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 2020-05-01 to 2024-05-01.)

Article	Citations
Information-based optimal subdata selection for big data logistic regression	17
Parametric estimation for a parabolic linear SPDE model based on discrete observations	14
Orthogonal uniform composite designs	13
Two-sample nonparametric test for comparing mean time to failure functions in age replacement	13
A brief review of linear sufficient dimension reduction through optimization	12
Two-sample Behrens–Fisher problems for high-dimensional data: A normal reference approach	12
Modified Pillai’s trace statistics for two high-dimensional sample covariance matrices	12
Construction of component orthogonal arrays with any number of components	12
Model-free posterior inference on the area under the receiver operating characteristic curve	12
Constructing minimum aberration split-plot designs via complementary sets when the whole plot factors are important	11
Contraction properties of shrinkage priors in logistic regression	11
Simultaneous confidence bands for functional data using the Gaussian Kinematic formula	11
Piecewise autoregression for general integer-valued time series	11
Semiparametric estimate of the efficiency of imperfect maintenance actions for a gamma deteriorating system	10
Bandwidth selection for the Wolverton–Wagner estimator	10
Projection pursuit based tests of normality with functional data	10
Normalized power prior Bayesian analysis	10
On energy tests of normality	9
Ridge rerandomization: An experimental design strategy in the presence of covariate collinearity	9
Generating optimal order-of-addition designs with flexible run sizes	9
Model-free tests for series correlation in multivariate linear regression	8
Tractable Bayesian density regression via logit stick-breaking priors	8
A precise local limit theorem for the multinomial distribution and some applications	8
Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes	8
A note on coding and standardization of categorical variables in (sparse) group lasso regression	8

Column-orthogonal nearly strong orthogonal arrays	8
Robust designs for generalized linear mixed models with possible model misspecification	7
Asymptotic efficiency of the calibration estimator in a high-dimensional data setting	7
Minimax D-optimal designs for multivariate regression models with multi-factors	7
A test for second-order stationarity of a time series based on the maximum of Anderson–Darling statistics	7
Optimal maximin L2<	6
Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces	6
Construction of space-filling orthogonal designs	6
Validation likelihood estimation method for a zero-inflated Bernoulli regression model with missing covariates	6
A new classified mixed model predictor	6
Robust estimation for moment condition models with data missing not at random	6
Testing for lack-of-fit in functional regression models against general alternatives	6
Estimation in functional single-index varying coefficient model	6
Generalized k-variations and Hurst parameter estimation for the frac	6
A multinomial autoregressive model for finite-range time series of counts	6
M-type penalized splines with auxiliary scale estimation	6
Two-way ORDANOVA: Analyzing ordinal variation in a cross-balanced design	5
Anisotropic multivariate deconvolution using projection on the Laguerre basis	5
Sequential online subsampling for thinning experimental designs	5
Bayesian tests for circular uniformity	5
Saturated and supersaturated order-of-addition designs	5
Optimal designs for some bivariate cokriging models	5
Multivariate non-central Birnbaum–Saunders kernel density estimator for nonnegative data	5
Support point of locally optimal designs for multinomial logistic regression models	5
Analysis of convolutional neural network image classifiers in a hierarchical max-pooling model with additional local pooling	5
Principal envelope model	5
Goodness-of-fit tests for Markov Switching VAR models using spectral analysis	5
A Mann–Whitney test of distributional effects in a multivalued treatment	5
Estimating the proportion of true null hypotheses under dependency: A marginal bootstrap approach	4
On large deviations for combinatorial sums	4
A-optimal designs for quadratic mixture canonical polynomials with spline	4
Random norming aids analysis of non-linear regression models with sequential informative dose selection	4
Predictive density estimation under the Wasserstein loss	4
Estimation of mean squared prediction error of empirically spatial predictor of small area means under a linear mixed model	4
Regularization methods for high-dimensional sparse control function models	4
Checking the adequacy of functional linear quantile regression model	4
Efficient estimation in periodic INA	4
Maximum likelihood estimation of sparse networks with missing observations	4
Variance estimation and confidence intervals from genome-wide association studies through high-dimensional misspecified mixed model analysis	4
Finite sample properties of confidence intervals centered on a model averaged estimator	4
Tensor product splines and functional principal components	4
Analytical approach for designing accelerated degradation tests under an exponential dispersion model	4
Adapting to one- and two-way classified structures of hypotheses while controlling the false discovery rate	4
Regression analysis for multivariate process data of counts using convolved Gaussian processes	4
Jackknife empirical likelihood for the mean difference of two zero-inflated skewed populations	4
Generalization performance of Lagrangian support vector machine based on Markov sampling	4
Optimal finite sample post-selection confidence distributions in generalized linear models	4
Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net	4
Semiparametric estimation for average causal effects using propensity score-based spline	4
A regularization method for the parameter estimation problem in ordinary differential equations via discrete optimal control theory	4

Estimation of a distribution function with increasing failure rate average	4
Gibbs posterior inference on multivariate quantiles	4
On IPW-based estimation of conditional average treatment effects	3
Corrected empirical Bayes confidence region in a multivariate Fay–Herriot model	3
Using nonregular designs to generate space-filling designs	3
On the asymptotic behaviour of the variance estimator of a U-statisti	3
Rerandomization: A complement or substitute for stratification in randomized experiments?	3
Random distributional response model based on spline method	3
Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes	3
Quantile regression for panel count data based on quadratic inference functions	3
Efficient and direct estimation of the variance–covariance matrix in EM algorithm with interpolation method	3
Flexible binomial AR(1) processes using copulas	3
Testing hypotheses about covariance matrices in general MANOVA designs	3
On the ruin probabilities for a general perturbed renewal risk process	3
Bayesian predictive density estimation for a Chi-squared model using information from a normal observation with unknown mean and variance	3
A Bayesian semiparametric Archimedean copula	3
A likelihood-ratio type test for stochastic block models with bounded degrees	3
Efficient analysis of time-to-event endpoints when the event involves a continuous variable crossing a threshold	3
Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications	3
Optimal experimental designs for treatment contrasts in heteroscedastic models with covariates	3
K-sign depth: From asymptotics to efficient implementation	3
A review of Gaussian Markov models for conditional independence	3
High-dimensional variable screening through kernel-based conditional mean dependence	3
Overlap weight and propensity score residual for heterogeneous effects: A review with extensions	3
Moderate deviations in a class of stable but nearly unstable processes	3
Outcome-adjusted balance measure for generalized propensity score model selection	3
Optimal bias correction of the log-periodogram estimator of the fractional parameter: A jackknife approach	3
A scan procedure for multiple testing: Beyond threshold-type procedures	3
Group orthogonal greedy algorithm for change-point estimation of multivariate time series	3
Joint estimation of heterogeneous exponential Markov Random Fields through an approximate likelihood inference	3
A diagnostic for bias in linear mixed model estimators induced by dependence between the random effects and the corresponding model matrix	3
Temporal aggregation and systematic sampling for INGARCH processes	3
Semiparametric estimation for proportional hazards mixture cure model allowing non-curable competing risk	3
Fitting time series models for longitudinal surveys with nonignorable missing data	3
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing	3
Equivalence theorems for multiple-design problems with application in mixed models	3
A scalable surrogate L0	3