Journal of Statistical Planning and Inference

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 2021-08-01 to 2025-08-01.)
ArticleCitations
Generalized accelerated failure time model with censored data from case-cohort studies18
Adapting to one- and two-way classified structures of hypotheses while controlling the false discovery rate15
Robust Integrative Analysis via Quantile Regression with Homogeneity and Sparsity15
Distributed eQTL analysis with auxiliary information14
A Quasi-Bayesian change point detection with exchangeable weights13
Column expanded Latin hypercube designs12
Goodness-of-fit test for partial functional linear model with errors in scalar covariates12
A zero-estimator approach for estimating the signal level in a high-dimensional model-free setting10
A criterion for estimating the largest linear homoscedastic zone in Gaussian data10
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing9
Estimation in functional single-index varying coefficient model9
Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas8
A selective review of sufficient dimension reduction for multivariate response regression8
Regularized matrix-variate logistic regression with response subject to misclassification8
Semiparametric regression modeling of the global percentile outcome7
Editorial Board7
Validation likelihood estimation method for a zero-inflated Bernoulli regression model with missing covariates7
A sequential approach to feature selection in high-dimensional additive models7
A new user specific multiple testing method for business applications: The SiMaFlex procedure7
Subgroup analysis for the functional linear model7
Zero-modified count time series with Markovian intensities7
Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration6
Estimation for the Cox model with biased sampling data via risk set sampling6
Sparse designs for estimating variance components of nested factors with random effects6
Overlap weight and propensity score residual for heterogeneous effects: A review with extensions6
Whittle parameter estimation for vector ARMA models with heavy-tailed noises6
Oracle-efficient estimation and global inferences for variance function of functional data6
Maximum likelihood estimation of sparse networks with missing observations6
Local linear regression with nonparametrically generated covariates for weakly dependent data6
Generalized Bayes estimators with closed forms for the normal mean and covariance matrices6
Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net6
Hermite regression estimation in noisy convolution model6
Optimal s-level fractional factorial designs under baseline parame6
A modelling framework for regression with collinearity5
Semiparametric two-sample admixture components comparison test: The symmetric case5
U-statistic based on overlapping sample spacings5
Z-valued time series: Models, propertie5
Regression analysis of longitudinal data with mixed synchronous and asynchronous longitudinal covariates5
Shifted BH methods for controlling false discovery rate in multiple testing of the means of correlated normals against two-sided alternatives5
A comparison of likelihood-based methods for size-biased sampling5
D-optimal augmented designs and the existence of tight orthogonal arrays with high strength5
Mixed-integer linear programming for computing optimal experimental designs5
Increasing cluster size asymptotics for nested error regression models5
Approximating the operating characteristics of Bayesian Uncertainty directed trial Designs5
A new filtering inference procedure for a GED state-space volatility model4
Variable selection in the Box–Cox power transformation model4
Two-sample functional linear models with functional responses4
Some clustering-based change-point detection methods applicable to high dimension, low sample size data4
Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise4
Testing hypothesis on transition distributions of a Markov sequence4
Modelling and parameter estimation for discretely observed fractional iterated Ornstein–Uhlenbeck processes4
Model checking for parametric single-index models with massive datasets4
A precise local limit theorem for the multinomial distribution and some applications4
Uniformly more powerful tests for a subset of the components of a Normal Mean Vector4
Editorial Board4
A note on the smoothness of densities4
Uniformly valid inference for partially linear high-dimensional single-index models4
Weighted empirical minimum distance estimators in linear errors-in-variables regression models4
The proximal bootstrap for constrained estimators4
Limit laws for the norms of extremal samples4
New perspectives on knockoffs construction4
Editorial Board4
Adaptive nonparametric estimation of a component density in a two-class mixture model3
Mallows model averaging based on kernel regression imputation with responses missing at random3
Deep learning for ψ-weakly dependent processes3
Penalised t-walk MCMC3
Editorial Board3
Local polynomial smoothing based on the Kaplan–Meier estimate3
Editorial Board3
Equivalence theorems for multiple-design problems with application in mixed models3
A general Bayesian bootstrap for censored data based on the beta-Stacy process3
Uniformity of saturated orthogonal arrays3
Poisson limit theorems for the Cressie–Read statistics3
Privacy-preserving estimation for non-randomly distributed data3
Restricted estimation of the cumulative incidence functions of two competing risks3
Editorial Board3
A new non-parametric estimation of the expected shortfall for dependent financial losses3
An integrative framework for geometric and hidden projections in three-level fractional factorial designs3
Multiple testing in genome-wide association studies via hierarchical hidden Markov models3
Density estimation of a mixture distribution with unknown point-mass and normal error3
Bi-s3
Testing the equality of distributions using integrated maximum mean discrepancy3
Statistical inference from partially nominated sets: An application to estimating the prevalence of osteoporosis among adult women3
A smoothed p-value test when there is a nuisance parameter under the alternative3
Marginally constrained nonparametric Bayesian inference through Gaussian processes3
Generalized linear–quadratic model with a change point due to a covariate threshold3
Exact confidence limits compatible with the result of a sequential trial3
Designs for half-diallel experiments with commutative orthogonal block structure3
Statistical inference for wavelet curve estimators of symmetric positive definite matrices3
Proximal operator for the sorted3
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