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 2021-11-01 to 2025-11-01.)

Article	Citations
Rejoinder on: statistical inference and large-scale multiple testing for high-dimensional regression models	20
Multiple change point detection for high-dimensional data	18
Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach	13
Stochastic comparisons of relevation allocation policies in coherent systems	11
Conditional tail moment and reinsurance premium estimation under random right censoring	11
Modeling paired binary data by a new bivariate Bernoulli model with flexible beta kernel correlation	11
A copula formulation for multivariate latent Markov models	10
Testing Poissonity of a large number of populations	10
Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data	10
Bandwidth selection for multivariate local linear regression with correlated errors	10
On new omnibus tests of uniformity on the hypersphere	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
A simple and useful regression model for fitting count data	6
On the Randić index and its variants of network data	6
An instrumental variable approach under dependent censoring	6
Complete asymptotic expansions and the high-dimensional Bingham distributions	6
Comments on: Exploratory functional data analysis	6
A causal hidden Markov model for assessing effects of multiple direct mail campaigns	5
A general procedure for change-point detection in multivariate time series	5
Rejoinder on: Shape-based functional data analysis	5
On sums of dependent random lifetimes under the time-transformed exponential model	5
Comments on: Shape-based functional data analysis	5
Comments on: Shape-based functional data analysis	5

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 sense	5
Tractable circula densities from Fourier series	5
Ordinal pattern-based change point detection	4
Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence	4
Estimation of stability index for symmetric $$\alpha $$-stable distribution using quantile conditional variance ratios	4
Some parametric tests based on sample spacings	4
Model checking for generalized partially linear models	4
Preservation of distributional properties of component lifetimes by system lifetimes	3
Data-driven portmanteau tests for time series	3
Change-point detection in a tensor regression model	3
Tail index estimation for discrete heavy-tailed distributions with application to statistical inference for regular markov chains	3
Topical collection on “goodness-of-fit, change-point and related problems”	3
Rejoinder on: Hybrid semiparametric Bayesian networks	3
Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness	3
A threshold modeling for nonlinear time series of counts: application to COVID-19 data	3
Bayesian joint quantile autoregression	3
Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data	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
Sparse overlapped linear discriminant analysis	3
Integrative subgroup analysis for high-dimensional mixed-type multi-response data	3
Higher-order spatial autoregressive varying coefficient model: estimation and specification test	2
Bayes factors for peri-null hypotheses	2
Reducing degradation and age of items in imperfect repair modeling	2
A Kolmogorov–Smirnov-type test for the two-sample problem with left-truncated data	2
Adaptive bi-level variable selection for multivariate failure time model with a diverging number of covariates	2
Interquantile shrinkage in spatial additive autoregressive models	2
A kernel-based test for the first-order separability of spatio-temporal point processes	2
Comments on: Nonparametric estimation in mixture cure models with covariates	2
Nonparametric tests for semiparametric regression models	2
Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models	2
Distribution-free tests for lossless feature selection in classification and regression	2
A statistical learning view of simple Kriging	2
Hypothesis testing in adaptively sampled data: ART to maximize power beyond iid sampling	2
General dependence structures for some models based on exponential families with quadratic variance functions	2
Comments on: exploratory functional data analysis	2
Reliability and optimal replacement policy for a generalized mixed shock model	2
Conformal link prediction for false discovery rate control	2
Probability of ruin within finite time and Cramér–Lundberg inequality for fractional risk processes	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
On a new concept of stochastic domination and the laws of large numbers	2
Composite quantile estimation in partially functional linear regression model with randomly censored responses	2
Two-step semiparametric empirical likelihood inference from capture–recapture data with missing covariates	2