Test

Papers
(The TQCC of Test 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 2020-05-01 to 2024-05-01.)
ArticleCitations
Recent advances in directional statistics53
Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$-statistics27
On the general $$\delta $$-shock model13
On a new concept of stochastic domination and the laws of large numbers10
New characterization-based exponentiality tests for randomly censored data8
Functional marked point processes: a natural structure to unify spatio-temporal frameworks and to analyse dependent functional data7
Regularity and approximation of Gaussian random fields evolving temporally over compact two-point homogeneous spaces7
Dimension reduction for longitudinal multivariate data by optimizing class separation of projected latent Markov models7
Probability of default estimation in credit risk using a nonparametric approach6
Testing the equality of a large number of populations6
Multivariate functional data modeling with time-varying clustering6
Maximum likelihood estimators based on discrete component lifetimes of a k-out-of-n system6
Robust clustering of multiply censored data via mixtures of t factor analyzers5
Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables5
Semiparametric mixture regression with unspecified error distributions5
Bayes factors for peri-null hypotheses5
Testing serial independence with functional data5
Nonparametric multiple regression estimation for circular response5
QANOVA: quantile-based permutation methods for general factorial designs4
Spatial Cox processes in an infinite-dimensional framework4
Stochastic comparisons of relevation allocation policies in coherent systems4
Some results on the Gaussian Markov Random Field construction problem based on the use of invariant subgraphs4
Penalized robust estimators in sparse logistic regression4
False discovery rate for functional data4
Asymptotics for M-type smoothing splines with non-smooth objective functions4
High-dimensional outlier detection using random projections4
Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data4
Comments on: Recent advances in directional statistics3
On finite mixtures of Discretized Beta model for ordered responses3
Covariate-adjusted multiple testing in genome-wide association studies via factorial hidden Markov models3
Hybrid semiparametric Bayesian networks3
Simple measures of uncertainty for model selection3
A notion of depth for sparse functional data3
On the Randić index and its variants of network data3
Correct specification of design matrices in linear mixed effects models: tests with graphical representation3
A simple and useful regression model for fitting count data3
Two-way layout factorial experiments of spatial point pattern responses in mineral flotation3
Stochastic monotonicity of dependent variables given their sum3
On the estimation of the variability in the distribution tail2
D-optimal designs for Poisson regression with synergetic interaction effect2
Robust multivariate estimation based on statistical depth filters2
Sparse Laplacian Shrinkage with the Graphical Lasso Estimator for Regression Problems2
Homogeneity tests for one-way models with dependent errors under correlated groups2
Data-driven portmanteau tests for time series2
A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers2
Understanding complex predictive models with ghost variables2
Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data2
A likelihood-based approach for cure regression models2
Statistical inference and large-scale multiple testing for high-dimensional regression models2
Nonparametric estimation in mixture cure models with covariates2
On a class of repulsive mixture models2
Severe testing of Benford’s law2
Testing marginal homogeneity in Hilbert spaces with applications to stock market returns2
A measurement error Rao–Yu model for regional prevalence estimation over time using uncertain data obtained from dependent survey estimates2
Power priors for replication studies2
Sharp inequalities of Bienaymé–Chebyshev and Gauß  type for possibly asymmetric intervals around the mean2
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