Statistical Papers

Article	Citations
Weighted U-statistics for likelihood-ratio ordering of bivariate data	30
Prediction in regression models with continuous observations	23
Discrete mixture representations of spherical distributions	16
Discrimination between Gaussian process models: active learning and static constructions	16
Communication-efficient model averaging prediction for massive data with asymptotic optimality	15
Modified maximum likelihood estimator for censored linear regression model with two-piece generalized t distribution	15
Robust signal dimension estimation via SURE	15
The general linear hypothesis testing problem for multivariate functional data with applications	13
Copula hurdle GARCH models for multivariate non-negative time series	12
New copula families and mixing properties	12
New insights into adaptive enrichment designs	11
Simple and unified proof of the joint or marginal density function of order statistics	10
Improved shrinkage estimators in the beta regression model with application in econometric and educational data	10
Bounded data modeling using logit-skew-normal mixtures	10
On the test of covariance between two high-dimensional random vectors	10
Global Fréchet regression from time correlated bivariate curve data in manifolds	10
Estimation of the population mean under imperfect simple Z ranked set sampling	9
Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design	9
Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data	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
Accounting for outliers in optimal subsampling methods	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
Truncating the exponential with a uniform distribution	7
Space-filling designs with a Dirichlet distribution for mixture experiments	7

Correction to: Some properties of the unified skew-normal distribution	7
Online convex optimization for survival analysis: an adaptive and stochastic approach	7
Optimal prediction for quantiles and probabilities	7
Identification of canonical models for vectors of time series: a subspace approach	7
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
On the distribution of sample scale-free scatter matrices	6
Using the softplus function to construct alternative link functions in generalized linear models and beyond	6
Nested strong orthogonal arrays	5
Compositional cubes: a new concept for multi-factorial compositions	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
Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels	5
Convergence of the EM algorithm in KL distance for overspecified Gaussian mixtures	5
D-optimal and nearly D-optimal exact designs for binary response on the ball	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
A sequential feature selection approach to change point detection in mean-shift change point models	5
Nonparametric classification of high dimensional observations	5
Nonparametric estimator of the tail dependence coefficient: balancing bias and variance	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
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
Group sequential tests: beyond exponential family models	4
Structural multilevel models for longitudinal mediation analysis: a definition variable approach	4
BLUE against OLSE in the location model: energy minimization and asymptotic considerations	4
Multivariate copulas with given values at two arbitrary points	4
Computing waiting time probabilities related to $$ (k_{1},k_{2},\ldots ,k_{l})$$ pattern	4
Bounds on generalized family-wise error rates for normal distributions	4
A weighted U-statistic based change point test for multivariate time series	4
On some stable linear functional regression estimators based on random projections	4
Bayesian propensity score analysis for misclassified multinomial data	4
On weighted version of dynamic residual inaccuracy measure using extropy in order statistics with applications in model selection	4
On some problems of Bayesian region construction with guaranteed coverages	4
Osband’s principle for identification functions	4
Detecting shifts in Conway–Maxwell–Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity	4
The resampling method via representative points	4
Fitting copulas in the case of missing data	4
Composite quantile regression for a distributed system with non-randomly distributed data	3
Optimal designs for spherical harmonic regression	3
Copula-based link functions in binary regression models	3
A novel copula-based approach for parametric estimation of univariate time series through its covariance decay	3
Centre-free kurtosis orderings for asymmetric distributions	3
On approximation and estimation of distribution function of sum of independent random variables	3
Model detection and variable selection for semiparametric additive spatial autoregressive model	3
A unifying framework for rank and pseudo-rank based inference using nonparametric confidence distributions	3
The cost of sequential adaptation and the lower bound for mean squared error	3
Adaptive slicing for functional slice inverse regression	3

GMM estimation and variable selection of partially linear additive spatial autoregressive model	3
Quantile correlation coefficient: a new tail dependence measure	3
Estimation and testing of expectile regression with efficient subsampling for massive data	3
Seemingly unrelated clusterwise linear regression for contaminated data	3
A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering	3
A goodness-of-fit test for copulas based on the collision test	3
Testing convexity of the generalised hazard function	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
Maximum likelihood estimation for left-truncated log-logistic distributions with a given truncation point	3
Exact prediction intervals for future exponential and Pareto lifetimes based on ordered ranked set sampling of non-random and random size	3
On the Rényi index of random graphs	3
Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors	3
Analyzing quantitative performance: Bayesian estimation of 3-component mixture geometric distributions based on Kumaraswamy prior	3
Bessel representation for amplitude distribution of noisy sinusoidal signals	3
Skyler J. Cranmer, Bruce A. Desmarais, Jason W. Morgan: Inferential network analysis	3
On estimation of a partitioned covariance matrix with linearly structured blocks	3
Construction of orthogonal general sliced Latin hypercube designs	3
Transfer learning for semiparametric varying coefficient spatial autoregressive models	3
Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors	3
Bayesian inference of multivariate-GARCH-BEKK models	3
On the use of historical estimates	3
Circuits for robust designs	3
Simulations and predictions of future values in the time-homogeneous load-sharing model	2
Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm	2
Bagging and regression trees in individual claims reserving	2
The limiting distribution of a bivariate random vector under univariate truncation	2
Integrative tensor regression for stratified data with application to neuroimaging analysis	2
Strong uniform consistency of the local linear relative error regression estimator under left truncation	2
The exponentiated exponentially weighted moving average control chart	2
Nonparametric estimation of the shape functions and related asymptotic results	2
On the validity of the bootstrap hypothesis testing in functional linear regression	2
Bayesian prior robustness using general $$\phi $$-divergence measure	2
Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data	2
Optimal subsampling design for polynomial regression in one covariate	2
Copula-based measures of asymmetry between the lower and upper tail probabilities	2
Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests	2
Block covariance matrix estimation with structured off-diagonal blocks	2
Real-time detection of a change-point in a linear expectile model	2
Testing for ordered alternatives in heteroscedastic ANOVA under normality	2
Shrinkage and pretest Liu estimators in semiparametric linear measurement error models	2
A method of correction for heaping error in the variables using validation data	2
Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model	2
Semi-supervised learning for various comparison functions across two populations	2
Replacement model with random replacement time	2
Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances	2
Convergence of estimative density: criterion for model complexity and sample size	2
Information-based optimal subdata selection for non-linear models	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
Jackknife empirical likelihood ratio test for testing the equality of semivariance	2
Kernel density regression in the additive model: a B-spline approach	2
Distribution and density estimation based on variation-diminishing spline approximation	2
A test for normality and independence based on characteristic function	2
Change point in variance of fractionally integrated noise	2
Feature screening via false discovery rate control for linear model with multivariate responses	2
Observations concerning the estimation of Heston’s stochastic volatility model using HF data	2
Nonparametric estimation for distribution dependent SDEs driven by fractional brownian motions with random effects	2
Distributed penalizing function criterion for local polynomial estimation in nonparametric regression with massive data	2
The two-sample Mood statistic for clustered data	2
Statistical inference based on weighted divergence measures with simulations and applications	2
Estimating odds and log odds with guaranteed accuracy	2
Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient	2
Inference for the normal coefficient of variation: an approximate marginal likelihood approach	2
A novel goodness of fit test for the truncated and non-truncated Yule distributions	2
Reduced bias estimation of the log odds ratio	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
Penalized likelihood inference for the finite mixture of Poisson distributions from capture-recapture data	2
Finite mixtures of mean-parameterized Conway–Maxwell–Poisson models	2
A measure of evidence based on the likelihood-ratio statistics	2
A class of estimators based on overlapping sample spacings	2
Portmanteau tests for generalized integer-valued autoregressive time series models	2
On the distribution of isometric log-ratio coordinates under extra-multinomial count data	2
A density power divergence measure to discriminate between generalized exponential and Weibull distributions	2
Transfer learning with high-dimensional multiplicative models: least product relative error estimation approach	2
Deflation properties in tensor-based eye blink removal algorithm	2
Exceedance statistics based on bottom-$$k$$-lists	2

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