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 2021-06-01 to 2025-06-01.)

Article	Citations
Issue Information	28
	28
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	16
Asymptotic inference of the ARMA model with time‐functional variance noises	15
Kernel mean embedding of probability measures and its applications to functional data analysis	13
Conditional Monte Carlo revisited	9
On some publications of Sir David Cox	8
Robust optimal estimation of location from discretely sampled functional data	8
Sparse Fréchet sufficient dimension reduction with graphical structure among predictors	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	7
Sparse concordance‐based ordinal classification	6
Editorial	6
Empirical best prediction of small area bivariate parameters	6
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	6
Nonparametric adaptive estimation for interacting particle systems	6
Sparse principal component analysis for high‐dimensional stationary time series	6
A joint estimation approach for monotonic regression functions in general dimensions	5
Testing relevant hypotheses in functional variance function via self‐normalization	5
Revisiting the sequence symmetry analysis design	5
Bandwidth selection for kernel intensity estimators for spatial point processes	5
Statistical inference in the presence of imputed survey data through regression trees and random forests	5
Lancaster correlation: A new dependence measure linked to maximum correlation	5
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	4
Weighted reduced rank estimators under cointegration rank uncertainty	4
Pointwise comparison of two multivariate density functions	4

Estimating absorption time distributions of general Markov jump processes	4
Mahalanobis balancing: A multivariate perspective on approximate covariate balancing	4
Confidence intervals in monotone regression	4
	4
Professor Elja Arjas: A prominent figure in establishing statistics in Finland	4
Interactions and computer experiments	4
On high‐dimensional variance estimation in survey sampling	4
Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data	3
Generalized linear model for subordinated Lévy processes	3
Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models	3
Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods	3
Empirical and instance‐dependent estimation of Markov chain and mixing time	3
A special section honoring Nils Lid Hjort	3
Sequential change point tests based on U‐statistics	3
Conditional distribution regression for functional responses	3
	3
Consistent covariances estimation for stratum imbalances under minimization method for covariate‐adaptive randomization	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
Corrigendum to “Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions” published in Scandinavian Journal of Statistics (2013), vol. 40, pp. 42–62	3
Deep neural network classifier for multidimensional functional data	3
Selection of linear mixed‐effects models for clustered data	3
	3
	3
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	3
Statistical disaggregation—A Monte Carlo approach for imputation under constraints	2
Issue Information	2
Bayesian nonparametric estimation in the current status continuous mark model	2
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	2
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	2
A comprehensive framework for evaluating time to event predictions using the restricted mean survival time	2
Time‐varying β‐model for dynamic directed networks	2
Nadaraya–Watson estimator for I.I.D. paths of diffusion processes	2
Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation	2
Distributed inference for two‐sample U‐statistics in massive data analysis	2
Approximate reference priors for Gaussian random fields	2
Sparse additive models in high dimensions with wavelets	2
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	2
Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	2
Errata for “A framework for covariate balance using Bregman distances”	2
	2
On the robustness to outliers of the Student‐t process	2
Conditional Aalen–Johansen estimation	2
Prior distributions expressing ignorance about convex increasing failure rates	2
Accurate bias estimation with applications to focused model selection	2
Extrapolation estimation for nonparametric regression with measurement error	2
Regularized t$$ t $$ distribution: definition, properties, and applications	2
Multistate analysis of multitype recurrent event and failure time data with event feedbacks in biomarkers	2
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application	2
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	2

Nonparametric asymptotic confidence intervals for extreme quantiles	2
General purpose multiply robust data integration procedures for handling nonprobability samples	2
A solution to a linear integral equation with an application to statistics of infinitely divisible moving averages	2