Electronic Journal of Statistics

Article	Citations
Spectrum inference for replicated spatial locally time-harmonizable time series	49
Optimal weighting for linear inverse problems	22
Phase transition in noisy high-dimensional random geometric graphs	22
Wilcoxon-Mann-Whitney statistics in randomized trials with non-compliance	20
Pathwise least-squares estimator for linear SPDEs with additive fractional noise	17
Stochastic online convex optimization. Application to probabilistic time series forecasting	17
Kernel machines with missing covariates	17
Regularized high dimension low tubal-rank tensor regression	16
Decompositions of the mean continuous ranked probability score	11
Species abundance distribution and species accumulation curve: a general framework and results	11
Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models	11
On the notion of polynomial reach: A statistical application	10
Post-selection inference for e-value based confidence intervals	10
Selective inference for clustering with unknown variance	9
Bootstrapping exchangeable random graphs	8
Tempered positive Linnik processes and their representations	8
A supervised deep learning method for nonparametric density estimation	7
Space-time integer-valued ARMA modelling for time series of counts	7
Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions	7
Gaussian random fields on the product of spheres: Theory and applications	7
Testing linear operator constraints in functional response regression with incomplete response functions	7
Nonparametric regression in nonstandard spaces	7
Functional estimation of anisotropic covariance and autocovariance operators on the sphere	6
Consistency of a range of penalised cost approaches for detecting multiple changepoints	6
Efficient density estimation in an AR(1) model	6

Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators	6
A general framework for tensor screening through smoothing	6
Penalized nonparametric likelihood-based inference for current status data model	6
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination	6
Road traffic estimation and distribution-based route selection	5
On the nonparametric inference of coefficients of self-exciting jump-diffusion	5
Nonparametric estimation of the incubation time distribution	5
Testing partial conjunction hypotheses under dependency, with applications to meta-analysis	5
A new framework for Bayesian function registration	5
Adaptive procedures for directional false discovery rate control	5
Scalable logistic regression with crossed random effects	5
Testing subspace restrictions in the presence of high dimensional nuisance parameters	5
Functional spherical autocorrelation: A robust estimate of the autocorrelation of a functional time series	5
Integrated empirical measures and generalizations of classical goodness-of-fit statistics	5
Likelihood-based inference for exponential-family random graph models via linear programming	5
Rank determination in tensor factor model	5
Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models	5
Tail-adaptive Bayesian shrinkage	5
Simple sufficient condition for inadmissibility of Moran’s single-split test	5
Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression	4
Minimax Analysis for Inverse Risk in Nonparametric Planer Invertible Regression	4
Analysis of the rate of convergence of two regression estimates defined by neural features which are easy to implement	4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend	4
Bayesian regression analysis of panel count data under frailty nonhomogeneous Poisson process model with an unknown frailty distribution	4
Estimating the proportion of signal variables under arbitrary covariance dependence	4
Resistant convex clustering: How does the fusion penalty enhance resistance?	4
Nonparametric estimation of the expected discounted penalty function in the compound Poisson model	4
Multi-label residual weighted learning for individualized combination treatment rule	4
Mixture of segmentation for heterogeneous functional data	4
The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data	4
High-frequency volatility estimation and forecasting with a novel Bayesian LGI model	4
Importance sampling-based gradient method for dimension reduction in Poisson log-normal model	4
Computationally efficient inference for latent position network models	4
A unified analysis of regression adjustment in randomized experiments	4
Corrigendum to “Maximum likelihood estimation in logistic regression models with a diverging number of covariates”	4
Multi-sample comparison using spatial signs for infinite dimensional data	3
Multiplicative deconvolution under unknown error distribution	3
Transportation-based functional ANOVA and PCA for covariance operators	3
Random forest estimation of conditional distribution functions and conditional quantiles	3
ANOVEX: ANalysis Of Variability for heavy-tailed EXtremes	3
Sparse and smooth: Improved guarantees for spectral clustering in the dynamic stochastic block model	3
Regression in tensor product spaces by the method of sieves	3
Reweighted nonparametric likelihood inference for linear functionals	3
Nonparametric inference under a monotone hazard ratio order	3
Simultaneous factors selection and fusion of their levels in penalized logistic regression	3
Convergence rates of deep ReLU networks for multiclass classification	3
Deep learning for regression analysis of interval-censored data	3
Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis	3
On the choice of the splitting ratio for the split likelihood ratio test	3
Sufficient variable screening with high-dimensional controls	3

Variable selection for single-index varying-coefficients models with applications to synergistic G × E interactions	3
Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology	3
Semi-supervised multiple testing	3
Inference and model selection in general causal time series with exogenous covariates	3
Renewable Huber estimation method for streaming datasets	3
Localization in 1D non-parametric latent space models from pairwise affinities	3
Estimating causal effects with hidden confounding using instrumental variables and environments	3
Asymptotics of Yule’s nonsense correlation for Ornstein-Uhlenbeck paths: A Wiener chaos approach	3
Dimension independent excess risk by stochastic gradient descent	3
Optimal function-on-scalar regression over complex domains	2
Direct covariance matrix estimation with compositional data	2
Efficient estimation in tensor Curie-Weiss and Erdős-Rényi Ising models	2
Minimax confidence intervals for the Sliced Wasserstein distance	2
Copula-like inference for discrete bivariate distributions with rectangular supports	2
High-dimensional composite quantile regression: Optimal statistical guarantees and fast algorithms	2
Single-index mixture cure model under monotonicity constraints	2
Statistical inference on the Hilbert sphere with application to random densities	2
Revisiting consistency of a recursive estimator of mixing distributions	2
Construction of maximin L1-distance Latin hypercube designs	2
Unbiased test error estimation in the Poisson means problem via coupled bootstrap techniques	2
Covariate-informed reconstruction of partially observed functional data via factor models	2
Off-the-grid prediction and testing for linear combination of translated features	2
Bayesian semiparametric modelling of phase-varying point processes	2
Differentially private multivariate statistics with an application to contingency table analysis	2
Motif-based tests for bipartite networks	2
Random permutations generated by delay models and estimation of delay distributions	2
Collective proposal distributions for nonlinear MCMC samplers: Mean-field theory and fast implementation	2
A convex approach to optimum design of experiments with correlated observations	2
Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection	2
Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity	2
Location- and scale-free procedures for distinguishing between distribution tail models	2
FDP control in mass-univariate linear models using the residual bootstrap	2
Classification by sparse generalized additive models	2
Estimation of partially conditional average treatment effect by double kernel-covariate balancing	2
Covariance constraints for stochastic inverse problems of computer models	2
General model-free weighted envelope estimation	2
Convergence properties of data augmentation algorithms for high-dimensional robit regression	2
A new set of tools for goodness-of-fit validation	2
A note on estimating the dimension from a random geometric graph	2
Change-point inference for high-dimensional heteroscedastic data	2
Benign overfitting of non-sparse high-dimensional linear regression with correlated noise	2
Reproducible parameter inference using bagged posteriors	2
Semi-parametric Bernstein-von Mises theorem in linear inverse problems	2
Statistical inference for the slope parameter in functional linear regression	2
Testing the simplifying assumption in high-dimensional vine copulas	2
Multiclass classification for multidimensional functional data through deep neural networks	2
Strong identifiability and parameter learning in regression with heterogeneous response	2
Spectral norm posterior contraction in Bayesian sparse spiked covariance matrix model	2
Robust estimation for functional logistic regression models	2
On a multivariate copula-based dependence measure and its estimation	2
Estimation of high-dimensional change-points under a group sparsity structure	1
Consistency of some sequential experimental design strategies for excursion set estimation based on vector-valued Gaussian processes	1
Approximate Bayesian computation using the Fourier integral theorem	1
Empirical Bayes inference in sparse high-dimensional generalized linear models	1
Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression	1
Semiparametric empirical likelihood inference with estimating equations under density ratio models	1
Adaptive warped kernel estimation for nonparametric regression with circular responses	1
Modelling time-varying first and second-order structure of time series via wavelets and differencing	1
Bernstein-von Mises theorem for the Pitman-Yor process of nonnegative type	1
LAMN property for multivariate inhomogeneous diffusions with discrete observations	1
A distance metric-based space-filling subsampling method for nonparametric models	1
Extending the generalized Wendland covariance model	1
Sparse-limit approximation for t-statistics	1
Local false discovery rate based methods for multiple testing of one-way classified hypotheses	1
Sieve estimation of semiparametric accelerated mean models with panel count data	1
Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting	1
Differentially private Kolmogorov-Smirnov-type tests	1
Asymptotic normality of simultaneous estimators of cyclic long-memory processes	1
Assessing the estimation of nearly singular covariance matrices for modeling spatial variables	1
Intrinsic and extrinsic deep learning on manifolds	1
Minimax optimal conditional density estimation under total variation smoothness	1
Optimal convergence rates of deep neural networks in a classification setting	1
Turning the information-sharing dial: Efficient inference from different data sources	1
Efficient surrogate-assisted inference for patient-reported outcome measures with complex missing mechanism	1
On a semiparametric estimation method for AFT mixture cure models	1
Generating knockoffs via conditional independence	1
High-dimensional functional graphical model structure learning via neighborhood selection approach	1
Power of weighted test statistics for structural change in time series	1
Tail inference using extreme U-statistics	1
Nonparametric linear feature learning in regression through regularisation	1

Score function-based tests for ultrahigh-dimensional linear models	1
Estimating individualized treatment rules for treatments with hierarchical structure	1
Two-step mixed-type multivariate Bayesian sparse variable selection with shrinkage priors	1
Multivariate weighted empirical likelihood MLE for the Cox model with various types of censored data	1
Minimax estimation of partially-observed vector autoregressions	1
Robust propensity score weighting estimation under missing at random	1
Efficient sampling from the PKBD distribution	1
Analytical and statistical properties of local depth functions motivated by clustering applications	1
Low-rank regularization in two-sided matrix regression	1
Rates of convergence for random forests via generalized U-statistics	1
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency	1
Generalized Bayesian likelihood-free inference	1
Bayesian inference and prediction for mean-mixtures of normal distributions	1
Stacked Grenander and rearrangement estimators of a discrete distribution	1
Large-sample properties of non-stationary source separation for Gaussian signals	1
Optimal detection of the feature matching map in presence of noise and outliers	1
Fast robust kernel regression through sign gradient descent with early stopping	1
Maximum profile binomial likelihood estimation for the semiparametric Box–Cox power transformation model	1
Adversarial meta-learning of Gamma-minimax estimators that leverage prior knowledge	1
A penalised bootstrap estimation procedure for the explained Gini coefficient	1
Estimating the conditional distribution in functional regression problems	1
Two-sample and change-point inference for non-Euclidean valued time series	1
Besov-Laplace priors in density estimation: optimal posterior contraction rates and adaptation	1
Online inference in high-dimensional generalized linear models with streaming data	1
Testing for the network small-world property	1
Concentration study of M-estimators using the influence function	1
Asymptotic confidence intervals for extreme quantiles in a maximum domain of attraction	1
A functional central limit theorem for the K-function with an estimated intensity function	1
On dependent Dirichlet processes for general Polish spaces	1
Merging sequential e-values via martingales	1
Fast and optimal inference for change points in piecewise polynomials via differencing	1
Kernel regression analysis of tie-breaker designs	1
Reconstruction of line-embeddings of graphons	1
Regression analysis of semiparametric Cox-Aalen transformation models with partly interval-censored data	1
Smooth bootstrapping of copula functionals	1
Binary classification with corrupted labels	1
Design and analysis of bipartite experiments under a linear exposure-response model	1
Likelihood-free frequentist inference: bridging classical statistics and machine learning for reliable simulator-based inference	1
On the power of conditional independence testing under model-X	1
Sparse and integrative principal component analysis for multiview data	1
Deconvolution of spherical data corrupted with unknown noise	1
Nonparametric and high-dimensional functional graphical models	1
Discrepancy-based inference for intractable generative models using Quasi-Monte Carlo	1
Online multiple testing with super-uniformity reward	1
Wasserstein-Fréchet integration of conditional distributions	1
Fractionally integrated curve time series with cointegration	1
Nonparametric regression for current status censored response	1
Model selection and inference for estimation of causal parameters	1
Nonparametric regression for locally stationary functional time series	1
Robust consistent estimators for ROC curves with covariates	0
On sufficient variable screening using log odds ratio filter	0
Topological K-means clustering in reproducing kernel Hilbert spaces	0
High-frequency estimation of the Lévy-driven Graph Ornstein-Uhlenbeck process	0
Efficient nonparametric estimation of distribution for current status censoring	0
Depth level set estimation and associated risk measures	0
High-dimensional data segmentation in regression settings permitting temporal dependence and non-Gaussianity	0
Isotonic regression for elicitable functionals and their Bayes risk	0
Uniform confidence band for optimal transport map on one-dimensional data	0
The empirical saddlepoint estimator	0
Improved estimators for semi-supervised high-dimensional regression model	0
Nested covariance functions on graphs with Euclidean edges cross time	0
Divide-and-conquer Bayesian inference in hidden Markov models	0
Finite sample smeariness of Fréchet means with application to climate	0
Statistical limits of sparse mixture detection	0
Minimal σ-field for flexible sufficient dimension reduction	0
Efficient sparsity adaptive changepoint estimation	0
Predictive densities for multivariate normal models based on extended models and shrinkage Bayes methods	0
Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening	0
Estimation of conditional mean operator under the bandable covariance structure	0
High-dimensional sufficient dimension reduction through principal projections	0
Flexible inference of optimal individualized treatment strategy in covariate adjusted randomization with multiple covariates	0
Consistency of maximum likelihood for continuous-space network models I	0
Uniform estimation in stochastic block models is slow	0
A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models	0
Generalized Rescaled Pólya urn and its statistical application	0
Covariance estimation under missing observations and L4−L2 moment equivalence	0
Fréchet single index models for object response regression	0
Bayesian one- and two-sided inference on the local effective dimension	0
Regenerative bootstrap for β-null recurrent Markov chains	0
Understanding best subset selection: A tale of two c(omplex)ities	0
Efficient Bayesian estimation and use of cut posterior in semiparametric hidden Markov models	0
Confounder adjustment in single index function-on-scalar regression model	0
A note on the equivalence between the conditional uncorrelation and the independence of random variables	0
Robust inference in AR-G/GARCH models under model uncertainty	0
Inference on testing the number of spikes in a high-dimensional generalized spiked Fisher matrix	0
High–dimensional local linear regression under sparsity and convex losses	0
Improved estimation in tensor regression with multiple change-points	0
Characterization of the solutions set of the generalized LASSO problems for non-full rank cases	0
Strong consistency guarantees for clustering high-dimensional bipartite graphs with the spectral method	0
De-noising analysis of noisy data under mixed graphical models	0
Spatio-temporal point process intensity estimation using zero-deflated subsampling applied to a lightning strikes dataset in France	0
A functional nonlinear mixed effects modeling framework for longitudinal functional responses	0
Poisson mean vector estimation with nonparametric maximum likelihood estimation and application to protein domain data	0
Subnetwork estimation for spatial autoregressive models in large-scale networks	0
The ensemble conditional variance estimator for sufficient dimension reduction	0