Journal of Statistical Planning and Inference

Papers
(The median citation count of Journal of Statistical Planning and Inference 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 2022-08-01 to 2026-08-01.)
ArticleCitations
On misspecification in cusp-type change-point models23
Generalized accelerated failure time model with censored data from case-cohort studies20
A Quasi-Bayesian change point detection with exchangeable weights20
Distributed eQTL analysis with auxiliary information12
A criterion for estimating the largest linear homoscedastic zone in Gaussian data12
Accelerated failure time model under dependent truncated data10
A zero-estimator approach for estimating the signal level in a high-dimensional model-free setting9
Column expanded Latin hypercube designs9
Goodness-of-fit test for partial functional linear model with errors in scalar covariates9
Robust Integrative Analysis via Quantile Regression with Homogeneity and Sparsity9
Minimax designs for partially linear models9
Subgroup analysis for the functional linear model8
Evaluation of diagnostic biomarkers: A comparative analysis by area under the receiver operating characteristic curve8
A selective review of sufficient dimension reduction for multivariate response regression8
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing8
Local linear regression with nonparametrically generated covariates for weakly dependent data7
On deriving Liouville process from Liouville distribution and its application in nonparametric Bayesian inference7
Model robust hybrid likelihood7
Estimation for the Cox model with biased sampling data via risk set sampling7
Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas7
Zero-modified count time series with Markovian intensities7
Semiparametric regression modeling of the global percentile outcome7
Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration6
Generalized Bayes estimators with closed forms for the normal mean and covariance matrices6
Hermite regression estimation in noisy convolution model6
Assessing goodness-of-fit for sparse categories using Rényi divergence6
S -l6
Optimal s-level fractional factorial designs under baseline parameterization6
Copula-based bivariate binomial ARCH(p,q6
Editorial Board6
Maximum Projection Gini Correlation (MaGiC) for mixed categorical and numerical data6
Overlap weight and propensity score residual for heterogeneous effects: A review with extensions6
Shifted BH methods for controlling false discovery rate in multiple testing of the means of correlated normals against two-sided alternatives6
Causal inference in early phase clinical trials: Variance decomposition and order of patient inclusion5
Regression analysis of longitudinal data with mixed synchronous and asynchronous longitudinal covariates5
Oracle-efficient estimation and global inferences for variance function of functional data5
The proximal bootstrap for constrained estimators5
Approximating the operating characteristics of Bayesian Uncertainty directed trial Designs5
A comparison of likelihood-based methods for size-biased sampling5
A modelling framework for regression with collinearity5
Z-valued time series: Models, propertie5
Uniformly more powerful tests for a subset of the components of a Normal Mean Vector5
Model checking for parametric single-index models with massive datasets5
A new filtering inference procedure for a GED state-space volatility model5
U-statistic based on overlapping sample spacings5
Mixed-integer linear programming for computing optimal experimental designs5
Modelling and parameter estimation for discretely observed fractional iterated Ornstein–Uhlenbeck processes5
Editorial Board4
Marginally constrained nonparametric Bayesian inference through Gaussian processes4
Editorial Board4
Pursuing sparsity and homogeneity for multi-source high-dimensional current status data4
Mallows model averaging based on kernel regression imputation with responses missing at random4
A smoothed p-value test when there is a nuisance parameter under the alternative4
Penalised t-walk MCMC4
Poisson limit theorems for the Cressie–Read statistics4
Editorial Board4
New perspectives on knockoffs construction4
The two-sample location shift model under log-concavity4
Privacy-preserving estimation for non-randomly distributed data4
Orthogonal Latin hypercube designs with hidden low-dimensional projection4
Deep learning for ψ-weakly dependent processes4
Uniformly valid inference for partially linear high-dimensional single-index models4
Some clustering-based change-point detection methods applicable to high dimension, low sample size data4
Editorial Board4
Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise4
Statistical inference from partially nominated sets: An application to estimating the prevalence of osteoporosis among adult women3
Local polynomial smoothing based on the Kaplan–Meier estimate3
Proximal operator for the sorted 3
A class of mixed-level amplified designs and their space-filling properties3
Variable selection with the knockoffs: Composite null hypotheses3
A multidimensional objective prior distribution from a scoring rule3
Testing the equality of distributions using integrated maximum mean discrepancy3
A general Bayesian bootstrap for censored data based on the beta-Stacy process3
Uniformity pattern and uniform projection designs based on absolute discrepancy3
Model averaging prediction for survival data with time-dependent effects3
Editorial Board3
Multiple testing in genome-wide association studies via hierarchical hidden Markov models3
A new non-parametric estimation of the expected shortfall for dependent financial losses3
Statistical inference for wavelet curve estimators of symmetric positive definite matrices3
Homogeneity testing under finite mixtures of multivariate Poisson distributions3
Designs for half-diallel experiments with commutative orthogonal block structure3
Statistical inference in factor analysis for diffusion processes from discrete observations3
Mixed latent graphical models with mixed measurement error and misclassification in variables3
Asymptotic uncertainty quantification for communities in sparse planted bi-section models2
Inference for trend functions in partially linear models2
Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions2
Editorial Board2
Trading information, price discreteness, and volatility estimation2
Uniformly asymptotic normality of estimation of the drift function for diffusion processes2
Neighborhood VAR: Efficient estimation of multivariate timeseries with neighborhood information2
A framework of zero-inflated Bayesian negative binomial regression models for spatiotemporal data2
Editorial Board2
Max–min experimental designs for comparing pairs of treatments with binary outcomes2
Robust nonparametric regression based on deep ReLU neural networks2
Bayesian analysis of nonparanormal graphical models using rank-likelihood2
Self-weighted estimation for nonstationary processes with infinite variance GARCH errors2
Measures of conditional dependence for nonlinearity, asymmetry and beyond2
Sparse multiple kernel learning: Minimax rates with random projection2
Construction of 2fi-optimal row–column designs2
Editorial Board2
Analysis of the rate of convergence of an over-parametrized convolutional neural network image classifier learned by gradient descent2
Template based functional prediction with applications to noninvasive mechanical ventilation and surface EMG techniques2
Individual aliased effect number pattern for two-level designs and its applications2
Editorial Board2
Optimal subsampling for the Cox proportional hazards model with massive survival data2
Editorial Board2
Convergent stochastic algorithm for estimation in general multivariate correlated frailty models using integrated partial likelihood2
Circular designs for total effects under interference models2
A note on the construction of incomplete row–column designs: An algorithmic approach2
The Safety Belt estimator under multivariate linear models with inequality constraints2
Semi-parametric empirical likelihood inference on quantile difference between two samples with length-biased and right-censored data2
Inference on regression model with misclassified binary response2
Regression-assisted Bayesian record linkage for causal inference in observational studies with covariates spread over two files2
Distributed optimal subsampling for quantile regression with massive data2
Beta regression misspecification tests2
Maximum correntropy criterion regression models with tending-to-zero scale parameters2
Change-detection-assisted multiple testing for spatiotemporal data1
Deterministic construction methods for asymmetrical uniform designs1
Robust and consistent model evaluation criteria in high-dimensional regression1
Semiparametric tests for Lorenz dominance based on density ratio model1
LAMN property for jump diffusion processes with discrete observations on a fixed time interval1
Optimal designs for some bivariate cokriging models1
Construction of optimal supersaturated designs by the expansive replacement method1
The impact of misclassification on covariate-adaptive randomized clinical trials with generalized linear models1
Efficient inference of parent-of-origin effect using case-control mother–child genotype data1
Editorial Board1
Maximum likelihood estimation for nonlinear reflected stochastic differential equations1
Jackknife empirical likelihood confidence intervals for the categorical Gini correlation1
A dynamic count process1
Results on constructing sn1
Choice of smoothing parameter in multivariate copula-based tail coefficients1
Alternative asymptotic inference theory for a nonstationary Hawkes process1
Outcome dependent subsampling divide and conquer in generalized linear models for massive data1
A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators1
Optimal model averaging for semiparametric partially linear models with measurement errors1
Optimal design for estimating the mean ability over time in repeated item response testing1
Approximate I 1
Construction of mixed-level screening designs using Hadamard matrices1
Inference on linear quantile regression with dyadic data1
Construction of uniform projection designs via level permutation and expansion1
Editorial Board1
Non-asymptotic model selection for models of network data with parameter vectors of increasing dimension1
A sup-norm oracle inequality for a partially linear regression model1
Preserving projection properties when regular two-level designs are blocked1
A nonparametric test for the heterogeneity of the spatial autoregressive parameter1
An empirical likelihood-based unified test for the integer-valued AR(1) models1
Robust penalized empirical likelihood in high dimensional longitudinal data analysis1
M-procedures robust to structural changes detection under strong mixing heavy-tailed time series models1
Construction of high-dimensional high-separation distance designs1
High-dimensional variable screening through kernel-based conditional mean dependence1
Semiparametric modal regression with varying coefficients and measurement error1
Too Many, Too Improbable: Testing joint hypotheses and closed testing shortcuts1
Entropic regularization of neural networks: Self-similar approximations1
Asymptotic normality and Cramér-type moderate deviations of Yule’s nonsense correlation statistic for Ornstein–Uhlenbeck processes1
A stable sequential multiple test for Koopman–Darmois family1
Divide and conquer for generalized approximately expectile regression1
Variable selection in high-dimensional varying coefficient panel data models with fixed effects1
Further results on controlling the false discovery rate under some complex grouping structure of hypotheses1
Convergence guarantees for forward gradient descent in the linear regression model1
Confidence intervals for a ratio of percentiles of location-scale distributions1
Penalized unimodal spline density estimation with application to M-estimation1
Robust transfer learning under generalized linear errors-in-variables models1
An algorithm for searching optimal variance component estimators in linear mixed models1
Regression models for circular data based on nonnegative trigonometric sums1
Universally consistent estimation of the reach1
Reduced-bias estimation of the extreme conditional tail expectation for Box–Cox transforms of heavy-tailed distributions1
Layer sparsity in neural networks1
Asymptotically efficient estimation under local constraint in Wicksell’s problem1
Random and quasi-random designs in group testing1
A new First-Order mixture integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning1
Evaluation of early phase dose finding algorithms in heterogeneous populations1
Robust estimation of a regression function in exponential families1
Deconvolution density estimation using penalized splines1
Consistent community detection approach in the nonparametric weighted stochastic blockmodel with unspecified number of communities1
Self-normalized inference for stationarity of irregular spatial data1
Editorial Board1
On schematic orthogonal arrays of high strength1
Time changes and stationarity issues for extended scalar autoregressive models1
Empirical likelihood in single-index quantile regression with high dimensional and missing observations1
Representative points for distribution recovering1
Editorial Board1
Estimation of a regression function on a manifold by fully connected deep neural networks1
Semiparametric estimation of a principal functional coefficient panel data model with cross-sectional dependence and its application to cigarette demand1
Estimation and testing for varying-coefficient single-index quantile regression models1
Fast construction of efficient two-level parallel flats designs1
Nonparametric regression with predictors missing at random and the scale depending on auxiliary covariates1
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