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 2021-06-01 to 2025-06-01.)

Article	Citations
Weighted U-statistics for likelihood-ratio ordering of bivariate data	25
Prediction in regression models with continuous observations	17
Discrimination between Gaussian process models: active learning and static constructions	16
Robust signal dimension estimation via SURE	14
Discrete mixture representations of spherical distributions	14
Modified maximum likelihood estimator for censored linear regression model with two-piece generalized t distribution	13
New copula families and mixing properties	12
Communication-efficient model averaging prediction for massive data with asymptotic optimality	12
New insights into adaptive enrichment designs	11
Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data	11
The general linear hypothesis testing problem for multivariate functional data with applications	10
Copula hurdle GARCH models for multivariate non-negative time series	10
Estimation of the population mean under imperfect simple Z ranked set sampling	10
High-dimensional properties for empirical priors in linear regression with unknown error variance	9
Improved shrinkage estimators in the beta regression model with application in econometric and educational data	9
On the test of covariance between two high-dimensional random vectors	9
Accounting for outliers in optimal subsampling methods	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
Bounded data modeling using logit-skew-normal mixtures	9
Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design	9
Global Fréchet regression from time correlated bivariate curve data in manifolds	9
Level-augmented uniform designs	8
Optimal prediction for quantiles and probabilities	8
Online convex optimization for survival analysis: an adaptive and stochastic approach	7
Robustness of a truncated estimator for the smaller of two ordered means	7

Identification of canonical models for vectors of time series: a subspace approach	7
Correction to: Some properties of the unified skew-normal distribution	7
Truncating the exponential with a uniform distribution	7
Space-filling designs with a Dirichlet distribution for mixture experiments	7
Compositional cubes: a new concept for multi-factorial compositions	7
Using the softplus function to construct alternative link functions in generalized linear models and beyond	6
Testing practical relevance of treatment effects	6
Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution	6
A sequential feature selection approach to change point detection in mean-shift change point models	6
D-optimal and nearly D-optimal exact designs for binary response on the ball	6
Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models	6
Generalised score distribution: underdispersed continuation of the beta-binomial distribution	6
Hypothesis testing for varying coefficient models in tail index regression	5
Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains	5
Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels	5
Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean	5
Nested strong orthogonal arrays	5
A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method	5
Nonparametric classification of high dimensional observations	5
A ranked-based estimator of the mean past lifetime with an application	5
On some problems of Bayesian region construction with guaranteed coverages	5
Robust estimation of heteroscedastic regression models: a brief overview and new proposals	5
On the distribution of sample scale-free scatter matrices	5
Nonparametric estimator of the tail dependence coefficient: balancing bias and variance	5
A non-classical parameterization for density estimation using sample moments	5
Bounds on generalized family-wise error rates for normal distributions	5
Construction of column-orthogonal strong orthogonal arrays	5
Statistical inferences for missing response problems based on modified empirical likelihood	4
On weighted version of dynamic residual inaccuracy measure using extropy in order statistics with applications in model selection	4
On some stable linear functional regression estimators based on random projections	4
Structural multilevel models for longitudinal mediation analysis: a definition variable approach	4
A weighted U-statistic based change point test for multivariate time series	4
Detecting shifts in Conway–Maxwell–Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity	4
BLUE against OLSE in the location model: energy minimization and asymptotic considerations	4
The resampling method via representative points	4
Osband’s principle for identification functions	4
Computing waiting time probabilities related to $$ (k_{1},k_{2},\ldots ,k_{l})$$ pattern	4
Fitting copulas in the case of missing data	4
Group sequential tests: beyond exponential family models	4
A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering	3
On approximation and estimation of distribution function of sum of independent random variables	3
A novel copula-based approach for parametric estimation of univariate time series through its covariance decay	3
Bayesian inference of multivariate-GARCH-BEKK models	3
A goodness-of-fit test for copulas based on the collision test	3
Centre-free kurtosis orderings for asymmetric distributions	3
On the Rényi index of random graphs	3
Geometric infinitely divisible autoregressive models	3
Regularization and variable selection in Heckman selection model	3
Portmanteau test for the asymmetric power GARCH model when the power is unknown	3
Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors	3

A new integrated discrimination improvement index via odds	3
Special issue on “Goodness-of-Fit, Change Point and Related Problems”	3
Skyler J. Cranmer, Bruce A. Desmarais, Jason W. Morgan: Inferential network analysis	3
Quantile correlation coefficient: a new tail dependence measure	3
On estimation of a partitioned covariance matrix with linearly structured blocks	3
Jackknife empirical likelihood ratio test for testing the equality of semivariance	3
Transfer learning for semiparametric varying coefficient spatial autoregressive models	3
Composite quantile regression for a distributed system with non-randomly distributed data	3
Bessel representation for amplitude distribution of noisy sinusoidal signals	3
Model detection and variable selection for semiparametric additive spatial autoregressive model	3
Optimal designs for spherical harmonic regression	3
Adaptive slicing for functional slice inverse regression	3
A unifying framework for rank and pseudo-rank based inference using nonparametric confidence distributions	3
Copula-based link functions in binary regression models	3
Construction of orthogonal general sliced Latin hypercube designs	3
Seemingly unrelated clusterwise linear regression for contaminated data	3
Exact prediction intervals for future exponential and Pareto lifetimes based on ordered ranked set sampling of non-random and random size	3
Testing convexity of the generalised hazard function	3
Circuits for robust designs	3
Multivariate copulas with given values at two arbitrary points	3
GMM estimation and variable selection of partially linear additive spatial autoregressive model	3
Estimation and testing of expectile regression with efficient subsampling for massive data	3
Analyzing quantitative performance: Bayesian estimation of 3-component mixture geometric distributions based on Kumaraswamy prior	3
Copula-based measures of asymmetry between the lower and upper tail probabilities	2
CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data	2
The cost of sequential adaptation and the lower bound for mean squared error	2
Semi-supervised learning for various comparison functions across two populations	2
Distribution and density estimation based on variation-diminishing spline approximation	2
A class of estimators based on overlapping sample spacings	2
The exponentiated exponentially weighted moving average control chart	2
On the use of historical estimates	2
Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm	2
Replacement model with random replacement time	2
Estimating odds and log odds with guaranteed accuracy	2
Convergence of estimative density: criterion for model complexity and sample size	2
A measure of evidence based on the likelihood-ratio statistics	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
The two-sample Mood statistic for clustered data	2
Bayesian prior robustness using general $$\phi $$-divergence measure	2
Deflation properties in tensor-based eye blink removal algorithm	2
A density power divergence measure to discriminate between generalized exponential and Weibull distributions	2
The limiting distribution of a bivariate random vector under univariate truncation	2
A method of correction for heaping error in the variables using validation data	2
Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data	2
Tweedie compound Poisson multivariate state space models for semicontinuous time series	2
The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates	2
Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests	2
Kernel density regression in the additive model: a B-spline approach	2
Real-time detection of a change-point in a linear expectile model	2
Portmanteau tests for generalized integer-valued autoregressive time series models	2
Change point in variance of fractionally integrated noise	2
Nonparametric estimation of the shape functions and related asymptotic results	2
On variability of the mean inactivity time at random time	2
A test for normality and independence based on characteristic function	2
Testing for ordered alternatives in heteroscedastic ANOVA under normality	2
Strong uniform consistency of the local linear relative error regression estimator under left truncation	2
Generalized log-gamma additive partial linear models with P-spline smoothing	2
Confidence intervals, prediction intervals and tolerance intervals for negative binomial distributions	2
On the validity of the bootstrap hypothesis testing in functional linear regression	2
Inference for the normal coefficient of variation: an approximate marginal likelihood approach	2
Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors	2
Feature screening via false discovery rate control for linear model with multivariate responses	2
Maximum likelihood estimation for left-truncated log-logistic distributions with a given truncation point	2
Finite mixtures of mean-parameterized Conway–Maxwell–Poisson models	2
Minimum contrast for the first-order intensity estimation of spatial and spatio-temporal point processes	2
Optimal subsampling design for polynomial regression in one covariate	2
Bagging and regression trees in individual claims reserving	2
General classes of bivariate distributions for modeling data with common observations	2
Reduced bias estimation of the log odds ratio	2
Information-based optimal subdata selection for non-linear models	2
Observations concerning the estimation of Heston’s stochastic volatility model using HF data	2
Estimation and variable selection for generalized functional partially varying coefficient hybrid models	2