Electronic Journal of Statistics

Article	Citations
Optimal weighting for linear inverse problems	133
Kernel machines with missing covariates	44
Testing linear operator constraints in functional response regression with incomplete response functions	23
Stochastic online convex optimization. Application to probabilistic time series forecasting	14
Phase transition in noisy high-dimensional random geometric graphs	12
Unifying different theories of conformal prediction	11
Spectrum inference for replicated spatial locally time-harmonizable time series	11
On the notion of polynomial reach: A statistical application	11
Confidence sets in a sparse stochastic block model with two communities of unknown sizes	11
Accurate FWER control for Gaussian related fields: Riding the SuRF to continuous land	11
Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models	11
Post-selection inference for e-value based confidence intervals	9
Adjusting inverse regression for predictors with clustered distribution	9
Selective inference for clustering with unknown variance	8
Decompositions of the mean continuous ranked probability score	8
A supervised deep learning method for nonparametric density estimation	8
Efficient density estimation in an AR(1) model	7
Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions	7
Nonparametric estimation of the incubation time distribution	7
Road traffic estimation and distribution-based route selection	7
Likelihood-based inference for exponential-family random graph models via linear programming	7
Transform-scaled process priors for trait allocations in Bayesian nonparametrics	7
Wilcoxon-Mann-Whitney statistics in randomized trials with non-compliance	7
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination	7
Domain adaptation under hidden confounding	7

Gaussian random fields on the product of spheres: Theory and applications	7
Space-time integer-valued ARMA modelling for time series of counts	7
Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators	7
High-dimensional change point detection with missing values	7
Testing partial conjunction hypotheses under dependency, with applications to meta-analysis	7
Functional spherical autocorrelation: A robust estimate of the autocorrelation of a functional time series	7
Unified and robust tests for cross sectional independence in large panel data models	6
A new class of asymptotically distribution-free smooth tests	6
Kullback-Leibler excess risk bounds for exponential weighted aggregation in generalized linear models	6
Nonparametric two-sample hypothesis testing for low-rank random graphs of differing sizes	6
Tail-adaptive Bayesian shrinkage	6
Adaptive procedures for directional false discovery rate control	6
Selective inference using randomized group lasso estimators for general models	6
Estimating the proportion of signal variables under arbitrary covariance dependence	5
Nonparametric regression for a circular response with error-in-covariate	5
Importance sampling-based gradient method for dimension reduction in Poisson log-normal model	5
A new framework for Bayesian function registration	5
High-frequency volatility estimation and forecasting with a novel Bayesian LGI model	5
Existence and breakdown analysis of M-quantiles in general Hilbert spaces	5
Minimax Analysis for Inverse Risk in Nonparametric Planer Invertible Regression	5
Integrated empirical measures and generalizations of classical goodness-of-fit statistics	5
Corrigendum to “Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions”	5
Mixed semi-supervised generalized linear regression with applications to deep learning and interpolators	5
Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models	5
On mixing rates for Bayesian CART	4
Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression	4
Analysis of the rate of convergence of two regression estimates defined by neural features which are easy to implement	4
Concentration and consistency of sample covariance matrix functionals in sub-Gaussian models	4
Mixture of segmentation for heterogeneous functional data	4
Skeleton regression: A graph-based approach to estimation with manifold structure	4
Regularization using synthetic data for high-dimensional inference	4
Hoeffding-type decomposition for U-statistics on bipartite networks	4
Corrigendum to “Maximum likelihood estimation in logistic regression models with a diverging number of covariates”	4
Posterior contraction rates in a sparse non-linear mixed-effects model	4
Correlation tests and sample spectral coherence matrix in the high-dimensional regime	4
Computationally efficient inference for latent position network models	4
Bias corrected variance stabilizing transformation for small area estimation	4
Resistant convex clustering: How does the fusion penalty enhance resistance?	4
Estimation and inference for high-dimensional nonparametric additive instrumental-variables regression	4
Bayesian regression analysis of panel count data under frailty nonhomogeneous Poisson process model with an unknown frailty distribution	4
A new class of tests for convex-ordered families based on expected order statistics	4
Multi-label residual weighted learning for individualized combination treatment rule	4
A signature-based functional spatial autoregressive model	3
Sufficient variable screening with high-dimensional controls	3
Multiclass classification for multidimensional functional data through deep neural networks	3
Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology	3
Identifying arbitrary transformation between the slopes in scalar-on-function regression	3
Robust Bayesian inference for measurement error misspecification: The Berkson and classical cases	3
k-sample inference via multimarginal optimal transport	3
Transportation-based functional ANOVA and PCA for covariance operators	3

Renewable Huber estimation method for streaming datasets	3
Estimating causal effects with hidden confounding using instrumental variables and environments	3
Robust estimation for functional logistic regression models	3
Estimating weak Markov-switching AR(1) models	3
Optimal function-on-scalar regression over complex domains	3
Semi-parametric Bernstein-von Mises theorem in linear inverse problems	3
Efficient estimation in tensor Curie-Weiss and Erdős-Rényi Ising models	3
Variable selection for single-index varying-coefficients models with applications to synergistic G × E interactions	3
Revisiting consistency of a recursive estimator of mixing distributions	3
Classification by sparse generalized additive models	3
Simultaneous factors selection and fusion of their levels in penalized logistic regression	3
Regression in tensor product spaces by the method of sieves	3
Automatic structure identification and variable selection for additive accelerated failure time model with ultra high dimensional covariates	3
A unified analysis of regression adjustment in randomized experiments	3
Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis	3
Multiple comparison procedures for simultaneous inference in functional MANOVA	3
Reweighted nonparametric likelihood inference for linear functionals	3
Localization in 1D non-parametric latent space models from pairwise affinities	3
Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity	3
Covariance constraints for stochastic inverse problems of computer models	3
Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection	3
Construction of maximin L1-distance Latin hypercube designs	3
Asymptotic properties of the maximum likelihood estimator for hidden Markov models indexed by binary trees	3
FDP control in mass-univariate linear models using the residual bootstrap	3
Nonparametric inference under a monotone hazard ratio order	3
Consistent privacy-preserving inference of group mean difference in large-scale zero-inflated right skewed data with partitioning and censoring	3
Multiplicative deconvolution under unknown error distribution	3
Deep learning for regression analysis of interval-censored data	3
Inference for heterogeneous treatment effects with efficient instruments and machine learning	3
ANOVEX: ANalysis Of Variability for heavy-tailed EXtremes	3
Deconvolution of repeated measurements corrupted by unknown noise	3
Location- and scale-free procedures for distinguishing between distribution tail models	3
Balancing weights for non-monotone missing data	3
A note on estimating the dimension from a random geometric graph	3
Copula-like inference for discrete bivariate distributions with rectangular supports	2
Minimax estimation of partially-observed vector autoregressions	2
Unbiased test error estimation in the Poisson means problem via coupled bootstrap techniques	2
Exact recovery in the double sparse model: Sufficient and necessary signal conditions	2
Differentially private multivariate statistics with an application to contingency table analysis	2
A functional central limit theorem for the K-function with an estimated intensity function	2
Information-theoretic limits for testing community structures in weighted networks	2
Local Fréchet regression with spherical predictors	2
Fast robust kernel regression through sign gradient descent with early stopping	2
Off-the-grid prediction and testing for linear combination of translated features	2
Resampling-free inference for time series via RKHS embedding	2
Bayesian inference and prediction for mean-mixtures of normal distributions	2
Tail inference using extreme U-statistics	2
Multivariate weighted empirical likelihood MLE for the Cox model with various types of censored data	2
Reproducible parameter inference using bagged posteriors	2
Nonparametric spatial mode-oriented regression	2
Adaptive nonparametric estimation in the functional linear model with functional output	2
A distance metric-based space-filling subsampling method for nonparametric models	2
Projection-posterior for variable selection: Weak limit and coverage	2
Online inference in high-dimensional generalized linear models with streaming data	2
Strong identifiability and parameter learning in regression with heterogeneous response	2
Structure learning and causal effect estimation from unbalanced groups	2
Benign overfitting of non-sparse high-dimensional linear regression with correlated noise	2
Merging sequential e-values via martingales	2
Convergence properties of data augmentation algorithms for high-dimensional robit regression	2
Randomization tests for conditional group symmetry	2
Random permutations generated by delay models and estimation of delay distributions	2
Online multiple testing with super-uniformity reward	2
Spectral norm posterior contraction in Bayesian sparse spiked covariance matrix model	2
smoothEM: A new approach for the simultaneous assessment of smooth patterns and spikes	2
General model-free weighted envelope estimation	2
Random interval distillation for detection of change-points in Markov chain Bernoulli networks	2
Assessing the estimation of nearly singular covariance matrices for modeling spatial variables	2
High-dimensional functional graphical model structure learning via neighborhood selection approach	2
Efficient sampling from the PKBD distribution	2
Covariate-informed reconstruction of partially observed functional data via factor models	2
Optimal convergence rates of deep neural networks in a classification setting	2
Change-point inference for high-dimensional heteroscedastic data	2
Statistical learnability of smooth boundaries via pairwise binary classification with deep ReLU networks	2
High-dimensional composite quantile regression: Optimal statistical guarantees and fast algorithms	2
Differentially private Kolmogorov-Smirnov-type tests	2
High dimensional regression with many nuisance parameters: Both cases of specified and unspecified parameters of interest	2
Sparse-limit approximation for t-statistics	2
Empirical Bayes inference in sparse high-dimensional generalized linear models	2
Parametric convergence rate of some nonparametric estimators in mixtures of power series distributions	2
Analytical and statistical properties of local depth functions motivated by clustering applications	2

Low-rank regularization in two-sided matrix regression	2
Scalable solutions for crossed random-effect models with random slopes	2
Score function-based tests for ultrahigh-dimensional linear models	2
Consistency of some sequential experimental design strategies for excursion set estimation based on vector-valued Gaussian processes	2
Direct covariance matrix estimation with compositional data	2
Functional adaptive group lasso with its non-asymptotic bounds	2
Uniform Bahadur representation of the backfitting estimator for additive quantile models and its applications	2
Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting	2
A note on the limit theorems for hitting times of path-dependent functionals of Itô semimartingales	2
Consistency of Lloyd’s algorithm under perturbations	2
A new set of tools for goodness-of-fit validation	2
Kernel regression analysis of tie-breaker designs	2
Single-index mixture cure model under monotonicity constraints	2
Generative semi-supervised classification	2
Maximum profile binomial likelihood estimation for the semiparametric Box–Cox power transformation model	1
Adaptive warped kernel estimation for nonparametric regression with circular responses	1
Sparse and integrative principal component analysis for multiview data	1
Modified wavelet variation for the Hermite processes	1
Wasserstein-Fréchet integration of conditional distributions	1
Quantile-constrained Wasserstein projections for robust interpretability of numerical and machine learning models	1
Adversarial meta-learning of Gamma-minimax estimators that leverage prior knowledge	1
On a general class of functionals: Statistical inference and application to risk measures	1
Multiple testing with anytime-valid Monte Carlo p-values	1
Least sum of squares of trimmed residuals regression	1
Robust estimation under a semiparametric propensity model for nonignorable missing data	1
Estimation of high-dimensional change-points under a group sparsity structure	1
Sparse linear regression when noises and covariates are heavy-tailed and contaminated by outliers	1
Weighted Random Dot Product Graphs	1
Sieve estimation of semiparametric accelerated mean models with panel count data	1
Monitoring time series with short detection delay	1
Model selection for unit-root time series with many predictors	1
Testing LRD in the spectral domain for functional time series in manifolds	1
Exact bounds of Spearman’s footrule in the presence of missing data with applications to independence testing	1
Scalable Bayesian computation for crossed and nested hierarchical models	1
Two-step mixed-type multivariate Bayesian sparse variable selection with shrinkage priors	1
Two-sample covariance inference in high-dimensional elliptical models	1
An omnibus embedding of multiple random graphs and implications for multiscale network inference	1
Convergence and concentration properties of constant step-size SGD through Markov chains	1
Sharp optimality of sparse group LASSO and SLOPE under weaker assumptions	1
An analysis of precision in estimation with the stochastic EM algorithm	1
Testing for the network small-world property	1
Path-dependent parametric decompositions in Ising models	1
Non-parametric estimation for the stochastic wave equation	1
Characterizing the minimax rate of nonparametric regression under bounded star-shaped constraints	1
Discrepancy-based inference for intractable generative models using Quasi-Monte Carlo	1
Likelihood-free frequentist inference: bridging classical statistics and machine learning for reliable simulator-based inference	1
Cross-validation approaches for multi-study predictions	1
Robust propensity score weighting estimation under missing at random	1
On a semiparametric estimation method for AFT mixture cure models	1
A bipartite ranking approach to the two-sample problem	1
Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression	1
Structural mean models for instrumented difference-in-differences	1
On dependent Dirichlet processes for general Polish spaces	1
Two-sample and change-point inference for non-Euclidean valued time series	1
Multivariate strong invariance principles in Markov chain Monte Carlo	1
Fast and optimal inference for change points in piecewise polynomials via differencing	1
Local differential privacy in survival analysis using private failure indicators	1
Efficient surrogate-assisted inference for patient-reported outcome measures with complex missing mechanism	1
An asymptotic study of the joint maximum likelihood estimation of the regularity and the amplitude parameters of a periodized Matérn model	1
Intrinsic and extrinsic deep learning on manifolds	1
ℓ1-regularized generalized least squares	1
Informed Partition Models for Dependent Random Partitions	1
Limit theorems for entropic optimal transport maps and Sinkhorn divergence	1
Deconvolution of spherical data corrupted with unknown noise	1
Structure learning via unstructured kernel-based M-estimation	1
Generating knockoffs via conditional independence	1
Multiple regression for matrix and vector predictors: Models, theory, algorithms, and beyond	1
A penalised bootstrap estimation procedure for the explained Gini coefficient	1
Subsampling-based modified Bayesian information criterion for large-scale stochastic block models	1
Generalized Bayesian likelihood-free inference	1
Comparing regularisation paths of (conjugate) gradient estimators in ridge regression	1
Convergence rates for estimating multivariate scale mixtures of uniform densities	1
Turning the information-sharing dial: Efficient inference from different data sources	1
Approximate Bayesian computation using the Fourier integral theorem	1
Inference for dependent error functional data: Covariance function	1
Nonparametric linear feature learning in regression through regularisation	1
Clustered Archimax copulas	1
Intuitive joint priors for Bayesian linear multilevel models: The R2D2M2 prior	1
Asymptotic confidence intervals for extreme quantiles in a maximum domain of attraction	1
Asymptotic normality of Gini correlation in high dimension with applications to the K-sample problem	1
Fair Community Detection and Structure Learning in Heterogeneous Graphical Models	1
Power of weighted test statistics for structural change in time series	1
A novel characterization of structures in smooth regression curves: From a viewpoint of persistent homology	1
Nonparametric regression for current status censored response	1
Multivariate tie-breaker designs	1
Group-weighted conformal prediction	1
Penalty free variable selection for high-dimensional linear models	1
Analysis of the expected L2 error of an over-parametrized deep neural network estimate learned by gradient descent without regularization	1
Subgroup analysis of high dimensional survival data based on penalized fusion and model averaging	1
Design and analysis of bipartite experiments under a linear exposure-response model	1
Envelopes and principal component regression	1
Fractionally integrated curve time series with cointegration	1
Instrumental variable estimation of distributional causal effects	1
Large-sample properties of non-stationary source separation for Gaussian signals	1
Exponential family trend filtering on lattices	1