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 2021-09-01 to 2025-09-01.)
ArticleCitations
Rejoinder on: statistical inference and large-scale multiple testing for high-dimensional regression models19
Multiple change point detection for high-dimensional data18
A test for heteroscedasticity in functional linear models12
Stochastic comparisons of relevation allocation policies in coherent systems10
Conditional tail moment and reinsurance premium estimation under random right censoring10
Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach10
Correction to: Spatial distribution of invasive species: an extent of occurrence approach10
Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data9
Testing Poissonity of a large number of populations9
Modeling paired binary data by a new bivariate Bernoulli model with flexible beta kernel correlation8
New characterization-based exponentiality tests for randomly censored data8
On new omnibus tests of uniformity on the hypersphere7
Single-index composite quantile regression for ultra-high-dimensional data7
A copula formulation for multivariate latent Markov models7
Privacy-preserving parametric inference for spatial autoregressive model6
The orthogonal skew model: computationally efficient multivariate skew-normal and skew-t distributions with applications to model-based clustering6
Precision matrix estimation using penalized Generalized Sylvester matrix equation5
Complete asymptotic expansions and the high-dimensional Bingham distributions5
Rejoinder on: Shape-based functional data analysis5
On the Randić index and its variants of network data5
Correction to: On the concept of B-statistical uniform integrability of weighted sums of random variables and the law of large numbers with mean convergence in the statistical sense5
A simple and useful regression model for fitting count data5
Stochastic monotonicity of dependent variables given their sum5
An instrumental variable approach under dependent censoring5
Comments on: Exploratory functional data analysis5
A causal hidden Markov model for assessing effects of multiple direct mail campaigns4
Tractable circula densities from Fourier series4
Comments on: Shape-based functional data analysis4
On sums of dependent random lifetimes under the time-transformed exponential model4
Ordinal pattern-based change point detection3
A data-driven reversible jump for estimating a finite mixture of regression models3
Rejoinder on: Hybrid semiparametric Bayesian networks3
Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness3
Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence3
Estimation of stability index for symmetric $$\alpha $$-stable distribution using quantile conditional variance ratios3
Preservation of distributional properties of component lifetimes by system lifetimes3
Data-driven portmanteau tests for time series3
Model checking for generalized partially linear models3
A general procedure for change-point detection in multivariate time series3
Some parametric tests based on sample spacings3
Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data3
Selective inference for false discovery proportion in a hidden Markov model3
Comments on: Shape-based functional data analysis3
Reliability and optimal replacement policy for a generalized mixed shock model2
A threshold modeling for nonlinear time series of counts: application to COVID-19 data2
Change-point detection in a tensor regression model2
Conformal link prediction for false discovery rate control2
Comments on: Nonparametric estimation in mixture cure models with covariates2
A Kolmogorov–Smirnov-type test for the two-sample problem with left-truncated data2
Interquantile shrinkage in spatial additive autoregressive models2
A kernel-based test for the first-order separability of spatio-temporal point processes2
Bayesian joint quantile autoregression2
Sparse overlapped linear discriminant analysis2
Integrative subgroup analysis for high-dimensional mixed-type multi-response data2
Tail index estimation for discrete heavy-tailed distributions with application to statistical inference for regular markov chains2
Reducing degradation and age of items in imperfect repair modeling2
On a new concept of stochastic domination and the laws of large numbers2
Comments on: exploratory functional data analysis2
Topical collection on “goodness-of-fit, change-point and related problems”2
Higher-order spatial autoregressive varying coefficient model: estimation and specification test2
Nonparametric tests for semiparametric regression models2
Composite quantile estimation in partially functional linear regression model with randomly censored responses2
Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models2
Bayes factors for peri-null hypotheses2
Two-step semiparametric empirical likelihood inference from capture–recapture data with missing covariates2
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