Statistical Papers

Article	Citations
Weighted U-statistics for likelihood-ratio ordering of bivariate data	26
Prediction in regression models with continuous observations	19
Discrimination between Gaussian process models: active learning and static constructions	16
Robust signal dimension estimation via SURE	15
Discrete mixture representations of spherical distributions	15
Communication-efficient model averaging prediction for massive data with asymptotic optimality	14
Modified maximum likelihood estimator for censored linear regression model with two-piece generalized t distribution	14
Copula hurdle GARCH models for multivariate non-negative time series	13
Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data	12
Estimation of the population mean under imperfect simple Z ranked set sampling	12
The general linear hypothesis testing problem for multivariate functional data with applications	12
New copula families and mixing properties	11
New insights into adaptive enrichment designs	11
A small-sample Bayesian information criterion that does not overstate the evidence, with an application to calibrating p-values from likelihood-ratio tests	11
On the test of covariance between two high-dimensional random vectors	10
Bounded data modeling using logit-skew-normal mixtures	10
Optimal prediction for quantiles and probabilities	9
Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design	9
High-dimensional properties for empirical priors in linear regression with unknown error variance	9
Global Fréchet regression from time correlated bivariate curve data in manifolds	9
Accounting for outliers in optimal subsampling methods	9
Improved shrinkage estimators in the beta regression model with application in econometric and educational data	9
Correction to: Some properties of the unified skew-normal distribution	8
Space-filling designs with a Dirichlet distribution for mixture experiments	8
Robustness of a truncated estimator for the smaller of two ordered means	8

Truncating the exponential with a uniform distribution	7
Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution	7
Online convex optimization for survival analysis: an adaptive and stochastic approach	7
A sequential feature selection approach to change point detection in mean-shift change point models	7
Identification of canonical models for vectors of time series: a subspace approach	7
Compositional cubes: a new concept for multi-factorial compositions	7
Hypothesis testing for varying coefficient models in tail index regression	6
Generalised score distribution: underdispersed continuation of the beta-binomial distribution	6
Nonparametric classification of high dimensional observations	6
Using the softplus function to construct alternative link functions in generalized linear models and beyond	6
On the distribution of sample scale-free scatter matrices	6
Testing practical relevance of treatment effects	6
D-optimal and nearly D-optimal exact designs for binary response on the ball	6
The resampling method via representative points	5
Osband’s principle for identification functions	5
A non-classical parameterization for density estimation using sample moments	5
A ranked-based estimator of the mean past lifetime with an application	5
Nonparametric estimator of the tail dependence coefficient: balancing bias and variance	5
Bounds on generalized family-wise error rates for normal distributions	5
Group sequential tests: beyond exponential family models	5
Construction of column-orthogonal strong orthogonal arrays	5
Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains	5
Robust estimation of heteroscedastic regression models: a brief overview and new proposals	5
Nested strong orthogonal arrays	5
On some problems of Bayesian region construction with guaranteed coverages	5
A weighted U-statistic based change point test for multivariate time series	5
A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method	5
Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels	5
Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean	5
Statistical inferences for missing response problems based on modified empirical likelihood	4
BLUE against OLSE in the location model: energy minimization and asymptotic considerations	4
Detecting shifts in Conway–Maxwell–Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity	4
Skyler J. Cranmer, Bruce A. Desmarais, Jason W. Morgan: Inferential network analysis	4
Portmanteau test for the asymmetric power GARCH model when the power is unknown	4
On some stable linear functional regression estimators based on random projections	4
Bayesian propensity score analysis for misclassified multinomial data	4
Multivariate copulas with given values at two arbitrary points	4
A unifying framework for rank and pseudo-rank based inference using nonparametric confidence distributions	4
Copula-based link functions in binary regression models	4
Computing waiting time probabilities related to $$ (k_{1},k_{2},\ldots ,k_{l})$$ pattern	4
Structural multilevel models for longitudinal mediation analysis: a definition variable approach	4
Fitting copulas in the case of missing data	4
A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering	4
On weighted version of dynamic residual inaccuracy measure using extropy in order statistics with applications in model selection	4
GMM estimation and variable selection of partially linear additive spatial autoregressive model	3
Composite quantile regression for a distributed system with non-randomly distributed data	3
Centre-free kurtosis orderings for asymmetric distributions	3
Adaptive slicing for functional slice inverse regression	3
A goodness-of-fit test for copulas based on the collision test	3
On approximation and estimation of distribution function of sum of independent random variables	3

Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors	3
Testing convexity of the generalised hazard function	3
Maximum likelihood estimation for left-truncated log-logistic distributions with a given truncation point	3
Model detection and variable selection for semiparametric additive spatial autoregressive model	3
On the Rényi index of random graphs	3
Circuits for robust designs	3
Bessel representation for amplitude distribution of noisy sinusoidal signals	3
On estimation of a partitioned covariance matrix with linearly structured blocks	3
Bayesian inference of multivariate-GARCH-BEKK models	3
A novel copula-based approach for parametric estimation of univariate time series through its covariance decay	3
Estimation and testing of expectile regression with efficient subsampling for massive data	3
Seemingly unrelated clusterwise linear regression for contaminated data	3
The exponentiated exponentially weighted moving average control chart	3
Optimal designs for spherical harmonic regression	3
On the use of historical estimates	3
Quantile correlation coefficient: a new tail dependence measure	3
Analyzing quantitative performance: Bayesian estimation of 3-component mixture geometric distributions based on Kumaraswamy prior	3
Construction of orthogonal general sliced Latin hypercube designs	3
Special issue on “Goodness-of-Fit, Change Point and Related Problems”	3
A new integrated discrimination improvement index via odds	3
Geometric infinitely divisible autoregressive models	3
Exact prediction intervals for future exponential and Pareto lifetimes based on ordered ranked set sampling of non-random and random size	3
Transfer learning for semiparametric varying coefficient spatial autoregressive models	3
The cost of sequential adaptation and the lower bound for mean squared error	3
Jackknife empirical likelihood ratio test for testing the equality of semivariance	3
Semi-supervised learning for various comparison functions across two populations	2
The shortest confidence interval for Poisson mean	2
Testing for ordered alternatives in heteroscedastic ANOVA under normality	2
A class of estimators based on overlapping sample spacings	2
Convergence of estimative density: criterion for model complexity and sample size	2
Kernel density regression in the additive model: a B-spline approach	2
Copula-based measures of asymmetry between the lower and upper tail probabilities	2
Penalized likelihood inference for the finite mixture of Poisson distributions from capture-recapture data	2
The limiting distribution of a bivariate random vector under univariate truncation	2
Bagging and regression trees in individual claims reserving	2
Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors	2
On the validity of the bootstrap hypothesis testing in functional linear regression	2
A novel goodness of fit test for the truncated and non-truncated Yule distributions	2
Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances	2
Statistical inference based on weighted divergence measures with simulations and applications	2
Deflation properties in tensor-based eye blink removal algorithm	2
Simulations and predictions of future values in the time-homogeneous load-sharing model	2
A method of correction for heaping error in the variables using validation data	2
Optimal subsampling design for polynomial regression in one covariate	2
The two-sample Mood statistic for clustered data	2
Information-based optimal subdata selection for non-linear models	2
Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data	2
On the distribution of isometric log-ratio coordinates under extra-multinomial count data	2
General classes of bivariate distributions for modeling data with common observations	2
Tweedie compound Poisson multivariate state space models for semicontinuous time series	2
Generalized log-gamma additive partial linear models with P-spline smoothing	2
Nonparametric estimation of the shape functions and related asymptotic results	2
Distribution and density estimation based on variation-diminishing spline approximation	2
Reduced bias estimation of the log odds ratio	2
Inference for the normal coefficient of variation: an approximate marginal likelihood approach	2
Exceedance statistics based on bottom-$$k$$-lists	2
On variability of the mean inactivity time at random time	2
Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model	2
Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm	2
Replacement model with random replacement time	2
Confidence intervals, prediction intervals and tolerance intervals for negative binomial distributions	2
Portmanteau tests for generalized integer-valued autoregressive time series models	2
Estimating odds and log odds with guaranteed accuracy	2
Bayesian prior robustness using general $$\phi $$-divergence measure	2
Change point in variance of fractionally integrated noise	2
Strong uniform consistency of the local linear relative error regression estimator under left truncation	2
The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates	2
Estimation and variable selection for generalized functional partially varying coefficient hybrid models	2
Finite mixtures of mean-parameterized Conway–Maxwell–Poisson models	2
A measure of evidence based on the likelihood-ratio statistics	2
Feature screening via false discovery rate control for linear model with multivariate responses	2
CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data	2
Minimum contrast for the first-order intensity estimation of spatial and spatio-temporal point processes	2
Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests	2
Shrinkage and pretest Liu estimators in semiparametric linear measurement error models	2
Observations concerning the estimation of Heston’s stochastic volatility model using HF data	2
Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient	2
A density power divergence measure to discriminate between generalized exponential and Weibull distributions	2
A test for normality and independence based on characteristic function	2
Distributed penalizing function criterion for local polynomial estimation in nonparametric regression with massive data	1

A generalized information criterion for high-dimensional PCA rank selection	1
The evaluation of bivariate normal probabilities for failure of parallel systems	1
Information quantity evaluation of multivariate SETAR processes of order one and applications	1
Profile likelihood estimation for the cox proportional hazards (PH) cure model and standard errors	1
Variation comparison between infinitely divisible distributions and the normal distribution	1
A Hamiltonian Monte Carlo EM algorithm for generalized linear mixed models with spatial skew latent variables	1
The empirical Bernstein process with application to uniformity testing	1
Least squares estimation for the Ornstein–Uhlenbeck process with small Hermite noise	1
Bayesian quantile regression for partially linear single-index model with longitudinal data	1
Piecewise monotone estimation in one-parameter exponential families	1
A symmetry test for functional data via the empirical characteristic functional	1
Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function	1
Testing independence under a block compound symmetry covariance structure	1
Degree of isomorphism: a novel criterion for identifying and classifying orthogonal designs	1
Robust modified classical spherical tests in the presence of outliers	1
Testing omitted variables in VARs	1
Confidence intervals with higher accuracy for short and long-memory linear processes	1
Bounds for Gini’s mean difference based on first four moments, with some applications	1
On weighted version of dynamic cumulative residual inaccuracy measure based on extropy	1
Characteristic function and moment generating function of multivariate folded normal distribution	1
Test for high-dimensional linear hypothesis of mean vectors via random integration	1
A unified study for estimation of order restricted parameters of a general bivariate model under the generalized Pitman nearness criterion	1
Correction to: On efficiency of some restricted estimators in a multivariate regression model	1
Ridge-type covariance and precision matrix estimators of the multivariate normal distribution	1
Improving the power of hypothesis tests in sparse contingency tables	1
Conditional characteristic feature screening for massive imbalanced data	1
Semiparametric partially linear varying coefficient higher-order spatial autoregressive model	1
A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection	1
Nonparametric Bayesian inferences on the skewed data using a Dirichlet process mixture model	1
Correction to: Posterior alternatives with informative early stopping	1
Fast rates of exponential cost function	1
A correlation structure for the analysis of Gaussian and non-Gaussian responses in crossover experimental designs with repeated measures	1
Real-time detection of a change-point in a linear expectile model	1
Optimal prediction regions of future lifetimes under Type-II censored samples	1
The effect of correlated errors on the performance of local linear estimation of regression function based on random functional design	1
Projection uniformity of nearly balanced designs	1
A class of nonparametric tests for DMTTF alternatives based on moment inequality	1
k-hull depth: in between simplicial and halfspace depth	1
Parametric quantile autoregressive moving average models with exogenous terms	1
Coherent indexes for shifted count and semicontinuous models	1
Bootstrapping generalized linear models to accommodate overdispersed count data	1
Testing homoscedasticity of a large number of populations	1
Bartlett corrections for zero-adjusted generalized linear models	1
On the consistency of supervised learning with missing values	1
Pseudo-likelihood approach for parameter estimation in univariate normal mixture models	1
Longitudinal model for a dose-finding study for a rare disease treatment	1
Testing for diagonal symmetry based on center-outward ranking	1
Multi-feature clustering of step data using multivariate functional principal component analysis	1
Fourier approach to goodness-of-fit tests for Gaussian random processes	1
Revisiting Dirichlet Mixture Model: unraveling deeper insights and practical applications	1
Efficient variable selection for high-dimensional multiplicative models: a novel LPRE-based approach	1
FDR control and power analysis for high-dimensional logistic regression via StabKoff	1
ROBOUT: a conditional outlier detection methodology for high-dimensional data	1
Forecasting natural disaster frequencies using nonstationary count time series models	1
Testing normality of a large number of populations	1
Deficiency bounds for the multivariate inverse hypergeometric distribution	1
Least squares estimation for a class of uncertain Vasicek model and its application to interest rates	1
The modality of skew t-distribution	1
Optimal subsampling for composite quantile regression in big data	1
Deterministic sampling based on Kullback–Leibler divergence and its applications	1
Bernstein estimator for conditional copulas	1
The statistical rate for support matrix machines under low rankness and row (column) sparsity	1
Inference for continuous-time long memory randomly sampled processes	1
Forecasting highly persistent time series with bounded spectrum processes	1
Spectral Clustering Algorithm for the Allometric Extension Model	1
Learning CHARME models with neural networks	1
A p-step-ahead sequential adaptive algorithm for D-optimal nonlinear regression design	1
Matrix-variate generalized linear model with measurement error	1
A trigamma-free approach for computing information matrices related to trigamma function	1
On the circular correlation coefficients for bivariate von Mises distributions on a torus	1
Communication-efficient distributed EM algorithm	1
Privacy-preserving and homogeneity-pursuit integrative analysis for high-dimensional censored data	1
Dimension reduction-based adaptive-to-model semi-supervised classification	1
Case-cohort studies for clustered failure time data with a cure fraction	1
Sparse polynomial prediction	1
Non-parametric test for decreasing renewal dichotomous Markov noise shock model	1
Additive partial linear models with autoregressive symmetric errors and its application to the hospitalizations for respiratory diseases	1
Some characterizations of continuous symmetric distributions based on extropy of record values	1
Clustering and estimation of finite mixture models under bivariate ranked set sampling with application to a breast cancer study	1
Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples	1
A mixture distribution for modelling bivariate ordinal data	1
Applying generalized funnel plots to help design statistical analyses	1
Bayesian empirical likelihood inference and order shrinkage for a hysteretic autoregressive model	1
New insights on goodness-of-fit tests for ranked set samples	1
Bayesian and frequentist inference derived from the maximum entropy principle with applications to propagating uncertainty about statistical methods	1
A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables	1
A two sample nonparametric test for variability via empirical likelihood methods	1
An heuristic scree plot criterion for the number of factors	1
A semiparametric dynamic higher-order spatial autoregressive model	1
Adaptive and robust experimental design for linear dynamical models using Kalman filter	1
Model selection for mixture hidden Markov models: an application to clickstream data	1
Estimation of panel data partially linear time-varying coefficient models with cross-sectional spatial autoregressive errors	1
Accelerated failure time vs Cox proportional hazards mixture cure models: David vs Goliath?	1
Imitated student’s t distribution: a Bayesian approach	1
Nonparametric testing of first-order structure in point processes on linear networks	1