OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Statistical Planning and Inference is 3. 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
Generalized accelerated failure time model with censored data from case-cohort studies	18
Distributed eQTL analysis with auxiliary information	17
A Quasi-Bayesian change point detection with exchangeable weights	16
Column expanded Latin hypercube designs	14
Goodness-of-fit test for partial functional linear model with errors in scalar covariates	14
Robust Integrative Analysis via Quantile Regression with Homogeneity and Sparsity	13
Adapting to one- and two-way classified structures of hypotheses while controlling the false discovery rate	13
A criterion for estimating the largest linear homoscedastic zone in Gaussian data	12
A zero-estimator approach for estimating the signal level in a high-dimensional model-free setting	12
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing	10
Estimation in functional single-index varying coefficient model	10
Regularized matrix-variate logistic regression with response subject to misclassification	10
Semiparametric regression modeling of the global percentile outcome	9
Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas	9
A new user specific multiple testing method for business applications: The SiMaFlex procedure	9
A scalable surrogate L0	9
Two-sample Behrens–Fisher problems for high-dimensional data: A normal reference approach	8
Overlap weight and propensity score residual for heterogeneous effects: A review with extensions	7
Editorial Board	7
Subgroup analysis for the functional linear model	7
Validation likelihood estimation method for a zero-inflated Bernoulli regression model with missing covariates	7
A selective review of sufficient dimension reduction for multivariate response regression	7
A sequential approach to feature selection in high-dimensional additive models	7
Zero-modified count time series with Markovian intensities	6
Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net	6

Generalized Bayes estimators with closed forms for the normal mean and covariance matrices	6
Estimation for the Cox model with biased sampling data via risk set sampling	6
Local linear regression with nonparametrically generated covariates for weakly dependent data	6
Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration	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	5
Maximum likelihood estimation of sparse networks with missing observations	5
Regression analysis of longitudinal data with mixed synchronous and asynchronous longitudinal covariates	5
U-statistic based on overlapping sample spacings	5
A new filtering inference procedure for a GED state-space volatility model	5
A modelling framework for regression with collinearity	5
Hermite regression estimation in noisy convolution model	5
Model checking for parametric single-index models with massive datasets	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
Mixed-integer linear programming for computing optimal experimental designs	5
Optimal s-level fractional factorial designs under baseline parame	5
Sparse designs for estimating variance components of nested factors with random effects	5
D-optimal augmented designs and the existence of tight orthogonal arrays with high strength	5
Increasing cluster size asymptotics for nested error regression models	5
Approximating the operating characteristics of Bayesian Uncertainty directed trial Designs	5
Bregman divergence to generalize Bayesian influence measures for data analysis	4
Editorial Board	4
Some clustering-based change-point detection methods applicable to high dimension, low sample size data	4
Modelling and parameter estimation for discretely observed fractional iterated Ornstein–Uhlenbeck processes	4
Z-valued time series: Models, propertie	4
The proximal bootstrap for constrained estimators	4
Two-sample functional linear models with functional responses	4
Limit laws for the norms of extremal samples	4
A smoothed p-value test when there is a nuisance parameter under the alternative	4
Weighted empirical minimum distance estimators in linear errors-in-variables regression models	4
Variable selection in the Box–Cox power transformation model	4
Uniformly valid inference for partially linear high-dimensional single-index models	4
Uniformly more powerful tests for a subset of the components of a Normal Mean Vector	4
Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise	4
A note on the smoothness of densities	4
Semiparametric two-sample admixture components comparison test: The symmetric case	4
New perspectives on knockoffs construction	4
A precise local limit theorem for the multinomial distribution and some applications	4
Penalised t-walk MCMC	3
Editorial Board	3
Restricted estimation of the cumulative incidence functions of two competing risks	3
Statistical inference from partially nominated sets: An application to estimating the prevalence of osteoporosis among adult women	3
Bi-s∗	3
Multiple testing in genome-wide association studies via hierarchical hidden Markov models	3
Generalized linear–quadratic model with a change point due to a covariate threshold	3
Proximal operator for the sortedℓ	3
Adaptive nonparametric estimation of a component density in a two-class mixture model	3
A new non-parametric estimation of the expected shortfall for dependent financial losses	3
Editorial Board	3

Testing hypothesis on transition distributions of a Markov sequence	3
Statistical inference for wavelet curve estimators of symmetric positive definite matrices	3
Density estimation of a mixture distribution with unknown point-mass and normal error	3
Designs for half-diallel experiments with commutative orthogonal block structure	3
On energy tests of normality	3
Local polynomial smoothing based on the Kaplan–Meier estimate	3
Poisson limit theorems for the Cressie–Read statistics	3
Deep learning for ψ-weakly dependent processes	3
Mallows model averaging based on kernel regression imputation with responses missing at random	3
An integrative framework for geometric and hidden projections in three-level fractional factorial designs	3
A general Bayesian bootstrap for censored data based on the beta-Stacy process	3
Editorial Board	3
Equivalence theorems for multiple-design problems with application in mixed models	3
A multidimensional objective prior distribution from a scoring rule	3
Uniformity of saturated orthogonal arrays	3
Testing the equality of distributions using integrated maximum mean discrepancy	3