Statistical Papers

Article	Citations
Weighted U-statistics for likelihood-ratio ordering of bivariate data	31
Prediction in regression models with continuous observations	24
Discrimination between Gaussian process models: active learning and static constructions	17
Robust signal dimension estimation via SURE	16
Modified maximum likelihood estimator for censored linear regression model with two-piece generalized t distribution	16
Discrete mixture representations of spherical distributions	16
Estimation of the population mean under imperfect simple Z ranked set sampling	16
Communication-efficient model averaging prediction for massive data with asymptotic optimality	15
The general linear hypothesis testing problem for multivariate functional data with applications	13
New copula families and mixing properties	11
Improved shrinkage estimators in the beta regression model with application in econometric and educational data	11
Copula hurdle GARCH models for multivariate non-negative time series	10
Global Fréchet regression from time correlated bivariate curve data in manifolds	10
Bounded data modeling using logit-skew-normal mixtures	10
Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data	10
New insights into adaptive enrichment designs	10
Simple and unified proof of the joint or marginal density function of order statistics	10
On the test of covariance between two high-dimensional random vectors	10
Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design	9
A small-sample Bayesian information criterion that does not overstate the evidence, with an application to calibrating p-values from likelihood-ratio tests	9
Optimal prediction for quantiles and probabilities	8
Identification of canonical models for vectors of time series: a subspace approach	8
High-dimensional properties for empirical priors in linear regression with unknown error variance	8
Robustness of a truncated estimator for the smaller of two ordered means	7
Accounting for outliers in optimal subsampling methods	7

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

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

The exponentiated exponentially weighted moving average control chart	2
Portmanteau tests for generalized integer-valued autoregressive time series models	2
Deflation properties in tensor-based eye blink removal algorithm	2
Strong uniform consistency of the local linear relative error regression estimator under left truncation	2
Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests	2
Transfer learning with high-dimensional multiplicative models: least product relative error estimation approach	2
Improving the power of hypothesis tests in sparse contingency tables	1
Coherent indexes for shifted count and semicontinuous models	1
Least squares estimation for the Ornstein–Uhlenbeck process with small Hermite noise	1
Conditional characteristic feature screening for massive imbalanced data	1
The statistical rate for support matrix machines under low rankness and row (column) sparsity	1
A trigamma-free approach for computing information matrices related to trigamma function	1
Forecasting highly persistent time series with bounded spectrum processes	1
Fourier approach to goodness-of-fit tests for Gaussian random processes	1
k-hull depth: in between simplicial and halfspace depth	1
Applying generalized funnel plots to help design statistical analyses	1
Semiparametric partially linear varying coefficient higher-order spatial autoregressive model	1
Testing for diagonal symmetry based on center-outward ranking	1
Projection uniformity of nearly balanced designs	1
Optimal distributed Poisson subsampling for modal regression with massive data	1
A Hamiltonian Monte Carlo EM algorithm for generalized linear mixed models with spatial skew latent variables	1
Matrix-variate generalized linear model with measurement error	1
Efficient variable selection for high-dimensional multiplicative models: a novel LPRE-based approach	1
Sparse polynomial prediction	1
A class of nonparametric tests for DMTTF alternatives based on moment inequality	1
A generalized information criterion for high-dimensional PCA rank selection	1
Imitated student’s t distribution: a Bayesian approach	1
Case-cohort studies for clustered failure time data with a cure fraction	1
Deficiency bounds for the multivariate inverse hypergeometric distribution	1
On the circular correlation coefficients for bivariate von Mises distributions on a torus	1
Some distributions related to double records in iid sequences	1
A two sample nonparametric test for variability via empirical likelihood methods	1
Optimal subsampling for composite quantile regression in big data	1
Clustering and estimation of finite mixture models under bivariate ranked set sampling with application to a breast cancer study	1
Bartlett corrections for zero-adjusted generalized linear models	1
FDR control and power analysis for high-dimensional logistic regression via StabKoff	1
Joint estimation of transfer learning on time series data	1
Correction to: Posterior alternatives with informative early stopping	1
Nonparametric testing of first-order structure in point processes on linear networks	1
The effect of correlated errors on the performance of local linear estimation of regression function based on random functional design	1
Testing omitted variables in VARs	1
Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates	1
Variation comparison between infinitely divisible distributions and the normal distribution	1
A correlation structure for the analysis of Gaussian and non-Gaussian responses in crossover experimental designs with repeated measures	1
Fast rates of exponential cost function	1
Testing independence under a block compound symmetry covariance structure	1
A model robust subsampling approach for Generalised Linear Models in big data settings	1
Estimation for single-index varying-coefficient spatial autoregressive model with index covariate measurement errors	1
Inferring the finest pattern of mutual independence from data	1
Spectral Clustering Algorithm for the Allometric Extension Model	1
A mixture distribution for modelling bivariate ordinal data	1
Parametric quantile autoregressive moving average models with exogenous terms	1
Profile likelihood estimation for the cox proportional hazards (PH) cure model and standard errors	1
Confidence intervals with higher accuracy for short and long-memory linear processes	1
A penalized likelihood estimation for mixture regressions with skew-normal errors	1
The empirical Bernstein process with application to uniformity testing	1
Communication-efficient distributed EM algorithm	1
Degree of isomorphism: a novel criterion for identifying and classifying orthogonal designs	1
Testing homoscedasticity of a large number of populations	1
The modality of skew t-distribution	1
A unified approach to goodness-of-fit testing for spherical and hyperspherical data	1
Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function	1
A semiparametric dynamic higher-order spatial autoregressive model	1
Bayesian quantile regression for partially linear single-index model with longitudinal data	1
Robust modified classical spherical tests in the presence of outliers	1
A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables	1
Learning CHARME models with neural networks	1
Bootstrapping generalized linear models to accommodate overdispersed count data	1
Bayesian empirical likelihood inference and order shrinkage for a hysteretic autoregressive model	1
Inference for continuous-time long memory randomly sampled processes	1
Estimation of panel data partially linear time-varying coefficient models with cross-sectional spatial autoregressive errors	1
Information quantity evaluation of multivariate SETAR processes of order one and applications	1
Privacy-preserving and homogeneity-pursuit integrative analysis for high-dimensional censored data	1
A unified study for estimation of order restricted parameters of a general bivariate model under the generalized Pitman nearness criterion	1
The evaluation of bivariate normal probabilities for failure of parallel systems	1
Additive partial linear models with autoregressive symmetric errors and its application to the hospitalizations for respiratory diseases	1
On the existence of stationary threshold bilinear processes	1
Optimal prediction regions of future lifetimes under Type-II censored samples	1
Model selection for mixture hidden Markov models: an application to clickstream data	1
Nonparametric Bayesian inferences on the skewed data using a Dirichlet process mixture model	1
Bayesian and frequentist inference derived from the maximum entropy principle with applications to propagating uncertainty about statistical methods	1
Dimension reduction-based adaptive-to-model semi-supervised classification	1
ROBOUT: a conditional outlier detection methodology for high-dimensional data	1
Testing normality of a large number of populations	1
A symmetry test for functional data via the empirical characteristic functional	1
Accelerated failure time vs Cox proportional hazards mixture cure models: David vs Goliath?	1
On weighted version of dynamic cumulative residual inaccuracy measure based on extropy	1
Multi-feature clustering of step data using multivariate functional principal component analysis	1
Piecewise monotone estimation in one-parameter exponential families	1
Ridge-type covariance and precision matrix estimators of the multivariate normal distribution	1
Some characterizations of continuous symmetric distributions based on extropy of record values	1
Pseudo-likelihood approach for parameter estimation in univariate normal mixture models	1
Test for high-dimensional linear hypothesis of mean vectors via random integration	1
On the consistency of supervised learning with missing values	1
Confidence intervals for overall response rate difference in the sequential parallel comparison design	1