Journal of Statistical Planning and Inference

Article	Citations
Generalized accelerated failure time model with censored data from case-cohort studies	18
Adapting to one- and two-way classified structures of hypotheses while controlling the false discovery rate	15
Robust Integrative Analysis via Quantile Regression with Homogeneity and Sparsity	15
Distributed eQTL analysis with auxiliary information	14
A Quasi-Bayesian change point detection with exchangeable weights	13
Column expanded Latin hypercube designs	12
Goodness-of-fit test for partial functional linear model with errors in scalar covariates	12
A zero-estimator approach for estimating the signal level in a high-dimensional model-free setting	10
A criterion for estimating the largest linear homoscedastic zone in Gaussian data	10
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing	9
Estimation in functional single-index varying coefficient model	9
A selective review of sufficient dimension reduction for multivariate response regression	8
Regularized matrix-variate logistic regression with response subject to misclassification	8
Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas	8
Validation likelihood estimation method for a zero-inflated Bernoulli regression model with missing covariates	7
A sequential approach to feature selection in high-dimensional additive models	7
A new user specific multiple testing method for business applications: The SiMaFlex procedure	7
Subgroup analysis for the functional linear model	7
Zero-modified count time series with Markovian intensities	7
Semiparametric regression modeling of the global percentile outcome	7
Editorial Board	7
Overlap weight and propensity score residual for heterogeneous effects: A review with extensions	6
Whittle parameter estimation for vector ARMA models with heavy-tailed noises	6
Oracle-efficient estimation and global inferences for variance function of functional data	6
Maximum likelihood estimation of sparse networks with missing observations	6

Local linear regression with nonparametrically generated covariates for weakly dependent data	6
Generalized Bayes estimators with closed forms for the normal mean and covariance matrices	6
Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net	6
Hermite regression estimation in noisy convolution model	6
Optimal s-level fractional factorial designs under baseline parame	6
Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration	6
Estimation for the Cox model with biased sampling data via risk set sampling	6
Sparse designs for estimating variance components of nested factors with random effects	6
A modelling framework for regression with collinearity	5
Semiparametric two-sample admixture components comparison test: The symmetric case	5
U-statistic based on overlapping sample spacings	5
Z-valued time series: Models, propertie	5
Regression analysis of longitudinal data with mixed synchronous and asynchronous longitudinal covariates	5
Shifted BH methods for controlling false discovery rate in multiple testing of the means of correlated normals against two-sided alternatives	5
A comparison of likelihood-based methods for size-biased sampling	5
D-optimal augmented designs and the existence of tight orthogonal arrays with high strength	5
Mixed-integer linear programming for computing optimal experimental designs	5
Increasing cluster size asymptotics for nested error regression models	5
Approximating the operating characteristics of Bayesian Uncertainty directed trial Designs	5
Modelling and parameter estimation for discretely observed fractional iterated Ornstein–Uhlenbeck processes	4
Model checking for parametric single-index models with massive datasets	4
A precise local limit theorem for the multinomial distribution and some applications	4
Uniformly more powerful tests for a subset of the components of a Normal Mean Vector	4
Editorial Board	4
A note on the smoothness of densities	4
Uniformly valid inference for partially linear high-dimensional single-index models	4
Weighted empirical minimum distance estimators in linear errors-in-variables regression models	4
The proximal bootstrap for constrained estimators	4
Limit laws for the norms of extremal samples	4
New perspectives on knockoffs construction	4
Editorial Board	4
A new filtering inference procedure for a GED state-space volatility model	4
Variable selection in the Box–Cox power transformation model	4
Two-sample functional linear models with functional responses	4
Some clustering-based change-point detection methods applicable to high dimension, low sample size data	4
Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise	4
Testing hypothesis on transition distributions of a Markov sequence	4
Local polynomial smoothing based on the Kaplan–Meier estimate	3
Editorial Board	3
Equivalence theorems for multiple-design problems with application in mixed models	3
A general Bayesian bootstrap for censored data based on the beta-Stacy process	3
Uniformity of saturated orthogonal arrays	3
Restricted estimation of the cumulative incidence functions of two competing risks	3
Poisson limit theorems for the Cressie–Read statistics	3
Privacy-preserving estimation for non-randomly distributed data	3
Editorial Board	3
A new non-parametric estimation of the expected shortfall for dependent financial losses	3
An integrative framework for geometric and hidden projections in three-level fractional factorial designs	3
Multiple testing in genome-wide association studies via hierarchical hidden Markov models	3
Density estimation of a mixture distribution with unknown point-mass and normal error	3

Bi-s∗	3
Testing the equality of distributions using integrated maximum mean discrepancy	3
Statistical inference from partially nominated sets: An application to estimating the prevalence of osteoporosis among adult women	3
A smoothed p-value test when there is a nuisance parameter under the alternative	3
Marginally constrained nonparametric Bayesian inference through Gaussian processes	3
Generalized linear–quadratic model with a change point due to a covariate threshold	3
Exact confidence limits compatible with the result of a sequential trial	3
Designs for half-diallel experiments with commutative orthogonal block structure	3
Statistical inference for wavelet curve estimators of symmetric positive definite matrices	3
Proximal operator for the sortedℓ	3
Deep learning for ψ-weakly dependent processes	3
Adaptive nonparametric estimation of a component density in a two-class mixture model	3
Mallows model averaging based on kernel regression imputation with responses missing at random	3
Penalised t-walk MCMC	3
Editorial Board	3
Column-orthogonal nearly strong orthogonal arrays	2
Properties of Fisher information gain for Bayesian design of experiments	2
Semi-parametric empirical likelihood inference on quantile difference between two samples with length-biased and right-censored data	2
Temporal aggregation and systematic sampling for INGARCH processes	2
Optimal designs for mean–covariance models with missing observations	2
A faster U-statistic for testing independence in the functional linear models	2
An adaptive group LASSO approach for domain selection in functional generalized linear models	2
Editorial Board	2
Optimal subsampling for the Cox proportional hazards model with massive survival data	2
The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications	2
A monotone frequentist measure of evidence for testing variance components in linear mixed models	2
Variable selection with the knockoffs: Composite null hypotheses	2
Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions	2
Bayesian nonparametrics for directional statistics	2
Sparse multiple kernel learning: Minimax rates with random projection	2
Adjusted maximum likelihood method for multivariate Fay–Herriot model	2
Construction of 2fi-optimal row–column designs	2
Regression-assisted Bayesian record linkage for causal inference in observational studies with covariates spread over two files	2
A test for second-order stationarity of a time series based on the maximum of Anderson–Darling statistics	2
Circular designs for total effects under interference models	2
Beta regression misspecification tests	2
Asymptotic uncertainty quantification for communities in sparse planted bi-section models	2
An empirical likelihood-based unified test for the integer-valued AR(1) models	2
A framework of zero-inflated Bayesian negative binomial regression models for spatiotemporal data	2
Convergent stochastic algorithm for estimation in general multivariate correlated frailty models using integrated partial likelihood	2
Statistical inference in factor analysis for diffusion processes from discrete observations	2
Trading information, price discreteness, and volatility estimation	2
Multimatricvariate distribution under elliptical models	2
A note on the construction of incomplete row–column designs: An algorithmic approach	2
Inference on regression model with misclassified binary response	2
Distributed optimal subsampling for quantile regression with massive data	2
LAMN property for jump diffusion processes with discrete observations on a fixed time interval	2
Two-way ORDANOVA: Analyzing ordinal variation in a cross-balanced design	2
Editorial Board	2
Maximum correntropy criterion regression models with tending-to-zero scale parameters	2
Robust nonparametric regression based on deep ReLU neural networks	2
Measures of conditional dependence for nonlinearity, asymmetry and beyond	2
Bayesian analysis of nonparanormal graphical models using rank-likelihood	2
A multidimensional objective prior distribution from a scoring rule	2
Penalized kernel quantile regression for varying coefficient models	2
Reduced-bias estimation of the extreme conditional tail expectation for Box–Cox transforms of heavy-tailed distributions	2
Entropic regularization of neural networks: Self-similar approximations	1
Alternative asymptotic inference theory for a nonstationary Hawkes process	1
Results on constructing sn	1
Empirical likelihood in single-index quantile regression with high dimensional and missing observations	1
Efficient inference of parent-of-origin effect using case-control mother–child genotype data	1
A note on estimation of α-stable CARMA processes sampled at low freq	1
An algorithm for searching optimal variance component estimators in linear mixed models	1
Editorial Board	1
Representative points for distribution recovering	1
Anisotropic multivariate deconvolution using projection on the Laguerre basis	1
A dynamic count process	1
K-sign depth: From asymptotics to efficient implementation	1
Choice of smoothing parameter in multivariate copula-based tail coefficients	1
Confidence intervals for a ratio of percentiles of location-scale distributions	1
Fast construction of efficient two-level parallel flats designs	1
On schematic orthogonal arrays of high strength	1
Further results on controlling the false discovery rate under some complex grouping structure of hypotheses	1
A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators	1
Regression models for circular data based on nonnegative trigonometric sums	1
Outcome dependent subsampling divide and conquer in generalized linear models for massive data	1
Estimating change-point latent factor models for high-dimensional time series	1
Preserving projection properties when regular two-level designs are blocked	1
Robust estimation of a regression function in exponential families	1
Semiparametric estimation of a principal functional coefficient panel data model with cross-sectional dependence and its application to cigarette demand	1

High-dimensional variable screening through kernel-based conditional mean dependence	1
The impact of misclassification on covariate-adaptive randomized clinical trials with generalized linear models	1
Jackknife empirical likelihood confidence intervals for the categorical Gini correlation	1
Posterior contraction in group sparse logit models for categorical responses	1
Convergence guarantees for forward gradient descent in the linear regression model	1
Editorial Board	1
Construction of high-dimensional high-separation distance designs	1
Construction of mixed-level screening designs using Hadamard matrices	1
Time changes and stationarity issues for extended scalar autoregressive models	1
Editorial Board	1
Editorial Board	1
Change-detection-assisted multiple testing for spatiotemporal data	1
Non-asymptotic model selection for models of network data with parameter vectors of increasing dimension	1
Too Many, Too Improbable: Testing joint hypotheses and closed testing shortcuts	1
Self-normalized inference for stationarity of irregular spatial data	1
A stable sequential multiple test for Koopman–Darmois family	1
Construction of optimal supersaturated designs by the expansive replacement method	1
Penalized unimodal spline density estimation with application to M-estimation	1
Estimating diffusion with compound Poisson jumps based on self-normalized residuals	1
Bayesian predictive density estimation for a Chi-squared model using information from a normal observation with unknown mean and variance	1
A new First-Order mixture integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning	1
Optimal design for estimating the mean ability over time in repeated item response testing	1
Estimation of a regression function on a manifold by fully connected deep neural networks	1
On IPW-based estimation of conditional average treatment effects	1
Optimal designs for some bivariate cokriging models	1
Optimal model averaging for semiparametric partially linear models with measurement errors	1
Semiparametric inference for merged data from multiple data sources	1
Saturated and supersaturated order-of-addition designs	1
Evaluation of early phase dose finding algorithms in heterogeneous populations	1
Editorial Board	1
Maximum likelihood estimation for nonlinear reflected stochastic differential equations	1
Testing hypotheses about covariance matrices in general MANOVA designs	1
Generating optimal order-of-addition designs with flexible run sizes	1