Electronic Journal of Statistics

Papers
(The median citation count of Electronic Journal of Statistics is 1. 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.)
ArticleCitations
Species abundance distribution and species accumulation curve: a general framework and results83
Pathwise least-squares estimator for linear SPDEs with additive fractional noise32
Optimal weighting for linear inverse problems25
Wilcoxon-Mann-Whitney statistics in randomized trials with non-compliance25
Kernel machines with missing covariates24
Phase transition in noisy high-dimensional random geometric graphs22
Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models22
On the notion of polynomial reach: A statistical application18
Selective inference for clustering with unknown variance16
Testing linear operator constraints in functional response regression with incomplete response functions13
Confidence sets in a sparse stochastic block model with two communities of unknown sizes13
Tempered positive Linnik processes and their representations12
Adjusting inverse regression for predictors with clustered distribution12
Decompositions of the mean continuous ranked probability score11
Nonparametric regression in nonstandard spaces11
Stochastic online convex optimization. Application to probabilistic time series forecasting11
Spectrum inference for replicated spatial locally time-harmonizable time series10
Regularized high dimension low tubal-rank tensor regression10
A supervised deep learning method for nonparametric density estimation10
Efficient density estimation in an AR(1) model9
Bootstrapping exchangeable random graphs9
Consistency of a range of penalised cost approaches for detecting multiple changepoints9
Penalized nonparametric likelihood-based inference for current status data model9
Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators9
Post-selection inference for e-value based confidence intervals9
Functional estimation of anisotropic covariance and autocovariance operators on the sphere8
Transform-scaled process priors for trait allocations in Bayesian nonparametrics8
Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions8
Nonparametric estimation of the incubation time distribution8
A general framework for tensor screening through smoothing8
High-dimensional change point detection with missing values7
Testing subspace restrictions in the presence of high dimensional nuisance parameters7
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination7
Testing partial conjunction hypotheses under dependency, with applications to meta-analysis7
Gaussian random fields on the product of spheres: Theory and applications7
Space-time integer-valued ARMA modelling for time series of counts7
Integrated empirical measures and generalizations of classical goodness-of-fit statistics6
Unified and robust tests for cross sectional independence in large panel data models6
Domain adaptation under hidden confounding6
Adaptive procedures for directional false discovery rate control6
On the nonparametric inference of coefficients of self-exciting jump-diffusion6
A new framework for Bayesian function registration6
Tail-adaptive Bayesian shrinkage6
Scalable logistic regression with crossed random effects6
Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models6
Simple sufficient condition for inadmissibility of Moran’s single-split test6
Road traffic estimation and distribution-based route selection6
Functional spherical autocorrelation: A robust estimate of the autocorrelation of a functional time series6
Estimating the proportion of signal variables under arbitrary covariance dependence5
Minimax Analysis for Inverse Risk in Nonparametric Planer Invertible Regression5
Resistant convex clustering: How does the fusion penalty enhance resistance?5
A new class of tests for convex-ordered families based on expected order statistics5
Posterior contraction rates in a sparse non-linear mixed-effects model5
Multi-label residual weighted learning for individualized combination treatment rule5
Nonparametric estimation of the expected discounted penalty function in the compound Poisson model5
On mixing rates for Bayesian CART5
The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data5
Rank determination in tensor factor model5
Selective inference using randomized group lasso estimators for general models5
Mixed semi-supervised generalized linear regression with applications to deep learning and interpolators5
Existence and breakdown analysis of M-quantiles in general Hilbert spaces5
A unified analysis of regression adjustment in randomized experiments5
Correlation tests and sample spectral coherence matrix in the high-dimensional regime5
Analysis of the rate of convergence of two regression estimates defined by neural features which are easy to implement5
Likelihood-based inference for exponential-family random graph models via linear programming5
Importance sampling-based gradient method for dimension reduction in Poisson log-normal model5
Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression5
Nonparametric regression for a circular response with error-in-covariate5
Corrigendum to “Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions”5
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend5
Concentration and consistency of sample covariance matrix functionals in sub-Gaussian models5
Bayesian regression analysis of panel count data under frailty nonhomogeneous Poisson process model with an unknown frailty distribution5
Corrigendum to “Maximum likelihood estimation in logistic regression models with a diverging number of covariates”5
Hoeffding-type decomposition for U-statistics on bipartite networks5
High-frequency volatility estimation and forecasting with a novel Bayesian LGI model5
Multiple comparison procedures for simultaneous inference in functional MANOVA4
Simultaneous factors selection and fusion of their levels in penalized logistic regression4
Deep learning for regression analysis of interval-censored data4
Regression in tensor product spaces by the method of sieves4
Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis4
Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology4
Automatic structure identification and variable selection for additive accelerated failure time model with ultra high dimensional covariates4
Convergence rates of deep ReLU networks for multiclass classification4
Random forest estimation of conditional distribution functions and conditional quantiles4
Nonparametric inference under a monotone hazard ratio order4
Localization in 1D non-parametric latent space models from pairwise affinities4
Sparse and smooth: Improved guarantees for spectral clustering in the dynamic stochastic block model4
Semi-supervised multiple testing4
ANOVEX: ANalysis Of Variability for heavy-tailed EXtremes4
Multiplicative deconvolution under unknown error distribution4
Inference and model selection in general causal time series with exogenous covariates4
Estimating causal effects with hidden confounding using instrumental variables and environments4
Transportation-based functional ANOVA and PCA for covariance operators4
Renewable Huber estimation method for streaming datasets4
Mixture of segmentation for heterogeneous functional data4
Asymptotics of Yule’s nonsense correlation for Ornstein-Uhlenbeck paths: A Wiener chaos approach4
k-sample inference via multimarginal optimal transport4
Computationally efficient inference for latent position network models4
Consistent privacy-preserving inference of group mean difference in large-scale zero-inflated right skewed data with partitioning and censoring4
Motif-based tests for bipartite networks3
Reproducible parameter inference using bagged posteriors3
High-dimensional composite quantile regression: Optimal statistical guarantees and fast algorithms3
High dimensional regression with many nuisance parameters: Both cases of specified and unspecified parameters of interest3
Construction of maximin L1-distance Latin hypercube designs3
Deconvolution of repeated measurements corrupted by unknown noise3
On the choice of the splitting ratio for the split likelihood ratio test3
Location- and scale-free procedures for distinguishing between distribution tail models3
Estimation of partially conditional average treatment effect by double kernel-covariate balancing3
Multiclass classification for multidimensional functional data through deep neural networks3
Reweighted nonparametric likelihood inference for linear functionals3
Collective proposal distributions for nonlinear MCMC samplers: Mean-field theory and fast implementation3
Change-point inference for high-dimensional heteroscedastic data3
Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity3
Robust estimation for functional logistic regression models3
Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection3
Balancing weights for non-monotone missing data3
Semi-parametric Bernstein-von Mises theorem in linear inverse problems3
Dimension independent excess risk by stochastic gradient descent3
A note on estimating the dimension from a random geometric graph3
Sufficient variable screening with high-dimensional controls3
A signature-based functional spatial autoregressive model3
Asymptotic properties of the maximum likelihood estimator for hidden Markov models indexed by binary trees3
Classification by sparse generalized additive models3
Benign overfitting of non-sparse high-dimensional linear regression with correlated noise3
Efficient estimation in tensor Curie-Weiss and Erdős-Rényi Ising models3
Unbiased test error estimation in the Poisson means problem via coupled bootstrap techniques3
A convex approach to optimum design of experiments with correlated observations3
Revisiting consistency of a recursive estimator of mixing distributions3
Minimax confidence intervals for the Sliced Wasserstein distance3
Testing the simplifying assumption in high-dimensional vine copulas3
Optimal function-on-scalar regression over complex domains3
Covariance constraints for stochastic inverse problems of computer models3
Variable selection for single-index varying-coefficients models with applications to synergistic G × E interactions3
Copula-like inference for discrete bivariate distributions with rectangular supports3
FDP control in mass-univariate linear models using the residual bootstrap3
Statistical inference for the slope parameter in functional linear regression3
Multi-sample comparison using spatial signs for infinite dimensional data3
Single-index mixture cure model under monotonicity constraints3
Projection-posterior for variable selection: Weak limit and coverage3
Adaptive nonparametric estimation in the functional linear model with functional output3
Strong identifiability and parameter learning in regression with heterogeneous response3
Optimal detection of the feature matching map in presence of noise and outliers2
Assessing the estimation of nearly singular covariance matrices for modeling spatial variables2
Covariate-informed reconstruction of partially observed functional data via factor models2
Intrinsic and extrinsic deep learning on manifolds2
Local Fréchet regression with spherical predictors2
Fast robust kernel regression through sign gradient descent with early stopping2
Bayesian semiparametric modelling of phase-varying point processes2
Two-step mixed-type multivariate Bayesian sparse variable selection with shrinkage priors2
Consistency of some sequential experimental design strategies for excursion set estimation based on vector-valued Gaussian processes2
Concentration study of M-estimators using the influence function2
Randomization tests for conditional group symmetry2
Differentially private multivariate statistics with an application to contingency table analysis2
Analytical and statistical properties of local depth functions motivated by clustering applications2
Efficient surrogate-assisted inference for patient-reported outcome measures with complex missing mechanism2
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency2
Informed Partition Models for Dependent Random Partitions2
Minimax estimation of partially-observed vector autoregressions2
Optimal convergence rates of deep neural networks in a classification setting2
Direct covariance matrix estimation with compositional data2
Smooth bootstrapping of copula functionals2
Kernel regression analysis of tie-breaker designs2
Empirical Bayes inference in sparse high-dimensional generalized linear models2
Deconvolution of spherical data corrupted with unknown noise2
Parametric convergence rate of some nonparametric estimators in mixtures of power series distributions2
Modelling time-varying first and second-order structure of time series via wavelets and differencing2
Sparse-limit approximation for t-statistics2
Random permutations generated by delay models and estimation of delay distributions2
Estimating the conditional distribution in functional regression problems2
Score function-based tests for ultrahigh-dimensional linear models2
Low-rank regularization in two-sided matrix regression2
Convergence properties of data augmentation algorithms for high-dimensional robit regression2
Likelihood-free frequentist inference: bridging classical statistics and machine learning for reliable simulator-based inference2
General model-free weighted envelope estimation2
Stacked Grenander and rearrangement estimators of a discrete distribution2
Besov-Laplace priors in density estimation: optimal posterior contraction rates and adaptation2
A functional central limit theorem for the K-function with an estimated intensity function2
Efficient sampling from the PKBD distribution2
Semiparametric empirical likelihood inference with estimating equations under density ratio models2
Bayesian inference and prediction for mean-mixtures of normal distributions2
On the power of conditional independence testing under model-X2
Multivariate weighted empirical likelihood MLE for the Cox model with various types of censored data2
Online inference in high-dimensional generalized linear models with streaming data2
Rates of convergence for random forests via generalized U-statistics2
Merging sequential e-values via martingales2
On a multivariate copula-based dependence measure and its estimation2
Online multiple testing with super-uniformity reward2
Differentially private Kolmogorov-Smirnov-type tests2
A new set of tools for goodness-of-fit validation2
smoothEM: A new approach for the simultaneous assessment of smooth patterns and spikes2
Scalable solutions for crossed random-effect models with random slopes2
Information-theoretic limits for testing community structures in weighted networks2
Statistical inference on the Hilbert sphere with application to random densities2
Nonparametric and high-dimensional functional graphical models2
Spectral norm posterior contraction in Bayesian sparse spiked covariance matrix model2
Design and analysis of bipartite experiments under a linear exposure-response model2
Off-the-grid prediction and testing for linear combination of translated features2
A distance metric-based space-filling subsampling method for nonparametric models2
Generating knockoffs via conditional independence2
High-dimensional functional graphical model structure learning via neighborhood selection approach2
Functional adaptive group lasso with its non-asymptotic bounds2
Reconstruction of line-embeddings of graphons2
Nonparametric spatial mode-oriented regression2
Binary classification with corrupted labels2
LAMN property for multivariate inhomogeneous diffusions with discrete observations2
Nonparametric regression for locally stationary functional time series2
Local false discovery rate based methods for multiple testing of one-way classified hypotheses2
Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting2
Tail inference using extreme U-statistics2
Constructing confidence intervals for the signals in sparse phase retrieval1
Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes1
Concentration inequalities for non-causal random fields1
Prediction in measurement error models1
Penalty free variable selection for high-dimensional linear models1
High-dimensional generalized linear models for Hilbert manifold covariates1
Testing LRD in the spectral domain for functional time series in manifolds1
Finite sample theory for high-dimensional functional/scalar time series with applications1
Erratum to “A discontinuity adjustment for subdistribution function confidence bands applied to right-censored competing risks data”1
Choosing the right norm for change point detection in functional data1
Conditional independence testing for discrete distributions: Beyond χ2- and G-tests1
Monitoring time series with short detection delay1
Structural mean models for instrumented difference-in-differences1
Local differential privacy in survival analysis using private failure indicators1
Sparse linear regression when noises and covariates are heavy-tailed and contaminated by outliers1
Quantile regression by dyadic CART1
Statistical inference for normal mixtures with unknown number of components1
Sensitivity analysis for constructing optimal regimes in the presence of treatment non-compliance and two active treatments1
Estimation of the global mode of a density: Minimaxity, adaptation, and computational complexity1
Robust sieve M-estimation with an application to dimensionality reduction1
Asymptotic normality of robust M-estimators with convex penalty1
Directional testing for high dimensional multivariate normal distributions1
The EAS approach to variable selection for multivariate response data in high-dimensional settings1
Partially linear quantile regression for complex nonlinear component in ultra-high dimension1
Learning the smoothness of noisy curves with application to online curve estimation1
An analysis of precision in estimation with the stochastic EM algorithm1
Multivariate strong invariance principles in Markov chain Monte Carlo1
Exponential family trend filtering on lattices1
Subgroup analysis of high dimensional survival data based on penalized fusion and model averaging1
Modeling sparsity with super heavy-tailed priors1
Instrumental variable estimation of distributional causal effects1
Convergence and concentration properties of constant step-size SGD through Markov chains1
Score-matching representative approach for big data analysis with generalized linear models1
Efficient change point detection and estimation in high-dimensional correlation matrices1
Multivariate tie-breaker designs1
Auxiliary MCMC samplers for parallelisable inference in high-dimensional latent dynamical systems1
Estimation of tail parameters with missing largest observations1
Scalable Bayesian computation for crossed and nested hierarchical models1
Limit theorems for entropic optimal transport maps and Sinkhorn divergence1
An asymptotic study of the joint maximum likelihood estimation of the regularity and the amplitude parameters of a periodized Matérn model1
Least sum of squares of trimmed residuals regression1
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