	2