Statistical Papers

Papers
(The median citation count of Statistical Papers is 1. 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 2022-08-01 to 2026-08-01.)
ArticleCitations
Discrete mixture representations of spherical distributions50
Robust signal dimension estimation via SURE41
Modified maximum likelihood estimator for censored linear regression model with two-piece generalized t distribution35
Communication-efficient model averaging prediction for massive data with asymptotic optimality27
The general linear hypothesis testing problem for multivariate functional data with applications20
Copula hurdle GARCH models for multivariate non-negative time series17
Simple and unified proof of the joint or marginal density function of order statistics17
On the test of covariance between two high-dimensional random vectors16
New copula families and mixing properties16
Letter to the editors14
Discrimination between Gaussian process models: active learning and static constructions13
Improved shrinkage estimators in the beta regression model with application in econometric and educational data12
New insights into adaptive enrichment designs11
Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data11
Prediction in regression models with continuous observations11
Bounded data modeling using logit-skew-normal mixtures11
Global Fréchet regression from time correlated bivariate curve data in manifolds10
A small-sample Bayesian information criterion that does not overstate the evidence, with an application to calibrating p-values from likelihood-ratio tests10
Estimation of the population mean under imperfect simple Z ranked set sampling10
Accounting for outliers in optimal subsampling methods9
Overlapping community detection in weighted networks9
High-dimensional properties for empirical priors in linear regression with unknown error variance9
Robustness of a truncated estimator for the smaller of two ordered means9
Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design9
Modeling complex life systems: Bayesian inference for Weibull failure times using adaptive MCMC9
Threshold estimation under strong dependence9
Correction to: Some properties of the unified skew-normal distribution8
Adaptive elastic net penalized high-dimensional quantile regression models with generalized coordinate descent algorithm8
On the distribution of sample scale-free scatter matrices8
Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels8
Identification of canonical models for vectors of time series: a subspace approach8
Optimal prediction for quantiles and probabilities8
A non-classical parameterization for density estimation using sample moments8
Space-filling designs with a Dirichlet distribution for mixture experiments8
Online convex optimization for survival analysis: an adaptive and stochastic approach8
Testing practical relevance of treatment effects8
A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method8
Convergence of the EM algorithm in KL distance for overspecified Gaussian mixtures7
Nonparametric classification of high dimensional observations7
Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains7
Hypothesis testing for varying coefficient models in tail index regression7
Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean7
D-optimal and nearly D-optimal exact designs for binary response on the ball7
Order-of-addition experiments with order constraints7
Nested strong orthogonal arrays6
Nonparametric estimator of the tail dependence coefficient: balancing bias and variance6
Compositional cubes: a new concept for multi-factorial compositions6
Robust estimation of heteroscedastic regression models: a brief overview and new proposals6
Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution6
Using the softplus function to construct alternative link functions in generalized linear models and beyond6
A bias-corrected partial bernstein copula approach for nonparametric regression6
From Poisson observations to fitted negative binomial distribution6
Detecting shifts in Conway–Maxwell–Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity5
Osband’s principle for identification functions5
Generalised score distribution: underdispersed continuation of the beta-binomial distribution5
Statistical inferences for missing response problems based on modified empirical likelihood5
Bayesian propensity score analysis for misclassified multinomial data5
Modeling asymmetry in multi-way contingency tables with ordinal categories via f-divergence5
Bounds on generalized family-wise error rates for normal distributions5
On some stable linear functional regression estimators based on random projections5
Group sequential tests: beyond exponential family models5
Objective Bayesian approach for recall-based time-to-event studies: an application to breastfeeding data5
BLUE against OLSE in the location model: energy minimization and asymptotic considerations5
The resampling method via representative points5
A sequential feature selection approach to change point detection in mean-shift change point models5
Structural multilevel models for longitudinal mediation analysis: a definition variable approach5
On some problems of Bayesian region construction with guaranteed coverages5
Bayesian inference of multivariate-GARCH-BEKK models4
Analyzing quantitative performance: Bayesian estimation of 3-component mixture geometric distributions based on Kumaraswamy prior4
Geometric infinitely divisible autoregressive models4
Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data4
A novel copula-based approach for parametric estimation of univariate time series through its covariance decay4
GMM estimation and variable selection of partially linear additive spatial autoregressive model4
On approximation and estimation of distribution function of sum of independent random variables4
Model detection and variable selection for semiparametric additive spatial autoregressive model4
Fitting copulas in the case of missing data4
Estimation and testing of expectile regression with efficient subsampling for massive data4
Composite quantile regression for a distributed system with non-randomly distributed data4
Multivariate copulas with given values at two arbitrary points4
A unifying framework for rank and pseudo-rank based inference using nonparametric confidence distributions4
Transfer learning for semiparametric varying coefficient spatial autoregressive models4
Asymptotics of minimum distance estimation for self-exciting load sharing point processes4
Change point detection with adaptive sampling for binary responses4
Centre-free kurtosis orderings for asymmetric distributions4
On the Rényi index of random graphs4
On weighted version of dynamic residual inaccuracy measure using extropy in order statistics with applications in model selection4
Optimal designs for spherical harmonic regression4
A novel parametric divergence measure: definition, properties, and applications4
A new integrated discrimination improvement index via odds4
Computing waiting time probabilities related to $$ (k_{1},k_{2},\ldots ,k_{l})$$ pattern4
Drift parameter identification for the Ornstein-Uhlenbeck process driven by Ornstein-Uhlenbeck with small General Gaussian noise4
Distribution and density estimation based on variation-diminishing spline approximation4
On estimation of a partitioned covariance matrix with linearly structured blocks4
Seemingly unrelated clusterwise linear regression for contaminated data4
Special issue on “Goodness-of-Fit, Change Point and Related Problems”4
Construction of orthogonal general sliced Latin hypercube designs4
Influence diagnostics in beta regression via Hellinger and Wasserstein distances4
Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors4
Adaptive slicing for functional slice inverse regression4
Comparing two categorical Gini correlations with applications to classification problems3
l-inflated telescopic modeling using ranked set sampling with application to lung cancer data3
On the distribution of isometric log-ratio coordinates under extra-multinomial count data3
Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors3
The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates3
Maximum likelihood estimation for left-truncated log-logistic distributions with a given truncation point3
Modified Greenwood statistic for multivariate Pareto and Student’s t distributions in application to statistical testing3
On variability of the mean inactivity time at random time3
Bayesian prior robustness using general $$\phi $$-divergence measure3
The exponentiated exponentially weighted moving average control chart3
Kernel density regression in the additive model: a B-spline approach3
Minimum risk two-stage sequential point estimation of $$R=\mathbb {P}(X<Y)$$ for a one-parameter exponential distribution with unequal sample sizes3
On the validity of the bootstrap hypothesis testing in functional linear regression3
Nonparametric estimation of the shape functions and related asymptotic results3
Observations concerning the estimation of Heston’s stochastic volatility model using HF data3
Dependent default times with mixed hitting-time models3
Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances3
Adaptive feature-weighted variable selection for Fréchet regression3
Integrative tensor regression for stratified data with application to neuroimaging analysis3
Semi-supervised learning for various comparison functions across two populations3
The cost of sequential adaptation and the lower bound for mean squared error3
Finite mixtures of mean-parameterized Conway–Maxwell–Poisson models3
On the use of historical estimates3
On equivalence of multistage experiments with restrictions in the randomization of treatments3
General classes of bivariate distributions for modeling data with common observations3
Penalized likelihood inference for the finite mixture of Poisson distributions from capture-recapture data3
Change point in variance of fractionally integrated noise3
A class of estimators based on overlapping sample spacings3
Estimating odds and log odds with guaranteed accuracy3
s-SaRa: a stable and powerful algorithm for DNA copy number variation detection3
Tweedie compound Poisson multivariate state space models for semicontinuous time series3
Deflation properties in tensor-based eye blink removal algorithm3
Reducing subspace dynamic connectivity estimation in MGARCH models for brain health classification3
One-step statistical estimation method for generalized linear models3
Feature screening via false discovery rate control for linear model with multivariate responses3
Nonparametric directional variogram estimation in the presence of outlier blocks3
Jackknife empirical likelihood ratio test for testing the equality of semivariance3
Testing for ordered alternatives in heteroscedastic ANOVA under normality3
The limiting distribution of a bivariate random vector under univariate truncation3
Bias in Gini coefficient estimation for gamma mixture populations3
A method of correction for heaping error in the variables using validation data3
On distance functions in multiply robust estimation of population means3
Bagging and regression trees in individual claims reserving3
Reduced bias estimation of the log odds ratio3
A density power divergence measure to discriminate between generalized exponential and Weibull distributions3
Inference for the normal coefficient of variation: an approximate marginal likelihood approach3
The two-sample Mood statistic for clustered data3
Minimum contrast for the first-order intensity estimation of spatial and spatio-temporal point processes3
Vertical quantile comparison functions estimation in location scale families3
A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection2
Fast and scalable variable selection for spatial autoregressive models2
A synthetic subsampling and estimation procedure for imbalanced big data2
Nonparametric estimation for distribution dependent SDEs driven by fractional brownian motions with random effects2
Distributed penalizing function criterion for local polynomial estimation in nonparametric regression with massive data2
Modeling long memory with zero-inflated geometric INAR(1) process and its $$\mathbb {Z}$$-valued version2
Parametric quantile autoregressive moving average models with exogenous terms2
Dimension reduction-based adaptive-to-model semi-supervised classification2
On the consistency of supervised learning with missing values2
Sparse polynomial prediction2
Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model2
On the existence of stationary threshold bilinear processes2
Imitated student’s t distribution: a Bayesian approach2
Correction to: Posterior alternatives with informative early stopping2
Block covariance matrix estimation with structured off-diagonal blocks2
A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables2
Transfer learning with high-dimensional multiplicative models: least product relative error estimation approach2
Information quantity evaluation of multivariate SETAR processes of order one and applications2
Information-based optimal subdata selection for non-linear models2
A novel goodness of fit test for the truncated and non-truncated Yule distributions2
Model checking for parametric single-index quantile regression with randomly right censoring response2
Calibrated empirical likelihood for single-index varying coefficient spatial autoregressive models2
Exceedance statistics based on bottom-$$k$$-lists2
Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples2
Identification of structural shocks in Bayesian vector error correction models with two-state Markov-switching heteroskedasticity2
A unified approach to goodness-of-fit testing for spherical and hyperspherical data2
Projection uniformity of nearly balanced designs2
Estimation and inference for fixed center effects on panel count data2
Quantile Share Ratio Regression for the Study of Economic Inequality2
A p-step-ahead sequential adaptive algorithm for D-optimal nonlinear regression design2
Inferring the finest pattern of mutual independence from data2
The statistical rate for support matrix machines under low rankness and row (column) sparsity2
A penalized likelihood estimation for mixture regressions with skew-normal errors2
Characteristic function and moment generating function of multivariate folded normal distribution2
Deterministic sampling based on Kullback–Leibler divergence and its applications2
Non-asymptotic confidence region construction in metric spaces2
Longitudinal model for a dose-finding study for a rare disease treatment2
A symmetry test for functional data via the empirical characteristic functional2
FDR control and power analysis for high-dimensional logistic regression via StabKoff2
Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model2
A test for normality and independence based on characteristic function2
Optimal subsampling design for polynomial regression in one covariate2
A two-sample test for high-dimensional mean vectors via double verification2
Simulations and predictions of future values in the time-homogeneous load-sharing model2
An heuristic scree plot criterion for the number of factors2
Characterisation of distributions via record-like observations2
Feature Screening for High-Dimensional Data with Measurement Errors using Adjusted Martingale Difference Correlation2
A general discrepancy for experimental designs with multiple factor types2
Multiplier bootstrap tests for high-dimensional quantile regression2
Adaptive inference in a dynamic nonparametric $$\beta $$-model for networks2
A Hamiltonian Monte Carlo EM algorithm for generalized linear mixed models with spatial skew latent variables2
Bounds for Gini’s mean difference based on first four moments, with some applications2
Some characterizations of continuous symmetric distributions based on extropy of record values2
Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient2
Sequential design of multi-fidelity computer experiments with effect sparsity2
Improving the power of hypothesis tests in sparse contingency tables2
Multi-feature clustering of step data using multivariate functional principal component analysis2
A Bayesian nonlinear model with multiple frequencies for business cycle analysis2
Bayesian quantile regression for partially linear single-index model with longitudinal data2
Bootstrapping generalized linear models to accommodate overdispersed count data2
Parametric inference for the Mann–Whitney effect under survival copula models2
Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates2
Theil index decomposition: the influence function approach2
Concordant marginal information-based goodness-of-fit testing for binary longitudinal data in generalized linear mixed models2
Estimation and variable selection for generalized functional partially varying coefficient hybrid models2
Revisiting Dirichlet Mixture Model: unraveling deeper insights and practical applications2
Segmented multiple-Lasso and peak recognition algorithm for change-point detection2
Shrinkage and pretest Liu estimators in semiparametric linear measurement error models2
ROBOUT: a conditional outlier detection methodology for high-dimensional data1
Implicit profiling estimation for semiparametric models with bundled parameters1
On the functional regression model and its finite-dimensional approximations1
Goodness-of-fit tests for discrete response models with covariates1
Locally optimal designs for comparing curves in generalized linear models1
Semiparametric partially linear varying coefficient higher-order spatial autoregressive model1
Fast rates of exponential cost function1
A Bernstein polynomial approach for the estimation of cumulative distribution functions in the presence of missing data1
On weighted version of dynamic cumulative residual inaccuracy measure based on extropy1
Robust and smooth estimation of the extreme tail index via weighted minimum density power divergence1
A note on an approximation and estimation of distribution function of difference of random variables1
Testing for independence in high dimensions based on characteristic covariance1
Piecewise monotone estimation in one-parameter exponential families1
Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation1
Stochastic orders and shape properties for a new distorted proportional odds model1
Wrapped flat-top kernel density estimation with circular data1
Group LASSO for multiple change-point detection in a generalized integer-valued autoregressive model1
Deficiency bounds for the multivariate inverse hypergeometric distribution1
Ridge-type covariance and precision matrix estimators of the multivariate normal distribution1
Case-cohort studies for clustered failure time data with a cure fraction1
Matrix-variate generalized linear model with measurement error1
Coherent indexes for shifted count and semicontinuous models1
A solution to the p-hacking problem with a general robust significance test under variance uncertainty1
Subgroup analysis with concave pairwise fusion penalty for ordinal response1
A class of nonparametric tests for DMTTF alternatives based on moment inequality1
Divergence-based tests for the bivariate gamma distribution applied to polarimetric synthetic aperture radar1
Enhancing quantile estimation via quantile combination under heteroscedasticity1
Bayesian empirical likelihood inference and order shrinkage for a hysteretic autoregressive model1
Order-induced variance in the moving-range sigma estimator: a total-variance decomposition1
Nonparametric Bayesian inferences on the skewed data using a Dirichlet process mixture model1
Estimation of sparse linear regression coefficients under L-subexponential covariates1
Profile likelihood estimation for the cox proportional hazards (PH) cure model and standard errors1
The empirical Bernstein process with application to uniformity testing1
Correction: Stochastic variational inference for clustering short text data with finite mixtures of Dirichlet-Multinomial distributions1
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