OOIR: Observatory of International Research

Papers

(The TQCC of Electronic Journal of Statistics 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 2022-06-01 to 2026-06-01.)

Article	Citations
Optimal weighting for linear inverse problems	116
Kernel machines with missing covariates	38
Testing linear operator constraints in functional response regression with incomplete response functions	23
Stochastic online convex optimization. Application to probabilistic time series forecasting	13
Phase transition in noisy high-dimensional random geometric graphs	11
Confidence sets in a sparse stochastic block model with two communities of unknown sizes	11
Spectrum inference for replicated spatial locally time-harmonizable time series	10
Post-selection inference for e-value based confidence intervals	10
On the notion of polynomial reach: A statistical application	9
Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models	9
A supervised deep learning method for nonparametric density estimation	8
Unifying different theories of conformal prediction	8
Selective inference for clustering with unknown variance	8
Adjusting inverse regression for predictors with clustered distribution	7
Transform-scaled process priors for trait allocations in Bayesian nonparametrics	7
Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions	7
Decompositions of the mean continuous ranked probability score	7
Efficient density estimation in an AR(1) model	7
Nonparametric estimation of the incubation time distribution	7
Accurate FWER control for Gaussian related fields: Riding the SuRF to continuous land	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
Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators	7
Integrated empirical measures and generalizations of classical goodness-of-fit statistics	6
High-dimensional change point detection with missing values	6

Likelihood-based inference for exponential-family random graph models via linear programming	6
Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models	6
Space-time integer-valued ARMA modelling for time series of counts	6
A new framework for Bayesian function registration	6
Gaussian random fields on the product of spheres: Theory and applications	6
Unified and robust tests for cross sectional independence in large panel data models	5
Functional spherical autocorrelation: A robust estimate of the autocorrelation of a functional time series	5
Road traffic estimation and distribution-based route selection	5
Nonparametric two-sample hypothesis testing for low-rank random graphs of differing sizes	5
Domain adaptation under hidden confounding	5
Kullback-Leibler excess risk bounds for exponential weighted aggregation in generalized linear models	5
Adaptive procedures for directional false discovery rate control	5
Testing partial conjunction hypotheses under dependency, with applications to meta-analysis	5
Selective inference using randomized group lasso estimators for general models	5
Tail-adaptive Bayesian shrinkage	5
Mixed semi-supervised generalized linear regression with applications to deep learning and interpolators	4
Corrigendum to “Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions”	4
Estimating the proportion of signal variables under arbitrary covariance dependence	4
Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression	4
On mixing rates for Bayesian CART	4
Bayesian regression analysis of panel count data under frailty nonhomogeneous Poisson process model with an unknown frailty distribution	4
A unified analysis of regression adjustment in randomized experiments	4
Existence and breakdown analysis of M-quantiles in general Hilbert spaces	4
Minimax Analysis for Inverse Risk in Nonparametric Planer Invertible Regression	4
Hoeffding-type decomposition for U-statistics on bipartite networks	4
Multi-label residual weighted learning for individualized combination treatment rule	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
Resistant convex clustering: How does the fusion penalty enhance resistance?	4
Nonparametric regression for a circular response with error-in-covariate	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
Estimation and inference for high-dimensional nonparametric additive instrumental-variables 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
A signature-based functional spatial autoregressive model	3
Location- and scale-free procedures for distinguishing between distribution tail models	3
Transportation-based functional ANOVA and PCA for covariance operators	3
Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis	3
Multiplicative deconvolution under unknown error distribution	3
Mixture of segmentation for heterogeneous functional data	3
Correlation tests and sample spectral coherence matrix in the high-dimensional regime	3
Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology	3
Computationally efficient inference for latent position network models	3
Classification by sparse generalized additive models	3
FDP control in mass-univariate linear models using the residual bootstrap	3
Construction of maximin L1-distance Latin hypercube designs	3
Nonparametric inference under a monotone hazard ratio order	3
Simultaneous factors selection and fusion of their levels in penalized logistic regression	3
Renewable Huber estimation method for streaming datasets	3

Regression in tensor product spaces by the method of sieves	3
Estimating weak Markov-switching AR(1) models	3
Multiple comparison procedures for simultaneous inference in functional MANOVA	3
Skeleton regression: A graph-based approach to estimation with manifold structure	3
Estimating causal effects with hidden confounding using instrumental variables and environments	3
Consistent privacy-preserving inference of group mean difference in large-scale zero-inflated right skewed data with partitioning and censoring	3
Variable selection for single-index varying-coefficients models with applications to synergistic G × E interactions	3
Reweighted nonparametric likelihood inference for linear functionals	3
Revisiting consistency of a recursive estimator of mixing distributions	3
Deep learning for regression analysis of interval-censored data	3
Robust Bayesian inference for measurement error misspecification: The Berkson and classical cases	3
Localization in 1D non-parametric latent space models from pairwise affinities	3
Sufficient variable screening with high-dimensional controls	3
Inference for heterogeneous treatment effects with efficient instruments and machine learning	3
ANOVEX: ANalysis Of Variability for heavy-tailed EXtremes	3
A new class of tests for convex-ordered families based on expected order statistics	3
Automatic structure identification and variable selection for additive accelerated failure time model with ultra high dimensional covariates	3
k-sample inference via multimarginal optimal transport	3
Asymptotic properties of the maximum likelihood estimator for hidden Markov models indexed by binary trees	3
Efficient estimation in tensor Curie-Weiss and Erdős-Rényi Ising models	2
Random interval distillation for detection of change-points in Markov chain Bernoulli networks	2
Multiclass classification for multidimensional functional data through deep neural networks	2
Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection	2
Merging sequential e-values via martingales	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
Change-point inference for high-dimensional heteroscedastic data	2
Analytical and statistical properties of local depth functions motivated by clustering applications	2
A note on the limit theorems for hitting times of path-dependent functionals of Itô semimartingales	2
Differentially private Kolmogorov-Smirnov-type tests	2
Statistical learnability of smooth boundaries via pairwise binary classification with deep ReLU networks	2
Adaptive nonparametric estimation in the functional linear model with functional output	2
Convergence properties of data augmentation algorithms for high-dimensional robit regression	2
Optimal function-on-scalar regression over complex domains	2
Direct covariance matrix estimation with compositional data	2
Robust estimation for functional logistic regression models	2
Resampling-free inference for time series via RKHS embedding	2
Semi-parametric Bernstein-von Mises theorem in linear inverse problems	2
Identifying arbitrary transformation between the slopes in scalar-on-function regression	2
Tail inference using extreme U-statistics	2
Reproducible parameter inference using bagged posteriors	2
Local Fréchet regression with spherical predictors	2
Deconvolution of repeated measurements corrupted by unknown noise	2
Exact recovery in the double sparse model: Sufficient and necessary signal conditions	2
Unbiased test error estimation in the Poisson means problem via coupled bootstrap techniques	2
Generative semi-supervised classification	2
A new set of tools for goodness-of-fit validation	2
A distance metric-based space-filling subsampling method for nonparametric models	2
Minimax estimation of partially-observed vector autoregressions	2
High-dimensional composite quantile regression: Optimal statistical guarantees and fast algorithms	2
High-dimensional functional graphical model structure learning via neighborhood selection approach	2
Strong identifiability and parameter learning in regression with heterogeneous response	2
Spectral norm posterior contraction in Bayesian sparse spiked covariance matrix model	2
Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity	2
General model-free weighted envelope estimation	2
Balancing weights for non-monotone missing data	2
Score function-based tests for ultrahigh-dimensional linear models	2
A note on estimating the dimension from a random geometric graph	2
Uniform Bahadur representation of the backfitting estimator for additive quantile models and its applications	2
Empirical Bayes inference in sparse high-dimensional generalized linear models	2
Random permutations generated by delay models and estimation of delay distributions	2
Scalable solutions for crossed random-effect models with random slopes	2
Benign overfitting of non-sparse high-dimensional linear regression with correlated noise	2
Multivariate weighted empirical likelihood MLE for the Cox model with various types of censored data	2
Single-index mixture cure model under monotonicity constraints	2
Online inference in high-dimensional generalized linear models with streaming data	2
Covariate-informed reconstruction of partially observed functional data via factor models	2
Parametric convergence rate of some nonparametric estimators in mixtures of power series distributions	2
Structure learning and causal effect estimation from unbalanced groups	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
Covariance constraints for stochastic inverse problems of computer models	2
Off-the-grid prediction and testing for linear combination of translated features	2
Copula-like inference for discrete bivariate distributions with rectangular supports	2
Consistency of some sequential experimental design strategies for excursion set estimation based on vector-valued Gaussian processes	2
Projection-posterior for variable selection: Weak limit and coverage	2