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 2022-05-01 to 2026-05-01.)
ArticleCitations
Optimal weighting for linear inverse problems106
Wilcoxon-Mann-Whitney statistics in randomized trials with non-compliance38
Kernel machines with missing covariates21
Testing linear operator constraints in functional response regression with incomplete response functions12
Phase transition in noisy high-dimensional random geometric graphs11
Stochastic online convex optimization. Application to probabilistic time series forecasting11
Spectrum inference for replicated spatial locally time-harmonizable time series10
Confidence sets in a sparse stochastic block model with two communities of unknown sizes10
Post-selection inference for e-value based confidence intervals9
Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models8
On the notion of polynomial reach: A statistical application7
Accurate FWER control for Gaussian related fields: Riding the SuRF to continuous land7
Efficient density estimation in an AR(1) model7
Selective inference for clustering with unknown variance7
Decompositions of the mean continuous ranked probability score7
Adjusting inverse regression for predictors with clustered distribution7
A supervised deep learning method for nonparametric density estimation7
Unifying different theories of conformal prediction7
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination6
Space-time integer-valued ARMA modelling for time series of counts6
Nonparametric estimation of the incubation time distribution6
Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators6
Gaussian random fields on the product of spheres: Theory and applications6
Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions6
Transform-scaled process priors for trait allocations in Bayesian nonparametrics6
Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models6
High-dimensional change point detection with missing values6
Selective inference using randomized group lasso estimators for general models5
Testing partial conjunction hypotheses under dependency, with applications to meta-analysis5
Domain adaptation under hidden confounding5
Integrated empirical measures and generalizations of classical goodness-of-fit statistics5
Likelihood-based inference for exponential-family random graph models via linear programming5
Tail-adaptive Bayesian shrinkage5
A new framework for Bayesian function registration5
Road traffic estimation and distribution-based route selection5
Kullback-Leibler excess risk bounds for exponential weighted aggregation in generalized linear models4
Unified and robust tests for cross sectional independence in large panel data models4
High-frequency volatility estimation and forecasting with a novel Bayesian LGI model4
Mixed semi-supervised generalized linear regression with applications to deep learning and interpolators4
Resistant convex clustering: How does the fusion penalty enhance resistance?4
Corrigendum to “Maximum likelihood estimation in logistic regression models with a diverging number of covariates”4
Importance sampling-based gradient method for dimension reduction in Poisson log-normal model4
Adaptive procedures for directional false discovery rate control4
Estimating the proportion of signal variables under arbitrary covariance dependence4
Corrigendum to “Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions”4
Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression4
On mixing rates for Bayesian CART4
Analysis of the rate of convergence of two regression estimates defined by neural features which are easy to implement4
Functional spherical autocorrelation: A robust estimate of the autocorrelation of a functional time series4
Nonparametric two-sample hypothesis testing for low-rank random graphs of differing sizes4
Minimax Analysis for Inverse Risk in Nonparametric Planer Invertible Regression4
Hoeffding-type decomposition for U-statistics on bipartite networks4
Existence and breakdown analysis of M-quantiles in general Hilbert spaces4
Estimation and inference for high-dimensional nonparametric additive instrumental-variables regression4
Nonparametric regression for a circular response with error-in-covariate4
Mixture of segmentation for heterogeneous functional data3
ANOVEX: ANalysis Of Variability for heavy-tailed EXtremes3
Computationally efficient inference for latent position network models3
A unified analysis of regression adjustment in randomized experiments3
Transportation-based functional ANOVA and PCA for covariance operators3
Multi-label residual weighted learning for individualized combination treatment rule3
Location- and scale-free procedures for distinguishing between distribution tail models3
Regression in tensor product spaces by the method of sieves3
Automatic structure identification and variable selection for additive accelerated failure time model with ultra high dimensional covariates3
Simultaneous factors selection and fusion of their levels in penalized logistic regression3
Multiple comparison procedures for simultaneous inference in functional MANOVA3
Correlation tests and sample spectral coherence matrix in the high-dimensional regime3
Posterior contraction rates in a sparse non-linear mixed-effects model3
Concentration and consistency of sample covariance matrix functionals in sub-Gaussian models3
Skeleton regression: A graph-based approach to estimation with manifold structure3
Renewable Huber estimation method for streaming datasets3
Nonparametric inference under a monotone hazard ratio order3
Consistent privacy-preserving inference of group mean difference in large-scale zero-inflated right skewed data with partitioning and censoring3
Multiplicative deconvolution under unknown error distribution3
Deep learning for regression analysis of interval-censored data3
Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis3
Estimating causal effects with hidden confounding using instrumental variables and environments3
A new class of tests for convex-ordered families based on expected order statistics3
Bayesian regression analysis of panel count data under frailty nonhomogeneous Poisson process model with an unknown frailty distribution3
Inference for heterogeneous treatment effects with efficient instruments and machine learning3
Localization in 1D non-parametric latent space models from pairwise affinities3
Robust Bayesian inference for measurement error misspecification: The Berkson and classical cases3
Multiclass classification for multidimensional functional data through deep neural networks3
Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology3
k-sample inference via multimarginal optimal transport3
Change-point inference for high-dimensional heteroscedastic data2
Structure learning and causal effect estimation from unbalanced groups2
Semi-parametric Bernstein-von Mises theorem in linear inverse problems2
Random interval distillation for detection of change-points in Markov chain Bernoulli networks2
Balancing weights for non-monotone missing data2
High-dimensional functional graphical model structure learning via neighborhood selection approach2
Unbiased test error estimation in the Poisson means problem via coupled bootstrap techniques2
Off-the-grid prediction and testing for linear combination of translated features2
Consistency of some sequential experimental design strategies for excursion set estimation based on vector-valued Gaussian processes2
Reproducible parameter inference using bagged posteriors2
A note on the limit theorems for hitting times of path-dependent functionals of Itô semimartingales2
Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection2
Random permutations generated by delay models and estimation of delay distributions2
Asymptotic properties of the maximum likelihood estimator for hidden Markov models indexed by binary trees2
Variable selection for single-index varying-coefficients models with applications to synergistic G × E interactions2
Reweighted nonparametric likelihood inference for linear functionals2
High-dimensional composite quantile regression: Optimal statistical guarantees and fast algorithms2
A new set of tools for goodness-of-fit validation2
Benign overfitting of non-sparse high-dimensional linear regression with correlated noise2
A functional central limit theorem for the K-function with an estimated intensity function2
High dimensional regression with many nuisance parameters: Both cases of specified and unspecified parameters of interest2
Score function-based tests for ultrahigh-dimensional linear models2
Copula-like inference for discrete bivariate distributions with rectangular supports2
General model-free weighted envelope estimation2
Covariance constraints for stochastic inverse problems of computer models2
Tail inference using extreme U-statistics2
Adaptive nonparametric estimation in the functional linear model with functional output2
Robust estimation for functional logistic regression models2
Uniform Bahadur representation of the backfitting estimator for additive quantile models and its applications2
Efficient estimation in tensor Curie-Weiss and Erdős-Rényi Ising models2
Scalable solutions for crossed random-effect models with random slopes2
Classification by sparse generalized additive models2
Sufficient variable screening with high-dimensional controls2
A signature-based functional spatial autoregressive model2
Revisiting consistency of a recursive estimator of mixing distributions2
Convergence properties of data augmentation algorithms for high-dimensional robit regression2
Minimax estimation of partially-observed vector autoregressions2
Strong identifiability and parameter learning in regression with heterogeneous response2
Empirical Bayes inference in sparse high-dimensional generalized linear models2
Projection-posterior for variable selection: Weak limit and coverage2
Resampling-free inference for time series via RKHS embedding2
Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity2
Direct covariance matrix estimation with compositional data2
Spectral norm posterior contraction in Bayesian sparse spiked covariance matrix model2
Optimal function-on-scalar regression over complex domains2
Covariate-informed reconstruction of partially observed functional data via factor models2
Deconvolution of repeated measurements corrupted by unknown noise2
Differentially private multivariate statistics with an application to contingency table analysis2
Single-index mixture cure model under monotonicity constraints2
Construction of maximin L1-distance Latin hypercube designs2
FDP control in mass-univariate linear models using the residual bootstrap2
A note on estimating the dimension from a random geometric graph2
Local Fréchet regression with spherical predictors2
Adaptive warped kernel estimation for nonparametric regression with circular responses1
Likelihood-free frequentist inference: bridging classical statistics and machine learning for reliable simulator-based inference1
Fast and optimal inference for change points in piecewise polynomials via differencing1
Non-parametric estimation for the stochastic wave equation1
Testing for the network small-world property1
Nonparametric linear feature learning in regression through regularisation1
Approximate Bayesian computation using the Fourier integral theorem1
Characterizing the minimax rate of nonparametric regression under bounded star-shaped constraints1
Besov-Laplace priors in density estimation: optimal posterior contraction rates and adaptation1
Quantile-constrained Wasserstein projections for robust interpretability of numerical and machine learning models1
Intuitive joint priors for Bayesian linear multilevel models: The R2D2M2 prior1
Nonparametric spatial mode-oriented regression1
Monitoring time series with short detection delay1
Online multiple testing with super-uniformity reward1
Inference for dependent error functional data: Covariance function1
Parametric convergence rate of some nonparametric estimators in mixtures of power series distributions1
Multiple testing with anytime-valid Monte Carlo p-values1
Online inference in high-dimensional generalized linear models with streaming data1
Model selection and inference for estimation of causal parameters1
Bayesian inference and prediction for mean-mixtures of normal distributions1
Randomization tests for conditional group symmetry1
Fractionally integrated curve time series with cointegration1
Merging sequential e-values via martingales1
Information-theoretic limits for testing community structures in weighted networks1
Adversarial meta-learning of Gamma-minimax estimators that leverage prior knowledge1
Consistency of Lloyd’s algorithm under perturbations1
Two-step mixed-type multivariate Bayesian sparse variable selection with shrinkage priors1
Estimation of high-dimensional change-points under a group sparsity structure1
Assessing the estimation of nearly singular covariance matrices for modeling spatial variables1
Generating knockoffs via conditional independence1
Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression1
Cross-validation approaches for multi-study predictions1
A bipartite ranking approach to the two-sample problem1
Maximum profile binomial likelihood estimation for the semiparametric Box–Cox power transformation model1
On a semiparametric estimation method for AFT mixture cure models1
On dependent Dirichlet processes for general Polish spaces1
Convergence rates for estimating multivariate scale mixtures of uniform densities1
Informed Partition Models for Dependent Random Partitions1
Asymptotic normality of Gini correlation in high dimension with applications to the K-sample problem1
Clustered Archimax copulas1
Functional adaptive group lasso with its non-asymptotic bounds1
Exponential family trend filtering on lattices1
Generalized Bayesian likelihood-free inference1
Power of weighted test statistics for structural change in time series1
A distance metric-based space-filling subsampling method for nonparametric models1
Exact bounds of Spearman’s footrule in the presence of missing data with applications to independence testing1
Generative semi-supervised classification1
smoothEM: A new approach for the simultaneous assessment of smooth patterns and spikes1
Wasserstein-Fréchet integration of conditional distributions1
Sparse-limit approximation for t-statistics1
Intrinsic and extrinsic deep learning on manifolds1
Turning the information-sharing dial: Efficient inference from different data sources1
Optimal convergence rates of deep neural networks in a classification setting1
Fast robust kernel regression through sign gradient descent with early stopping1
Regression analysis of semiparametric Cox-Aalen transformation models with partly interval-censored data1
Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting1
Subsampling-based modified Bayesian information criterion for large-scale stochastic block models1
Efficient surrogate-assisted inference for patient-reported outcome measures with complex missing mechanism1
Robust propensity score weighting estimation under missing at random1
Multivariate weighted empirical likelihood MLE for the Cox model with various types of censored data1
Large-sample properties of non-stationary source separation for Gaussian signals1
Asymptotic confidence intervals for extreme quantiles in a maximum domain of attraction1
Discrepancy-based inference for intractable generative models using Quasi-Monte Carlo1
Modified wavelet variation for the Hermite processes1
A penalised bootstrap estimation procedure for the explained Gini coefficient1
Two-sample and change-point inference for non-Euclidean valued time series1
On a general class of functionals: Statistical inference and application to risk measures1
Extending the generalized Wendland covariance model1
Fair Community Detection and Structure Learning in Heterogeneous Graphical Models1
Exact recovery in the double sparse model: Sufficient and necessary signal conditions1
Comparing regularisation paths of (conjugate) gradient estimators in ridge regression1
Differentially private Kolmogorov-Smirnov-type tests1
Robust estimation under a semiparametric propensity model for nonignorable missing data1
Analytical and statistical properties of local depth functions motivated by clustering applications1
Sieve estimation of semiparametric accelerated mean models with panel count data1
Statistical learnability of smooth boundaries via pairwise binary classification with deep ReLU networks1
Design and analysis of bipartite experiments under a linear exposure-response model1
Group-weighted conformal prediction1
Efficient sampling from the PKBD distribution1
Analysis of the expected L2 error of an over-parametrized deep neural network estimate learned by gradient descent without regularization1
Sparse and integrative principal component analysis for multiview data1
Kernel regression analysis of tie-breaker designs1
Low-rank regularization in two-sided matrix regression1
Nonparametric regression for current status censored response1
Deconvolution of spherical data corrupted with unknown noise1
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