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 2022-05-01 to 2026-05-01.)

Article	Citations
On misspecification in cusp-type change-point models	21
Generalized accelerated failure time model with censored data from case-cohort studies	20
A Quasi-Bayesian change point detection with exchangeable weights	18
Distributed eQTL analysis with auxiliary information	14
Goodness-of-fit test for partial functional linear model with errors in scalar covariates	11
Accelerated failure time model under dependent truncated data	10
A criterion for estimating the largest linear homoscedastic zone in Gaussian data	10
Column expanded Latin hypercube designs	10
Evaluation of diagnostic biomarkers: A comparative analysis by area under the receiver operating characteristic curve	9
Robust Integrative Analysis via Quantile Regression with Homogeneity and Sparsity	9
Semiparametric regression modeling of the global percentile outcome	9
A zero-estimator approach for estimating the signal level in a high-dimensional model-free setting	9
Model robust hybrid likelihood	9
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing	8
Subgroup analysis for the functional linear model	8
Minimax designs for partially linear models	7
Optimal s-level fractional factorial designs under baseline parame	7
Zero-modified count time series with Markovian intensities	7
Maximum Projection Gini Correlation (MaGiC) for mixed categorical and numerical data	7
Hermite regression estimation in noisy convolution model	7
A selective review of sufficient dimension reduction for multivariate response regression	7
Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration	7
Local linear regression with nonparametrically generated covariates for weakly dependent data	7
Generalized Bayes estimators with closed forms for the normal mean and covariance matrices	7
Estimation for the Cox model with biased sampling data via risk set sampling	7

Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas	7
Overlap weight and propensity score residual for heterogeneous effects: A review with extensions	7
Editorial Board	7
S -l	7
Whittle parameter estimation for vector ARMA models with heavy-tailed noises	7
Approximating the operating characteristics of Bayesian Uncertainty directed trial Designs	6
A new filtering inference procedure for a GED state-space volatility model	6
Copula-based bivariate binomial ARCH(p,q	6
U-statistic based on overlapping sample spacings	6
Model checking for parametric single-index models with massive datasets	6
Oracle-efficient estimation and global inferences for variance function of functional data	6
Weighted empirical minimum distance estimators in linear errors-in-variables regression models	6
A comparison of likelihood-based methods for size-biased sampling	6
Editorial Board	6
Causal inference in early phase clinical trials: Variance decomposition and order of patient inclusion	5
Shifted BH methods for controlling false discovery rate in multiple testing of the means of correlated normals against two-sided alternatives	5
Z-valued time series: Models, propertie	5
Uniformly more powerful tests for a subset of the components of a Normal Mean Vector	5
The two-sample location shift model under log-concavity	5
The proximal bootstrap for constrained estimators	5
Mixed-integer linear programming for computing optimal experimental designs	5
A modelling framework for regression with collinearity	5
Modelling and parameter estimation for discretely observed fractional iterated Ornstein–Uhlenbeck processes	5
Uniformly valid inference for partially linear high-dimensional single-index models	5
Some clustering-based change-point detection methods applicable to high dimension, low sample size data	5
Assessing goodness-of-fit for sparse categories using Rényi divergence	5
Regression analysis of longitudinal data with mixed synchronous and asynchronous longitudinal covariates	5
D-optimal augmented designs and the existence of tight orthogonal arrays with high strength	5
Two-sample functional linear models with functional responses	5
New perspectives on knockoffs construction	5
A new non-parametric estimation of the expected shortfall for dependent financial losses	4
Mixed latent graphical models with mixed measurement error and misclassification in variables	4
A general Bayesian bootstrap for censored data based on the beta-Stacy process	4
Deep learning for ψ-weakly dependent processes	4
Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise	4
Editorial Board	4
Penalised t-walk MCMC	4
Editorial Board	4
Editorial Board	4
Proximal operator for the sorted ℓ	4
Model averaging prediction for survival data with time-dependent effects	4
Poisson limit theorems for the Cressie–Read statistics	4
Privacy-preserving estimation for non-randomly distributed data	4
Editorial Board	4
Statistical inference from partially nominated sets: An application to estimating the prevalence of osteoporosis among adult women	4
Marginally constrained nonparametric Bayesian inference through Gaussian processes	4
Variable selection with the knockoffs: Composite null hypotheses	4
Statistical inference for wavelet curve estimators of symmetric positive definite matrices	4
Testing the equality of distributions using integrated maximum mean discrepancy	4
Local polynomial smoothing based on the Kaplan–Meier estimate	4

Orthogonal Latin hypercube designs with hidden low-dimensional projection	4
A smoothed p-value test when there is a nuisance parameter under the alternative	4
Mallows model averaging based on kernel regression imputation with responses missing at random	4
Pursuing sparsity and homogeneity for multi-source high-dimensional current status data	4
A multidimensional objective prior distribution from a scoring rule	3
Measures of conditional dependence for nonlinearity, asymmetry and beyond	3
Bayesian analysis of nonparanormal graphical models using rank-likelihood	3
Temporal aggregation and systematic sampling for INGARCH processes	3
Semiparametric mediation model with high-dimensional mediators and application to corporate financial data	3
Editorial Board	3
A monotone frequentist measure of evidence for testing variance components in linear mixed models	3
Designs for half-diallel experiments with commutative orthogonal block structure	3
Editorial Board	3
Asymptotic uncertainty quantification for communities in sparse planted bi-section models	3
Self-weighted estimation for nonstationary processes with infinite variance GARCH errors	3
Maximum correntropy criterion regression models with tending-to-zero scale parameters	3
Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions	3
Multiple testing in genome-wide association studies via hierarchical hidden Markov models	3
Editorial Board	3
Convergent stochastic algorithm for estimation in general multivariate correlated frailty models using integrated partial likelihood	3
Statistical inference in factor analysis for diffusion processes from discrete observations	3
A framework of zero-inflated Bayesian negative binomial regression models for spatiotemporal data	3
Inference for trend functions in partially linear models	3
Editorial Board	3