OOIR: Observatory of International Research

Papers

(The TQCC 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 2021-04-01 to 2025-04-01.)

Article	Citations
	27
A novel semiparametric approach to nonignorable missing data by catching covariate marginal information	26
	13
State estimation for aoristic models	10
Copula measures and Sklar's theorem in arbitrary dimensions	10
Robust sure independence screening for nonpolynomial dimensional generalized linear models	7
	7
Empirical and instance‐dependent estimation of Markov chain and mixing time	6
The effect of the working correlation on fitting models to longitudinal data	6
Kernel mean embedding of probability measures and its applications to functional data analysis	6
G‐optimal grid designs for kriging models	5
	5
Statistical inference for Cox proportional hazards models with a diverging number of covariates	4
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	4
Issue Information	4
Posterior consistency for the spectral density of non‐Gaussian stationary time series	4
Conditional Monte Carlo revisited	4
Some mechanisms leading to underdispersion: Old and new proposals	4
Adaptive estimation of intensity in a doubly stochastic Poisson process	3
	3
The Kendall and Spearman rank correlations of the bivariate skew normal distribution	3
Partial correlation graphical LASSO	3
Issue Information	3
Epistemic confidence in the observed confidence interval	3
Nonparametric plug‐in classifier for multiclass classification of S.D.E. paths	3

A conversation with Nils Lid Hjort	3
Issue Information	3
Transform orders and stochastic monotonicity of statistical functionals	3
Regression‐based network‐flow and inner‐matrix reconstruction	3
Road traffic estimation and algorithmic routing in a spatially dependent network	3
Maximum likelihood estimator for skew Brownian motion: The convergence rate	3
Asymptotic inference of the ARMA model with time‐functional variance noises	3
Nonparametric estimation of densities on the hypersphere using a parametric guide	3
Robust optimal estimation of location from discretely sampled functional data	3
Flexible clustering via hidden hierarchical Dirichlet priors	3
On some publications of Sir David Cox	3
Connecting simple and precise P‐values to complex and ambiguous realities (includes rejoinder to comments on “Divergence vs. decision P‐values”)	3
Bayesian nonparametric estimation in the current status continuous mark model	2
Regularized t$$ t $$ distribution: definition, properties, and applications	2
Efficient t0$$ {t}_0 $$‐year risk regression using the logistic model	2
Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model	2
Editorial	2
Multivariate quantiles with both overall and directional probability interpretation	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
4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019	2
Locally correct confidence intervals for a binomial proportion: A new criteria for an interval estimator	2
Extrapolation estimation for nonparametric regression with measurement error	2
A new paradigm for high‐dimensional data: Distance‐based semiparametric feature aggregation framework via between‐subject attributes	2
Multiply robust estimators of causal effects for survival outcomes	2
Emulation‐based inference for spatial infectious disease transmission models incorporating event time uncertainty	2
Frequentist model averaging for envelope models	2
Dimension‐independent Markov chain Monte Carlo on the sphere	2
Efficient inference of longitudinal/functional data models with time‐varying additive structure	2
Sparse concordance‐based ordinal classification	2
Sparse principal component analysis for high‐dimensional stationary time series	2
Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application	2
Stable inverse probability weighting estimation for longitudinal studies	2
Empirical best prediction of small area bivariate parameters	2
Covariance‐based soft clustering of functional data based on the Wasserstein–Procrustes metric	2
Two‐part D‐vine copula models for longitudinal insurance claim data	2
Editorial	2
Flexible specification testing in quantile regression models	2
Remove unwanted variation retrieves unknown experimental designs	1
Efficiency of naive estimators for accelerated failure time models under length‐biased sampling	1
Exact uniformly most powerful postselection confidence distributions	1
Bayesian mixture models (in)consistency for the number of clusters	1
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes	1
Empirical likelihood M‐estimation for the varying‐coefficient model with functional response	1
Model‐assisted analysis of covariance estimators for stepped wedge cluster randomized experiments	1
A new class of nonparametric tests for second‐order stochastic dominance based on the Lorenz P–P plot	1
Accurate bias estimation with applications to focused model selection	1
Bayesian inverse problems with heterogeneous variance	1
Robust Lasso‐Zero for sparse corruption and model selection with missing covariates	1
Communication‐efficient low‐dimensional parameter estimation and inference for high‐dimensional Lp$$ {L}^p $$‐quantile regression	1
Multistate analysis of multitype recurrent event and failure time data with event feedbacks in biomarkers	1

Adjusted location‐invariant U‐tests for the covariance matrix with elliptically high‐dimensional data	1
Sparse additive models in high dimensions with wavelets	1
Asymptotically faster estimation of high‐dimensional additive models using subspace learning	1
Identification and estimation of threshold matrix‐variate factor models	1
Confidence bands for survival curves from outcome‐dependent stratified samples	1
Corrigendum to “On the unification of families of skew‐normal distributions” published in Scand. J. Stat. vol. 33, pp. 561–574	1
Nonparametric adaptive estimation for interacting particle systems	1
Estimation of treatment effect among treatment responders with a time‐to‐event endpoint	1
On a computable Skorokhod's integral‐based estimator of the drift parameter in fractional SDE	1
Plug‐in machine learning for partially linear mixed‐effects models with repeated measurements	1
Factorized estimation of high‐dimensional nonparametric covariance models	1
A robust model averaging approach for partially linear models with responses missing at random	1
Minimax estimation of functional principal components from noisy discretized functional data	1
Issue Information	1
Tobit models for count time series	1
Daisee: Adaptive importance sampling by balancing exploration and exploitation	1
Envelopes for multivariate linear regression with linearly constrained coefficients	1
Approximate reference priors for Gaussian random fields	1
Convergence of likelihood ratios and estimators for selection in nonneutral Wright–Fisher diffusions	1
Large‐scale simultaneous inference under dependence	1
Statistical inference in the presence of imputed survey data through regression trees and random forests	1
Inference for all variants of the multivariate coefficient of variation in factorial designs	1
Multivariate geometric anisotropic Cox processes	1
A special section honoring Nils Lid Hjort	1
Pitfalls of amateur regression: The Dutch New Herring controversies	1
Cox processes driven by transformed Gaussian processes on linear networks—A review and new contributions	1
Martingale posterior distributions for cumulative hazard functions	1
Comments on Divergence vs. Decision P‐values	1
Cramér‐von Mises tests for change points	1
Use of multiple imputation in supersampled nested case‐control and case‐cohort studies	1
Structure learning for continuous time Bayesian networks via penalized likelihood	1
Regularization in dynamic random‐intercepts models for analysis of longitudinal data	1
Modeling multivariate extreme value distributions via Markov trees	1
Revisiting the sequence symmetry analysis design	1
Model‐based clustering in simple hypergraphs through a stochastic blockmodel	1
Lancaster correlation: A new dependence measure linked to maximum correlation	1
Estimating absorption time distributions of general Markov jump processes	1
Issue Information	1
Issue Information	1
Bandwidth selection for kernel intensity estimators for spatial point processes	1
Cutoff for a class of auto‐regressive models with vanishing additive noise	1
A joint estimation approach for monotonic regression functions in general dimensions	1
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	1
Improper priors and improper posteriors	1
Nearly unstable integer‐valued ARCH process and unit root testing	1
Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation	1
Enriched Pitman–Yor processes	1
Bivariate change point detection: Joint detection of changes in expectation and variance	1