Statistical Papers

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 2021-08-01 to 2025-08-01.)
ArticleCitations
Weighted U-statistics for likelihood-ratio ordering of bivariate data27
Prediction in regression models with continuous observations23
Discrimination between Gaussian process models: active learning and static constructions16
Discrete mixture representations of spherical distributions15
Communication-efficient model averaging prediction for massive data with asymptotic optimality14
Modified maximum likelihood estimator for censored linear regression model with two-piece generalized t distribution14
Robust signal dimension estimation via SURE14
The general linear hypothesis testing problem for multivariate functional data with applications13
Estimation of the population mean under imperfect simple Z ranked set sampling12
Copula hurdle GARCH models for multivariate non-negative time series11
New copula families and mixing properties11
A small-sample Bayesian information criterion that does not overstate the evidence, with an application to calibrating p-values from likelihood-ratio tests10
Bounded data modeling using logit-skew-normal mixtures10
Simple and unified proof of the joint or marginal density function of order statistics9
Global Fréchet regression from time correlated bivariate curve data in manifolds9
New insights into adaptive enrichment designs9
Improved shrinkage estimators in the beta regression model with application in econometric and educational data9
Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design9
Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data9
On the test of covariance between two high-dimensional random vectors9
High-dimensional properties for empirical priors in linear regression with unknown error variance8
Accounting for outliers in optimal subsampling methods8
Optimal prediction for quantiles and probabilities8
Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution7
Robustness of a truncated estimator for the smaller of two ordered means7
Truncating the exponential with a uniform distribution7
Identification of canonical models for vectors of time series: a subspace approach7
Space-filling designs with a Dirichlet distribution for mixture experiments7
Online convex optimization for survival analysis: an adaptive and stochastic approach7
Correction to: Some properties of the unified skew-normal distribution7
A non-classical parameterization for density estimation using sample moments6
Testing practical relevance of treatment effects6
Hypothesis testing for varying coefficient models in tail index regression6
Generalised score distribution: underdispersed continuation of the beta-binomial distribution6
On the distribution of sample scale-free scatter matrices6
Using the softplus function to construct alternative link functions in generalized linear models and beyond6
Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains5
A sequential feature selection approach to change point detection in mean-shift change point models5
Compositional cubes: a new concept for multi-factorial compositions5
Nonparametric classification of high dimensional observations5
A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method5
D-optimal and nearly D-optimal exact designs for binary response on the ball5
Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean5
Nested strong orthogonal arrays5
A ranked-based estimator of the mean past lifetime with an application5
Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels5
Nonparametric estimator of the tail dependence coefficient: balancing bias and variance5
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
Detecting shifts in Conway–Maxwell–Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity4
Multivariate copulas with given values at two arbitrary points4
On some problems of Bayesian region construction with guaranteed coverages4
A weighted U-statistic based change point test for multivariate time series4
Statistical inferences for missing response problems based on modified empirical likelihood4
The resampling method via representative points4
On weighted version of dynamic residual inaccuracy measure using extropy in order statistics with applications in model selection4
Skyler J. Cranmer, Bruce A. Desmarais, Jason W. Morgan: Inferential network analysis4
Bounds on generalized family-wise error rates for normal distributions4
Osband’s principle for identification functions4
On some stable linear functional regression estimators based on random projections4
Bayesian propensity score analysis for misclassified multinomial data4
Fitting copulas in the case of missing data4
BLUE against OLSE in the location model: energy minimization and asymptotic considerations4
Group sequential tests: beyond exponential family models4
Structural multilevel models for longitudinal mediation analysis: a definition variable approach4
On approximation and estimation of distribution function of sum of independent random variables3
Copula-based link functions in binary regression models3
Transfer learning for semiparametric varying coefficient spatial autoregressive models3
Estimation and testing of expectile regression with efficient subsampling for massive data3
Maximum likelihood estimation for left-truncated log-logistic distributions with a given truncation point3
On the Rényi index of random graphs3
Model detection and variable selection for semiparametric additive spatial autoregressive model3
GMM estimation and variable selection of partially linear additive spatial autoregressive model3
A goodness-of-fit test for copulas based on the collision test3
Seemingly unrelated clusterwise linear regression for contaminated data3
A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering3
Geometric infinitely divisible autoregressive models3
A unifying framework for rank and pseudo-rank based inference using nonparametric confidence distributions3
Adaptive slicing for functional slice inverse regression3
Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors3
A new integrated discrimination improvement index via odds3
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
Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors3
On estimation of a partitioned covariance matrix with linearly structured blocks3
A novel copula-based approach for parametric estimation of univariate time series through its covariance decay3
Special issue on “Goodness-of-Fit, Change Point and Related Problems”3
Testing convexity of the generalised hazard function3
Bayesian inference of multivariate-GARCH-BEKK models3
Construction of orthogonal general sliced Latin hypercube designs3
Quantile correlation coefficient: a new tail dependence measure3
The cost of sequential adaptation and the lower bound for mean squared error3
Composite quantile regression for a distributed system with non-randomly distributed data3
On the use of historical estimates3
Analyzing quantitative performance: Bayesian estimation of 3-component mixture geometric distributions based on Kumaraswamy prior3
Optimal designs for spherical harmonic regression3
Bessel representation for amplitude distribution of noisy sinusoidal signals3
Centre-free kurtosis orderings for asymmetric distributions3
A class of estimators based on overlapping sample spacings2
Projection uniformity of nearly balanced designs2
Estimating odds and log odds with guaranteed accuracy2
Exceedance statistics based on bottom-$$k$$-lists2
Semi-supervised learning for various comparison functions across two populations2
Statistical inference based on weighted divergence measures with simulations and applications2
A method of correction for heaping error in the variables using validation data2
Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient2
Reduced bias estimation of the log odds ratio2
Bagging and regression trees in individual claims reserving2
General classes of bivariate distributions for modeling data with common observations2
Kernel density regression in the additive model: a B-spline approach2
Copula-based measures of asymmetry between the lower and upper tail probabilities2
A measure of evidence based on the likelihood-ratio statistics2
Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data2
Bayesian prior robustness using general $$\phi $$-divergence measure2
Optimal subsampling design for polynomial regression in one covariate2
On the distribution of isometric log-ratio coordinates under extra-multinomial count data2
Generalized log-gamma additive partial linear models with P-spline smoothing2
The two-sample Mood statistic for clustered data2
Parametric quantile autoregressive moving average models with exogenous terms2
Observations concerning the estimation of Heston’s stochastic volatility model using HF data2
A p-step-ahead sequential adaptive algorithm for D-optimal nonlinear regression design2
Minimum contrast for the first-order intensity estimation of spatial and spatio-temporal point processes2
Shrinkage and pretest Liu estimators in semiparametric linear measurement error models2
Inference for the normal coefficient of variation: an approximate marginal likelihood approach2
The shortest confidence interval for Poisson mean2
Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm2
Simulations and predictions of future values in the time-homogeneous load-sharing model2
Change point in variance of fractionally integrated noise2
Replacement model with random replacement time2
The exponentiated exponentially weighted moving average control chart2
Penalized likelihood inference for the finite mixture of Poisson distributions from capture-recapture data2
Finite mixtures of mean-parameterized Conway–Maxwell–Poisson models2
Estimation and variable selection for generalized functional partially varying coefficient hybrid models2
On the validity of the bootstrap hypothesis testing in functional linear regression2
A test for normality and independence based on characteristic function2
Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances2
A density power divergence measure to discriminate between generalized exponential and Weibull distributions2
Testing for ordered alternatives in heteroscedastic ANOVA under normality2
A Hamiltonian Monte Carlo EM algorithm for generalized linear mixed models with spatial skew latent variables2
Deflation properties in tensor-based eye blink removal algorithm2
Real-time detection of a change-point in a linear expectile model2
Confidence intervals, prediction intervals and tolerance intervals for negative binomial distributions2
A novel goodness of fit test for the truncated and non-truncated Yule distributions2
Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests2
Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model2
The limiting distribution of a bivariate random vector under univariate truncation2
Distributed penalizing function criterion for local polynomial estimation in nonparametric regression with massive data2
Convergence of estimative density: criterion for model complexity and sample size2
Strong uniform consistency of the local linear relative error regression estimator under left truncation2
Jackknife empirical likelihood ratio test for testing the equality of semivariance2
Nonparametric estimation of the shape functions and related asymptotic results2
The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates2
Information-based optimal subdata selection for non-linear models2
Portmanteau tests for generalized integer-valued autoregressive time series models2
Distribution and density estimation based on variation-diminishing spline approximation2
Tweedie compound Poisson multivariate state space models for semicontinuous time series2
On variability of the mean inactivity time at random time2
Feature screening via false discovery rate control for linear model with multivariate responses2
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