Statistical Papers

Papers
(The median citation count of Statistical Papers is 0. 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 2021-06-01 to 2025-06-01.)
ArticleCitations
Weighted U-statistics for likelihood-ratio ordering of bivariate data25
Prediction in regression models with continuous observations17
Discrimination between Gaussian process models: active learning and static constructions16
Discrete mixture representations of spherical distributions14
Robust signal dimension estimation via SURE14
Modified maximum likelihood estimator for censored linear regression model with two-piece generalized t distribution13
Communication-efficient model averaging prediction for massive data with asymptotic optimality12
New copula families and mixing properties12
Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data11
New insights into adaptive enrichment designs11
Estimation of the population mean under imperfect simple Z ranked set sampling10
The general linear hypothesis testing problem for multivariate functional data with applications10
Copula hurdle GARCH models for multivariate non-negative time series10
Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design9
Global Fréchet regression from time correlated bivariate curve data in manifolds9
High-dimensional properties for empirical priors in linear regression with unknown error variance9
Improved shrinkage estimators in the beta regression model with application in econometric and educational data9
On the test of covariance between two high-dimensional random vectors9
Accounting for outliers in optimal subsampling methods9
A small-sample Bayesian information criterion that does not overstate the evidence, with an application to calibrating p-values from likelihood-ratio tests9
Bounded data modeling using logit-skew-normal mixtures9
Optimal prediction for quantiles and probabilities8
Level-augmented uniform designs8
Space-filling designs with a Dirichlet distribution for mixture experiments7
Compositional cubes: a new concept for multi-factorial compositions7
Online convex optimization for survival analysis: an adaptive and stochastic approach7
Robustness of a truncated estimator for the smaller of two ordered means7
Identification of canonical models for vectors of time series: a subspace approach7
Correction to: Some properties of the unified skew-normal distribution7
Truncating the exponential with a uniform distribution7
Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models6
Generalised score distribution: underdispersed continuation of the beta-binomial distribution6
Using the softplus function to construct alternative link functions in generalized linear models and beyond6
Testing practical relevance of treatment effects6
Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution6
A sequential feature selection approach to change point detection in mean-shift change point models6
D-optimal and nearly D-optimal exact designs for binary response on the ball6
On the distribution of sample scale-free scatter matrices5
Nonparametric estimator of the tail dependence coefficient: balancing bias and variance5
A non-classical parameterization for density estimation using sample moments5
Bounds on generalized family-wise error rates for normal distributions5
Construction of column-orthogonal strong orthogonal arrays5
Hypothesis testing for varying coefficient models in tail index regression5
Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains5
Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels5
Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean5
Nested strong orthogonal arrays5
A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method5
Nonparametric classification of high dimensional observations5
A ranked-based estimator of the mean past lifetime with an application5
On some problems of Bayesian region construction with guaranteed coverages5
Robust estimation of heteroscedastic regression models: a brief overview and new proposals5
Computing waiting time probabilities related to $$ (k_{1},k_{2},\ldots ,k_{l})$$ pattern4
Fitting copulas in the case of missing data4
Group sequential tests: beyond exponential family models4
Statistical inferences for missing response problems based on modified empirical likelihood4
On weighted version of dynamic residual inaccuracy measure using extropy in order statistics with applications in model selection4
On some stable linear functional regression estimators based on random projections4
Structural multilevel models for longitudinal mediation analysis: a definition variable approach4
A weighted U-statistic based change point test for multivariate time series4
Detecting shifts in Conway–Maxwell–Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity4
BLUE against OLSE in the location model: energy minimization and asymptotic considerations4
The resampling method via representative points4
Osband’s principle for identification functions4
A unifying framework for rank and pseudo-rank based inference using nonparametric confidence distributions3
Seemingly unrelated clusterwise linear regression for contaminated data3
Copula-based link functions in binary regression models3
Testing convexity of the generalised hazard function3
Construction of orthogonal general sliced Latin hypercube designs3
Multivariate copulas with given values at two arbitrary points3
Exact prediction intervals for future exponential and Pareto lifetimes based on ordered ranked set sampling of non-random and random size3
Circuits for robust designs3
GMM estimation and variable selection of partially linear additive spatial autoregressive model3
Estimation and testing of expectile regression with efficient subsampling for massive data3
Analyzing quantitative performance: Bayesian estimation of 3-component mixture geometric distributions based on Kumaraswamy prior3
A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering3
Bayesian inference of multivariate-GARCH-BEKK models3
On approximation and estimation of distribution function of sum of independent random variables3
Centre-free kurtosis orderings for asymmetric distributions3
A novel copula-based approach for parametric estimation of univariate time series through its covariance decay3
Geometric infinitely divisible autoregressive models3
A goodness-of-fit test for copulas based on the collision test3
Portmanteau test for the asymmetric power GARCH model when the power is unknown3
On the Rényi index of random graphs3
Regularization and variable selection in Heckman selection model3
Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors3
A new integrated discrimination improvement index via odds3
Special issue on “Goodness-of-Fit, Change Point and Related Problems”3
On estimation of a partitioned covariance matrix with linearly structured blocks3
Skyler J. Cranmer, Bruce A. Desmarais, Jason W. Morgan: Inferential network analysis3
Transfer learning for semiparametric varying coefficient spatial autoregressive models3
Quantile correlation coefficient: a new tail dependence measure3
Bessel representation for amplitude distribution of noisy sinusoidal signals3
Jackknife empirical likelihood ratio test for testing the equality of semivariance3
Composite quantile regression for a distributed system with non-randomly distributed data3
Model detection and variable selection for semiparametric additive spatial autoregressive model3
Optimal designs for spherical harmonic regression3
Adaptive slicing for functional slice inverse regression3
Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors2
Feature screening via false discovery rate control for linear model with multivariate responses2
Maximum likelihood estimation for left-truncated log-logistic distributions with a given truncation point2
Finite mixtures of mean-parameterized Conway–Maxwell–Poisson models2
Minimum contrast for the first-order intensity estimation of spatial and spatio-temporal point processes2
Optimal subsampling design for polynomial regression in one covariate2
General classes of bivariate distributions for modeling data with common observations2
Bagging and regression trees in individual claims reserving2
Information-based optimal subdata selection for non-linear models2
Reduced bias estimation of the log odds ratio2
Estimation and variable selection for generalized functional partially varying coefficient hybrid models2
Observations concerning the estimation of Heston’s stochastic volatility model using HF data2
CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data2
Copula-based measures of asymmetry between the lower and upper tail probabilities2
Semi-supervised learning for various comparison functions across two populations2
The cost of sequential adaptation and the lower bound for mean squared error2
Distribution and density estimation based on variation-diminishing spline approximation2
A class of estimators based on overlapping sample spacings2
The exponentiated exponentially weighted moving average control chart2
On the use of historical estimates2
Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm2
Replacement model with random replacement time2
Estimating odds and log odds with guaranteed accuracy2
A measure of evidence based on the likelihood-ratio statistics2
Convergence of estimative density: criterion for model complexity and sample size2
Penalized likelihood inference for the finite mixture of Poisson distributions from capture-recapture data2
Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances2
Bayesian prior robustness using general $$\phi $$-divergence measure2
The two-sample Mood statistic for clustered data2
A density power divergence measure to discriminate between generalized exponential and Weibull distributions2
Deflation properties in tensor-based eye blink removal algorithm2
A method of correction for heaping error in the variables using validation data2
The limiting distribution of a bivariate random vector under univariate truncation2
Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data2
Tweedie compound Poisson multivariate state space models for semicontinuous time series2
The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates2
Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests2
Kernel density regression in the additive model: a B-spline approach2
Real-time detection of a change-point in a linear expectile model2
Portmanteau tests for generalized integer-valued autoregressive time series models2
Nonparametric estimation of the shape functions and related asymptotic results2
Change point in variance of fractionally integrated noise2
A test for normality and independence based on characteristic function2
On variability of the mean inactivity time at random time2
Strong uniform consistency of the local linear relative error regression estimator under left truncation2
Testing for ordered alternatives in heteroscedastic ANOVA under normality2
Confidence intervals, prediction intervals and tolerance intervals for negative binomial distributions2
Generalized log-gamma additive partial linear models with P-spline smoothing2
On the validity of the bootstrap hypothesis testing in functional linear regression2
Inference for the normal coefficient of variation: an approximate marginal likelihood approach2
Degree of isomorphism: a novel criterion for identifying and classifying orthogonal designs1
Revisiting Dirichlet Mixture Model: unraveling deeper insights and practical applications1
Projection uniformity of nearly balanced designs1
Inversion-free subsampling Newton’s method for large sample logistic regression1
An heuristic scree plot criterion for the number of factors1
Parametric quantile autoregressive moving average models with exogenous terms1
Applying generalized funnel plots to help design statistical analyses1
New insights on goodness-of-fit tests for ranked set samples1
Sparse polynomial prediction1
Bootstrapping generalized linear models to accommodate overdispersed count data1
Conditional characteristic feature screening for massive imbalanced data1
A unified approach to goodness-of-fit testing for spherical and hyperspherical data1
Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates1
Forecasting highly persistent time series with bounded spectrum processes1
The evaluation of bivariate normal probabilities for failure of parallel systems1
k-hull depth: in between simplicial and halfspace depth1
Longitudinal model for a dose-finding study for a rare disease treatment1
Least squares estimation for the Ornstein–Uhlenbeck process with small Hermite noise1
On the consistency of supervised learning with missing values1
Testing for diagonal symmetry based on center-outward ranking1
Bayesian and frequentist inference derived from the maximum entropy principle with applications to propagating uncertainty about statistical methods1
Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications1
A model robust subsampling approach for Generalised Linear Models in big data settings1
Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model1
Additive partial linear models with autoregressive symmetric errors and its application to the hospitalizations for respiratory diseases1
Shrinkage and pretest Liu estimators in semiparametric linear measurement error models1
Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples1
A novel goodness of fit test for the truncated and non-truncated Yule distributions1
Some characterizations of continuous symmetric distributions based on extropy of record values1
Characteristic function and moment generating function of multivariate folded normal distribution1
On the circular correlation coefficients for bivariate von Mises distributions on a torus1
FDR control and power analysis for high-dimensional logistic regression via StabKoff1
Correction to: On efficiency of some restricted estimators in a multivariate regression model1
Dimension reduction-based adaptive-to-model semi-supervised classification1
Improving the power of hypothesis tests in sparse contingency tables1
Adaptive and robust experimental design for linear dynamical models using Kalman filter1
A p-step-ahead sequential adaptive algorithm for D-optimal nonlinear regression design1
The statistical rate for support matrix machines under low rankness and row (column) sparsity1
Testing omitted variables in VARs1
Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model1
Inferring the finest pattern of mutual independence from data1
A correlation structure for the analysis of Gaussian and non-Gaussian responses in crossover experimental designs with repeated measures1
The effect of correlated errors on the performance of local linear estimation of regression function based on random functional design1
Variation comparison between infinitely divisible distributions and the normal distribution1
On the existence of stationary threshold bilinear processes1
Learning CHARME models with neural networks1
Confidence intervals with higher accuracy for short and long-memory linear processes1
Distributed penalizing function criterion for local polynomial estimation in nonparametric regression with massive data1
A mixture distribution for modelling bivariate ordinal data1
Test for high-dimensional linear hypothesis of mean vectors via random integration1
Simulations and predictions of future values in the time-homogeneous load-sharing model1
Bartlett corrections for zero-adjusted generalized linear models1
The shortest confidence interval for Poisson mean1
Bernstein estimator for conditional copulas1
Exceedance statistics based on bottom-$$k$$-lists1
A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection1
Information quantity evaluation of multivariate SETAR processes of order one and applications1
Bounds for Gini’s mean difference based on first four moments, with some applications1
Forecasting natural disaster frequencies using nonstationary count time series models1
A Hamiltonian Monte Carlo EM algorithm for generalized linear mixed models with spatial skew latent variables1
A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables1
Least squares estimation for a class of uncertain Vasicek model and its application to interest rates1
Bayesian quantile regression for partially linear single-index model with longitudinal data1
Deterministic sampling based on Kullback–Leibler divergence and its applications1
Model selection for mixture hidden Markov models: an application to clickstream data1
Sequential design of multi-fidelity computer experiments with effect sparsity1
Missing responses at random in functional single index model for time series data1
Estimation of panel data partially linear time-varying coefficient models with cross-sectional spatial autoregressive errors1
Kronecker delta method for testing independence between two vectors in high-dimension1
Imitated student’s t distribution: a Bayesian approach1
Fourier approach to goodness-of-fit tests for Gaussian random processes1
A trigamma-free approach for computing information matrices related to trigamma function1
Testing independence under a block compound symmetry covariance structure1
Correction to: Posterior alternatives with informative early stopping1
Testing normality of a large number of populations1
Efficient variable selection for high-dimensional multiplicative models: a novel LPRE-based approach1
Optimal subsampling for composite quantile regression in big data1
A semiparametric dynamic higher-order spatial autoregressive model1
Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient1
Privacy-preserving and homogeneity-pursuit integrative analysis for high-dimensional censored data1
Statistical inference based on weighted divergence measures with simulations and applications1
A unified study for estimation of order restricted parameters of a general bivariate model under the generalized Pitman nearness criterion1
Multi-feature clustering of step data using multivariate functional principal component analysis1
Optimal subsampling for composite quantile regression model in massive data0
Empirical likelihood for nonparametric regression functions under $$\rho $$-mixing high-frequency data0
Parameters not empirically identifiable or distinguishable, including correlation between Gaussian observations0
An alternative look at the linear regression model0
Local linear estimation of the regression function for twice censored data0
On the maximal deviation of kernel regression estimators with NMAR response variables0
Bayesian influence diagnostics for a multivariate GARCH model0
Testing for changes in the error distribution in functional linear models0
Confidence intervals centred on bootstrap smoothed estimators: an impossibility result0
GMM estimation of random effects semiparametric additive SAR panel model with spatiotemporal correlated errors0
Flexible-dimensional L-statistic for mean estimation of symmetric distributions0
A robust factor analysis model based on the canonical fundamental skew-t distribution0
Minimax weight learning for absorbing MDPs0
Hypothesis testing in sparse weighted stochastic block model0
Testing high-dimensional mean vector with applications0
A multivariate modified skew-normal distribution0
Non-asymptotic analysis and inference for an outlyingness induced winsorized mean0
Information criteria bias correction for group selection0
Equivalent conditions of complete moment convergence for randomly weighted sums of random variables and some applications with random design0
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