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 2020-05-01 to 2024-05-01.)

Article	Citations
Multivariate goodness-of-fit tests based on Wasserstein distance	26
SIRUS: Stable and Interpretable RUle Set for classification	21
On a multivariate copula-based dependence measure and its estimation	14
How simplifying and flexible is the simplifying assumption in pair-copula constructions – analytic answers in dimension three and a glimpse beyond	14
A new framework for distance and kernel-based metrics in high dimensions	13
Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals	13
Estimating the number of communities by spectral methods	12
Rates of convergence for random forests via generalized U-statistics	12
Parameter estimation for SPDEs based on discrete observations in time and space	12
Iteratively reweighted ℓ1-penalized robust regression	10
High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion.	9
Towards optimal doubly robust estimation of heterogeneous causal effects	8
On a Nadaraya-Watson estimator with two bandwidths	8
Rank determination in tensor factor model	8
Principal component analysis for multivariate extremes	8
Point forecasting and forecast evaluation with generalized Huber loss	8
Intuitive joint priors for Bayesian linear multilevel models: The R2D2M2 prior	7
On the choice of the splitting ratio for the split likelihood ratio test	7
Characterizations of non-normalized discrete probability distributions and their application in statistics	7
High-dimensional variable selection via low-dimensional adaptive learning	7
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination	6
Convergence rates of deep ReLU networks for multiclass classification	6
Minimax confidence intervals for the Sliced Wasserstein distance	6
Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions	6
Group inference in high dimensions with applications to hierarchical testing	6

Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions	6
Minimax adaptive estimation in manifold inference	6
Adaptive estimation for degenerate diffusion processes	6
Multicarving for high-dimensional post-selection inference	5
On approximation theorems for the Euler characteristic with applications to the bootstrap	5
Finite-sample analysis of $M$-estimators using self-concordance	5
Observation-driven models for discrete-valued time series	5
A generalized Catoni’s M-estimator under finite α-th moment assumption with α∈(1,2)	5
Scale calibration for high-dimensional robust regression	5
On density estimation at a fixed point under local differential privacy	5
Unified Bayesian theory of sparse linear regression with nuisance parameters	5
Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models	5
Bootstrapping exchangeable random graphs	5
On the power of conditional independence testing under model-X	5
Sequential change point detection in high dimensional time series	5
Dirichlet depths for point process	5
Dependence in elliptical partial correlation graphs	5
Estimating high-dimensional covariance and precision matrices under general missing dependence	5
Bootstrap estimators for the tail-index and for the count statistics of graphex processes	4
Nonparametric and high-dimensional functional graphical models	4
Nonparametric regression for locally stationary functional time series	4
Semi-supervised multiple testing	4
Estimation of cluster functionals for regularly varying time series: sliding blocks estimators	4
Random weighting in LASSO regression	4
Asymptotic normality of simultaneous estimators of cyclic long-memory processes	4
Estimation error analysis of deep learning on the regression problem on the variable exponent Besov space	4
Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes	4
Informed reversible jump algorithms	4
Distribution-free conditional median inference	4
On the inference of applying Gaussian process modeling to a deterministic function	4
Sparse random tensors: Concentration, regularization and applications	4
Bayesian inference for high-dimensional decomposable graphs	4
Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator	4
The curved exponential family of a staged tree	4
Two-sample inference for sparse functional data	4
A justification of conditional confidence intervals	4
Convergence rates for Bayesian estimation and testing in monotone regression	4
Inference and model selection in general causal time series with exogenous covariates	4
Recursive max-linear models with propagating noise	4
Monte Carlo integration of non-differentiable functions on [0,1]ι, ι=1,…,d, using a single determinantal point pattern defined on [0,1]d	4
Uncertainty quantification for principal component regression	3
Strongly universally consistent nonparametric regression and classification with privatised data	3
Statistical inference on the Hilbert sphere with application to random densities	3
Posterior asymptotics in Wasserstein metrics on the real line	3
Using the accelerated failure time model to analyze current status data with misclassified covariates	3
Finite sample theory for high-dimensional functional/scalar time series with applications	3
Towards adaptivity via a new discrepancy principle for Poisson inverse problems	3
A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions	3
Empirical Bayes cumulative ℓ-value multiple testing procedure for sparse sequences	3
Time-varying auto-regressive models for count time-series	3

Continuous-discrete smoothing of diffusions	3
Localising change points in piecewise polynomials of general degrees	3
Designing truncated priors for direct and inverse Bayesian problems	3
Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic	3
Motif-based tests for bipartite networks	3
Sparse networks with core-periphery structure	3
Regularized high dimension low tubal-rank tensor regression	3
Density estimation on an unknown submanifold	3
Estimation of the variance matrix in bivariate classical measurement error models	3
Exact inference for a class of hidden Markov models on general state spaces	3
Linking physics and spatial statistics: A new family of Boltzmann-Gibbs random fields	3
Estimating multi-index models with response-conditional least squares	3
Detecting structural breaks in eigensystems of functional time series	3
High-dimensional composite quantile regression: Optimal statistical guarantees and fast algorithms	3
Normal approximation and confidence region of singular subspaces	3
Estimation of partially conditional average treatment effect by double kernel-covariate balancing	3
Markov random geometric graph, MRGG: A growth model for temporal dynamic networks	3
Optimal estimation of the supremum and occupation times of a self-similar Lévy process	3
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency	3
Inference on the change point under a high dimensional sparse mean shift	2
Statistical learning from biased training samples	2
Minimax optimal conditional density estimation under total variation smoothness	2
Adaptive estimation for some nonparametric instrumental variable models with full independence	2
Optional Pólya trees: Posterior rates and uncertainty quantification	2
Principal regression for high dimensional covariance matrices	2
Training-conditional coverage for distribution-free predictive inference	2
Concentration study of M-estimators using the influence function	2
Improved convergence guarantees for learning Gaussian mixture models by EM and gradient EM	2
A functional central limit theorem for the empirical Ripley’s K-function	2
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend	2
Tuning parameter calibration for personalized prediction in medicine	2
On the Bernstein-von Mises theorem for the Dirichlet process	2
Tempered positive Linnik processes and their representations	2
Estimation and inference of time-varying auto-covariance under complex trend: A difference-based approach	2
Estimation of surface area	2
Estimation of multivariate generalized gamma convolutions through Laguerre expansions.	2
Finite space Kantorovich problem with an MCMC of table moves	2
Sparse regression for extreme values	2
Local false discovery rate based methods for multiple testing of one-way classified hypotheses	2
On the estimation of latent distances using graph distances	2
Test for homogeneity with unordered paired observations	2
Spectrally-truncated kernel ridge regression and its free lunch	2
Discrete mixture representations of parametric distribution families: Geometry and statistics	2
Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series	2
Robust consistent estimators for ROC curves with covariates	2
Measurability of functionals and of ideal point forecasts	2
Testing marginal symmetry of digital noise images through the perimeter of excursion sets	2
A robust bootstrap change point test for high-dimensional location parameter	2
Double fused Lasso regularized regression with both matrix and vector valued predictors	2
Learning sparse conditional distribution: An efficient kernel-based approach	2
Estimating covariance and precision matrices along subspaces	2
Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression	2
A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models	2
Bernstein-von Mises theorem for the Pitman-Yor process of nonnegative type	2
Testing partial conjunction hypotheses under dependency, with applications to meta-analysis	2
Geometric ergodicity of Gibbs samplers for the Horseshoe and its regularized variants	2
Random forest estimation of conditional distribution functions and conditional quantiles	2
Consistent regression using data-dependent coverings	2
Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring	2
Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error	2
Change-point detection based on weighted two-sample U-statistics	2
Functional estimation of anisotropic covariance and autocovariance operators on the sphere	2
De-noising analysis of noisy data under mixed graphical models	2
Augmented direct learning for conditional average treatment effect estimation with double robustness	2
Estimation of a density using an improved surrogate model	2
General-order observation-driven models: Ergodicity and consistency of the maximum likelihood estimator	2
Modelling time-varying first and second-order structure of time series via wavelets and differencing	2
Informative goodness-of-fit for multivariate distributions	2
Testing axial symmetry by means of directional regression quantiles	2
Censored count data regression with missing censoring information	2
Functional spherical autocorrelation: A robust estimate of the autocorrelation of a functional time series	2