OOIR: Observatory of International Research

Papers

(The TQCC of Statistical Papers is 2. 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 2021-04-01 to 2025-04-01.)

Article	Citations
Bayesian empirical likelihood inference and order shrinkage for a hysteretic autoregressive model	23
Testing for changes in the error distribution in functional linear models	15
The limiting distribution of a bivariate random vector under univariate truncation	13
The empirical Bernstein process with application to uniformity testing	13
Equivalent conditions of complete moment convergence for randomly weighted sums of random variables and some applications with random design	11
Asymptotic behavior of bootstrapped extreme order statistics under unknown power normalizing constants	10
Communication-efficient model averaging prediction for massive data with asymptotic optimality	10
Modified maximum likelihood estimator for censored linear regression model with two-piece generalized t distribution	10
Omnibus diagnostic procedures for vector multiplicative errors models	10
A class of nonparametric tests for DMTTF alternatives based on moment inequality	10
Testing homoscedasticity of a large number of populations	10
Multivariate stochastic comparisons of sequential order statistics with non-identical components	9
Bounded data modeling using logit-skew-normal mixtures	9
Variable selection for nonparametric quantile regression via measurement error model	9
Computation and analysis of change points with different jump locations in high-dimensional regression	8
On the minimum information checkerboard copula under fixed Kendall’s $$\tau $$	8
Inferring the finest pattern of mutual independence from data	8
Supervised dimension reduction for functional time series	8
On the test of covariance between two high-dimensional random vectors	8
Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates	8
On change-points tests based on two-samples U-Statistics for weakly dependent observations	8
Coherent indexes for shifted count and semicontinuous models	7
FDR control and power analysis for high-dimensional logistic regression via StabKoff	7
The cost of sequential adaptation and the lower bound for mean squared error	7
Empirical likelihood for nonparametric regression functions under $$\rho $$-mixing high-frequency data	7

On the use of historical estimates	7
New closed-form efficient estimators for the negative binomial distribution	7
Case-cohort studies for clustered failure time data with a cure fraction	6
Longitudinal model for a dose-finding study for a rare disease treatment	6
Weighted U-statistics for likelihood-ratio ordering of bivariate data	6
Improved shrinkage estimators in the beta regression model with application in econometric and educational data	6
A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables	6
Improving the power of hypothesis tests in sparse contingency tables	6
Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors	5
Quantifying the data-dredging bias in structural break tests	5
Non-parametric test for decreasing renewal dichotomous Markov noise shock model	5
Maximum likelihood estimation for left-truncated log-logistic distributions with a given truncation point	5
Bayesian analysis of linear regression models with autoregressive symmetrical errors and incomplete data	5
Local linear estimation of the regression function for twice censored data	5
Distribution and density estimation based on variation-diminishing spline approximation	5
Flexible-dimensional L-statistic for mean estimation of symmetric distributions	5
Minimax weight learning for absorbing MDPs	5
On the existence of stationary threshold bilinear processes	5
Bayesian empirical likelihood inference and order shrinkage for autoregressive models	5
Deterministic sampling based on Kullback–Leibler divergence and its applications	5
Inversion-free subsampling Newton’s method for large sample logistic regression	4
An alternative look at the linear regression model	4
Hypothesis testing in sparse weighted stochastic block model	4
Inference about the arithmetic average of log transformed data	4
Testing high-dimensional mean vector with applications	4
Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications	4
Copula-based measures of asymmetry between the lower and upper tail probabilities	4
Optimal subsampling for composite quantile regression model in massive data	4
Generalized log-gamma additive partial linear models with P-spline smoothing	4
Information criteria bias correction for group selection	4
A robust factor analysis model based on the canonical fundamental skew-t distribution	3
Correction to: Posterior alternatives with informative early stopping	3
Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data	3
On improved estimation of the larger location parameter	3
The distribution of power-related random variables (and their use in clinical trials)	3
Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data	3
Discrete mixture representations of spherical distributions	3
Discrimination between Gaussian process models: active learning and static constructions	3
Finite mixtures of mean-parameterized Conway–Maxwell–Poisson models	3
Applying generalized funnel plots to help design statistical analyses	3
Confidence distributions and hypothesis testing	3
Robust signal dimension estimation via SURE	3
Assessing the effectiveness of indirect questioning techniques by detecting liars	3
On the validity of the bootstrap hypothesis testing in functional linear regression	3
A unified approach to goodness-of-fit testing for spherical and hyperspherical data	3
A multivariate modified skew-normal distribution	3
Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data	3
Profile likelihood estimation for the cox proportional hazards (PH) cure model and standard errors	3
Matrix-variate generalized linear model with measurement error	3
Parameters not empirically identifiable or distinguishable, including correlation between Gaussian observations	3

Locally sparse estimator for functional linear panel models with fixed effects	3
Robust change-point detection for functional time series based on U-statistics and dependent wild bootstrap	3
The statistical rate for support matrix machines under low rankness and row (column) sparsity	3
ROBOUT: a conditional outlier detection methodology for high-dimensional data	3
Bootstrapping generalized linear models to accommodate overdispersed count data	3
Bounds for Gini’s mean difference based on first four moments, with some applications	3
Predictive inference of dual generalized order statistics from the inverse Weibull distribution	3
Identification of canonical models for vectors of time series: a subspace approach	2
Statistical simulations with LR random fuzzy numbers	2
Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models	2
Missing responses at random in functional single index model for time series data	2
Non-asymptotic analysis and inference for an outlyingness induced winsorized mean	2
A new estimator for the multicollinear logistic regression model	2
Change-point analysis for matrix data: the empirical Hankel transform approach	2
Asymptotic analysis of reliability measures for an imperfect dichotomous test	2
Joint estimation of transfer learning on time series data	2
Local inhomogeneous second-order characteristics for spatio-temporal point processes occurring on linear networks	2
High-dimensional properties for empirical priors in linear regression with unknown error variance	2
New insights into adaptive enrichment designs	2
Optimal prediction for quantiles and probabilities	2
Density model checks via the lack-of-fitness	2
Self-exciting hysteretic binomial autoregressive processes	2
Testing for ordered alternatives in heteroscedastic ANOVA under normality	2
New copula families and mixing properties	2
A small-sample Bayesian information criterion that does not overstate the evidence, with an application to calibrating p-values from likelihood-ratio tests	2
On the maximal deviation of kernel regression estimators with NMAR response variables	2
Prediction in regression models with continuous observations	2
The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates	2
The estimated causal effect on the variance based on the front-door criterion in Gaussian linear structural equation models: an unbiased estimator with the exact variance	2
Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model	2
Truncating the exponential with a uniform distribution	2
Strong optimality of kernel functional regression in $$L^p$$ norms with partial response variables and applications	2
A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse	2
Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples	2
Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design	2
Generalized simulated method-of-moments estimators for multivariate copulas	2
Bayesian influence diagnostics for a multivariate GARCH model	2
Local influence diagnostics with forward search in regression analysis	2
Posterior alternatives with informative early stopping	2
Confidence intervals centred on bootstrap smoothed estimators: an impossibility result	2
The exponentiated exponentially weighted moving average control chart	2
Detecting linear trend changes in data sequences	2
Consistent group selection using nonlocal priors in regression	2
Jackknife empirical likelihood ratio test for testing the equality of semivariance	2
Variable selection for nonparametric spatial additive autoregressive model via deep learning	2
Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm	2
Space-filling designs with a Dirichlet distribution for mixture experiments	2
A simple and useful regression model for underdispersed count data based on Bernoulli–Poisson convolution	2
Revisiting Dirichlet Mixture Model: unraveling deeper insights and practical applications	2
GMM estimation of random effects semiparametric additive SAR panel model with spatiotemporal correlated errors	2
Level-augmented uniform designs	2
Alleviating conditional independence assumption of naive Bayes	2
Regression analysis of clustered panel count data with additive mean models	2
Correction to: Some properties of the unified skew-normal distribution	2
Point and Interval Estimation of Powers of Scale Parameters for Two Normal Populations with a Common Mean	2