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 2021-06-01 to 2025-06-01.)

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
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
Road traffic estimation and distribution-based route selection	5
On the nonparametric inference of coefficients of self-exciting jump-diffusion	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
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
Multi-sample comparison using spatial signs for infinite dimensional data	3
Multiplicative deconvolution under unknown error distribution	3
Off-the-grid prediction and testing for linear combination of translated features	2
Bayesian semiparametric modelling of phase-varying point processes	2
High-dimensional composite quantile regression: Optimal statistical guarantees and fast algorithms	2
Differentially private multivariate statistics with an application to contingency table analysis	2
Statistical inference on the Hilbert sphere with application to random densities	2
Motif-based tests for bipartite networks	2
Random permutations generated by delay models and estimation of delay distributions	2
A convex approach to optimum design of experiments with correlated observations	2
Collective proposal distributions for nonlinear MCMC samplers: Mean-field theory and fast implementation	2
Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection	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
Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity	2
A new set of tools for goodness-of-fit validation	2
Change-point inference for high-dimensional heteroscedastic data	2
A note on estimating the dimension from a random geometric graph	2
Benign overfitting of non-sparse high-dimensional linear regression with correlated noise	2
Reproducible parameter inference using bagged posteriors	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
Semi-parametric Bernstein-von Mises theorem in linear inverse problems	2
Optimal function-on-scalar regression over complex domains	2
Direct covariance matrix estimation with compositional data	2
Minimax confidence intervals for the Sliced Wasserstein distance	2
Efficient estimation in tensor Curie-Weiss and Erdős-Rényi Ising models	2
Copula-like inference for discrete bivariate distributions with rectangular supports	2
Single-index mixture cure model under monotonicity constraints	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