OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Statistical Planning and Inference is 2. 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 2021-04-01 to 2025-04-01.)

Article	Citations
Deterministic construction methods for uniform designs	17
A note on the construction of incomplete row–column designs: An algorithmic approach	15
Editorial Board	15
Distributed eQTL analysis with auxiliary information	14
Properties of Fisher information gain for Bayesian design of experiments	13
Portmanteau-type test for unit root with heavy-tailed noise	13
A criterion for estimating the largest linear homoscedastic zone in Gaussian data	13
Asymptotic efficiency of the calibration estimator in a high-dimensional data setting	12
Nonparametric methods for clustered data in pre-post intervention design	10
Editorial Board	10
A Quasi-Bayesian change point detection with exchangeable weights	10
Editorial Board	10
Column-orthogonal nearly strong orthogonal arrays	9
Deep learning for ψ-weakly dependent processes	9
Editorial Board	8
A zero-estimator approach for estimating the signal level in a high-dimensional model-free setting	8
Multiplier subsample bootstrap for statistics of time series	8
On optimal fMRI designs for correlated errors	7
Optimal designs for mean–covariance models with missing observations	7
Gibbs posterior inference on multivariate quantiles	7
Estimation of a distribution function with increasing failure rate average	7
Adapting to one- and two-way classified structures of hypotheses while controlling the false discovery rate	7
Adjusted maximum likelihood method for multivariate Fay–Herriot model	7
Removing inessential points in c-and 7
Estimation in functional single-index varying coefficient model	7

Testing the skewness of skew-normal distribution by Bayes factors	6
A test for second-order stationarity of a time series based on the maximum of Anderson–Darling statistics	6
Goodness-of-fit test for partial functional linear model with errors in scalar covariates	5
Construction of 2fi-optimal row–column designs	5
Adaptive nonparametric estimation of a component density in a two-class mixture model	5
Statistical inference from partially nominated sets: An application to estimating the prevalence of osteoporosis among adult women	5
Testing higher and infinite degrees of stochastic dominance for small samples: A Bayesian approach	5
Model-free, monotone invariant and computationally efficient feature screening with data-adaptive threshold	5
Graph signal denoising usingt-shrinkage priors	5
A note on estimation of α-stable CARMA processes sampled at low freq	5
Column expanded Latin hypercube designs	5
An empirical likelihood-based unified test for the integer-valued AR(1) models	5
LAMN property for jump diffusion processes with discrete observations on a fixed time interval	5
A new non-parametric estimation of the expected shortfall for dependent financial losses	4
Construction on large four-level designs via quaternary codes	4
Poisson limit theorems for the Cressie–Read statistics	4
Inference on regression model with misclassified binary response	4
Reduced-bias estimation of the extreme conditional tail expectation for Box–Cox transforms of heavy-tailed distributions	4
A modification of MaxT procedure using spurious correlations	4
Bayesian predictive density estimation for a Chi-squared model using information from a normal observation with unknown mean and variance	4
Scale tests for a multilevel step-stress model with exponential lifetimes under Type-II censoring	4
Robust Integrative Analysis via Quantile Regression with Homogeneity and Sparsity	4
Construction of component orthogonal arrays with any number of components	4
Exact model comparisons in the plausibility framework	4
A new approach for ultrahigh dimensional precision matrix estimation	4
An adaptive group LASSO approach for domain selection in functional generalized linear models	4
Informed censoring: The parametric combination of data and expert information	4
Generalized accelerated failure time model with censored data from case-cohort studies	4
Generating optimal order-of-addition designs with flexible run sizes	4
Local polynomial smoothing based on the Kaplan–Meier estimate	3
M-type penalized splines with auxiliary scale estimation	3
Robust estimation of a regression function in exponential families	3
Semiparametric estimation for average causal effects using propensity score-based spline	3
Statistical inference for wavelet curve estimators of symmetric positive definite matrices	3
The effects of adaptation on maximum likelihood inference for nonlinear models with normal errors	3
Time changes and stationarity issues for extended scalar autoregressive models	3
Detecting non-isomorphic orthogonal design	3
Proximal operator for the sortedℓ	3
Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas	3
Asymptotically most powerful tests for random number generators	3
Fast construction of efficient two-level parallel flats designs	3
Evaluation of early phase dose finding algorithms in heterogeneous populations	3
Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes	3
Editorial Board	3
Multimatricvariate distribution under elliptical models	3
Semiparametric regression modeling of the global percentile outcome	3
On card guessing with two types of cards	3
A scalable surrogate L0	3
Validation likelihood estimation method for a zero-inflated Bernoulli regression model with missing covariates	3
A new user specific multiple testing method for business applications: The SiMaFlex procedure	3

Regression to the mean for overdispersed count data	3
Locally adaptive sparse additive quantile regression model with TV penalty	3
An integrative framework for geometric and hidden projections in three-level fractional factorial designs	3
Uniformity of saturated orthogonal arrays	2
A sequential approach to feature selection in high-dimensional additive models	2
A general Bayesian bootstrap for censored data based on the beta-Stacy process	2
An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes	2
Subgroup analysis for the functional linear model	2
Analysis of odds, probability, and hazard ratios: From 2 by 2 tables to two-sample survival data	2
Optimal designs for some bivariate cokriging models	2
Jackknife empirical likelihood confidence intervals for the categorical Gini correlation	2
Semiparametric inference for merged data from multiple data sources	2
Results on constructing sn	2
A new First-Order mixture integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning	2
Regularized matrix-variate logistic regression with response subject to misclassification	2
Representative points for distribution recovering	2
A systematic construction of compromise designs under baseline parameterization	2
A dynamic count process	2
On energy tests of normality	2
Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net	2
Semi-parametric homogeneity test and sample size calculation for a two-sample problem under an inequality constraint	2
High-dimensional variable screening through kernel-based conditional mean dependence	2
Construction of optimal supersaturated designs by the expansive replacement method	2
Testing hypotheses about covariance matrices in general MANOVA designs	2
Bi-s∗	2
Estimating change-point latent factor models for high-dimensional time series	2
Analytical approach for designing accelerated degradation tests under an exponential dispersion model	2
General minimum lower-order confounding split-plot designs with important whole-plot factors	2
Augmented projection Wasserstein distances: Multi-dimensional projection with neural surface	2
Two-sample Behrens–Fisher problems for high-dimensional data: A normal reference approach	2
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing	2
A selective review of sufficient dimension reduction for multivariate response regression	2
Optimal rerandomization designs via a criterion that provides insurance against failed experiments	2
Inference for seemingly unrelated linear mixed models	2
Optimal crossover designs for inference on total effects	2
Generalized linear–quadratic model with a change point due to a covariate threshold	2
High-dimensional asymptotic expansion of the null distribution for L<	2
Nonparametric inference for distribution functions with stratified samples	2
Estimating diffusion with compound Poisson jumps based on self-normalized residuals	2
Toward improved inference for Krippendorff’s Alpha agreement coefficient	2
Semiparametric Bayesian doubly robust causal estimation	2
Choice of smoothing parameter in multivariate copula-based tail coefficients	2
Construction of high-dimensional high-separation distance designs	2
Robust active learning with binary responses	2
Optimal model averaging estimator for expectile regressions	2
Efficient inference of parent-of-origin effect using case-control mother–child genotype data	2