OOIR: Observatory of International Research

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 2022-01-01 to 2026-01-01.)

Article	Citations
Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach	21
Multiple change point detection for high-dimensional data	21
Modeling paired binary data by a new bivariate Bernoulli model with flexible beta kernel correlation	15
Testing Poissonity of a large number of populations	14
Bandwidth selection for multivariate local linear regression with correlated errors	12
Conditional tail moment and reinsurance premium estimation under random right censoring	11
Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data	11
Stochastic comparisons of relevation allocation policies in coherent systems	10
Rejoinder on: statistical inference and large-scale multiple testing for high-dimensional regression models	10
On new omnibus tests of uniformity on the hypersphere	10
A copula formulation for multivariate latent Markov models	9
Privacy-preserving parametric inference for spatial autoregressive model	8
The orthogonal skew model: computationally efficient multivariate skew-normal and skew-t distributions with applications to model-based clustering	8
Precision matrix estimation using penalized Generalized Sylvester matrix equation	7
On the Randić index and its variants of network data	7
Complete asymptotic expansions and the high-dimensional Bingham distributions	7
A simple and useful regression model for fitting count data	6
Tobit INARMA models for count time series with negative autocorrelation	6
An instrumental variable approach under dependent censoring	6
Rejoinder on: Shape-based functional data analysis	6
Comments on: Exploratory functional data analysis	6
Model checking for generalized partially linear models	5
A general procedure for change-point detection in multivariate time series	5
Comments on: Shape-based functional data analysis	5
Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence	5

On sums of dependent random lifetimes under the time-transformed exponential model	5
Estimation of stability index for symmetric $$\alpha $$-stable distribution using quantile conditional variance ratios	5
Comments on: Shape-based functional data analysis	5
A causal hidden Markov model for assessing effects of multiple direct mail campaigns	5
Some parametric tests based on sample spacings	4
Rejoinder on: Hybrid semiparametric Bayesian networks	4
Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness	4
Preservation of distributional properties of component lifetimes by system lifetimes	4
Ordinal pattern-based change point detection	4
Data-driven portmanteau tests for time series	3
Topical collection on “goodness-of-fit, change-point and related problems”	3
Sparse overlapped linear discriminant analysis	3
Joint estimation of sparse and dense components through structured iteration	3
Nonparametric tests for semiparametric regression models	3
Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data	3
A threshold modeling for nonlinear time series of counts: application to COVID-19 data	3
Tail index estimation for discrete heavy-tailed distributions with application to statistical inference for regular markov chains	3
Reliability and optimal replacement policy for a generalized mixed shock model	3
Higher-order spatial autoregressive varying coefficient model: estimation and specification test	3
A data-driven reversible jump for estimating a finite mixture of regression models	3
Selective inference for false discovery proportion in a hidden Markov model	3
Change-point detection in a tensor regression model	3
Integrative subgroup analysis for high-dimensional mixed-type multi-response data	3
Conformal link prediction for false discovery rate control	3
Bayesian joint quantile autoregression	3
Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models	2
Comments on: exploratory functional data analysis	2
Bayes factors for peri-null hypotheses	2
Distribution-free tests for lossless feature selection in classification and regression	2
Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates	2
On variability of the mean remaining lifetime at random age	2
A statistical learning view of simple Kriging	2
Hypothesis testing in adaptively sampled data: ART to maximize power beyond iid sampling	2
Comments on: Nonparametric estimation in mixture cure models with covariates	2
A kernel-based test for the first-order separability of spatio-temporal point processes	2
Penalised hidden semi-Markov models with flexible sojourn-time distributions	2
Interquantile shrinkage in spatial additive autoregressive models	2
Reducing degradation and age of items in imperfect repair modeling	2
Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models	2
Correct specification of design matrices in linear mixed effects models: tests with graphical representation	2
Two-step semiparametric empirical likelihood inference from capture–recapture data with missing covariates	2
Composite quantile estimation in partially functional linear regression model with randomly censored responses	2
Probability of ruin within finite time and Cramér–Lundberg inequality for fractional risk processes	2
A Kolmogorov–Smirnov-type test for the two-sample problem with left-truncated data	2
Computationally efficient multilevel Gaussian process regression for functional data observed under completely or partially regular sampling designs	2
On a new concept of stochastic domination and the laws of large numbers	2
General dependence structures for some models based on exponential families with quadratic variance functions	2