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 2021-11-01 to 2025-11-01.)

Article	Citations
Column expanded Latin hypercube designs	18
Robust Integrative Analysis via Quantile Regression with Homogeneity and Sparsity	18
A criterion for estimating the largest linear homoscedastic zone in Gaussian data	16
A zero-estimator approach for estimating the signal level in a high-dimensional model-free setting	16
Generalized accelerated failure time model with censored data from case-cohort studies	15
A Quasi-Bayesian change point detection with exchangeable weights	13
Goodness-of-fit test for partial functional linear model with errors in scalar covariates	11
Distributed eQTL analysis with auxiliary information	10
Semiparametric regression modeling of the global percentile outcome	9
Adapting to one- and two-way classified structures of hypotheses while controlling the false discovery rate	9
A selective review of sufficient dimension reduction for multivariate response regression	9
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing	8
Subgroup analysis for the functional linear model	8
Regularized matrix-variate logistic regression with response subject to misclassification	8
Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration	8
Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas	8
Overlap weight and propensity score residual for heterogeneous effects: A review with extensions	7
Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net	7
Whittle parameter estimation for vector ARMA models with heavy-tailed noises	7
Zero-modified count time series with Markovian intensities	7
Local linear regression with nonparametrically generated covariates for weakly dependent data	7
Editorial Board	7
Generalized Bayes estimators with closed forms for the normal mean and covariance matrices	7
A sequential approach to feature selection in high-dimensional additive models	7
Optimal s-level fractional factorial designs under baseline parame	6

Shifted BH methods for controlling false discovery rate in multiple testing of the means of correlated normals against two-sided alternatives	6
Increasing cluster size asymptotics for nested error regression models	6
Hermite regression estimation in noisy convolution model	6
Mixed-integer linear programming for computing optimal experimental designs	6
D-optimal augmented designs and the existence of tight orthogonal arrays with high strength	6
Estimation for the Cox model with biased sampling data via risk set sampling	6
Oracle-efficient estimation and global inferences for variance function of functional data	6
Z-valued time series: Models, propertie	6
A modelling framework for regression with collinearity	5
Model checking for parametric single-index models with massive datasets	5
U-statistic based on overlapping sample spacings	5
Regression analysis of longitudinal data with mixed synchronous and asynchronous longitudinal covariates	5
A precise local limit theorem for the multinomial distribution and some applications	5
Modelling and parameter estimation for discretely observed fractional iterated Ornstein–Uhlenbeck processes	5
Semiparametric two-sample admixture components comparison test: The symmetric case	5
A new filtering inference procedure for a GED state-space volatility model	5
Maximum likelihood estimation of sparse networks with missing observations	5
A comparison of likelihood-based methods for size-biased sampling	5
Approximating the operating characteristics of Bayesian Uncertainty directed trial Designs	5
Weighted empirical minimum distance estimators in linear errors-in-variables regression models	5
Variable selection in the Box–Cox power transformation model	5
The proximal bootstrap for constrained estimators	5
Marginally constrained nonparametric Bayesian inference through Gaussian processes	4
Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise	4
Editorial Board	4
Some clustering-based change-point detection methods applicable to high dimension, low sample size data	4
New perspectives on knockoffs construction	4
Penalised t-walk MCMC	4
Restricted estimation of the cumulative incidence functions of two competing risks	4
Limit laws for the norms of extremal samples	4
Testing the equality of distributions using integrated maximum mean discrepancy	4
Editorial Board	4
A smoothed p-value test when there is a nuisance parameter under the alternative	4
Two-sample functional linear models with functional responses	4
Uniformly more powerful tests for a subset of the components of a Normal Mean Vector	4
The two-sample location shift model under log-concavity	4
Testing hypothesis on transition distributions of a Markov sequence	4
Editorial Board	4
Deep learning for ψ-weakly dependent processes	4
Statistical inference from partially nominated sets: An application to estimating the prevalence of osteoporosis among adult women	4
Editorial Board	4
Uniformly valid inference for partially linear high-dimensional single-index models	4
A note on the smoothness of densities	4
Mallows model averaging based on kernel regression imputation with responses missing at random	4
Poisson limit theorems for the Cressie–Read statistics	4
A multidimensional objective prior distribution from a scoring rule	3
Asymptotic uncertainty quantification for communities in sparse planted bi-section models	3
Density estimation of a mixture distribution with unknown point-mass and normal error	3
A monotone frequentist measure of evidence for testing variance components in linear mixed models	3
Model averaging prediction for survival data with time-dependent effects	3

Editorial Board	3
Generalized linear–quadratic model with a change point due to a covariate threshold	3
Exact confidence limits compatible with the result of a sequential trial	3
Bi-s∗	3
Adaptive nonparametric estimation of a component density in a two-class mixture model	3
Equivalence theorems for multiple-design problems with application in mixed models	3
Statistical inference in factor analysis for diffusion processes from discrete observations	3
The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications	3
Multiple testing in genome-wide association studies via hierarchical hidden Markov models	3
Bayesian analysis of nonparanormal graphical models using rank-likelihood	3
Mixed latent graphical models with mixed measurement error and misclassification in variables	3
Measures of conditional dependence for nonlinearity, asymmetry and beyond	3
Proximal operator for the sorted ℓ	3
Designs for half-diallel experiments with commutative orthogonal block structure	3
Statistical inference for wavelet curve estimators of symmetric positive definite matrices	3
Uniformity of saturated orthogonal arrays	3
Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions	3
Temporal aggregation and systematic sampling for INGARCH processes	3
Variable selection with the knockoffs: Composite null hypotheses	3
A framework of zero-inflated Bayesian negative binomial regression models for spatiotemporal data	3
A general Bayesian bootstrap for censored data based on the beta-Stacy process	3
Editorial Board	3
An integrative framework for geometric and hidden projections in three-level fractional factorial designs	3
Convergent stochastic algorithm for estimation in general multivariate correlated frailty models using integrated partial likelihood	3
A new non-parametric estimation of the expected shortfall for dependent financial losses	3
Local polynomial smoothing based on the Kaplan–Meier estimate	3