Electronic Journal of Statistics

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 2021-08-01 to 2025-08-01.)
ArticleCitations
Spectrum inference for replicated spatial locally time-harmonizable time series58
Optimal weighting for linear inverse problems24
Phase transition in noisy high-dimensional random geometric graphs23
Wilcoxon-Mann-Whitney statistics in randomized trials with non-compliance22
Pathwise least-squares estimator for linear SPDEs with additive fractional noise20
Regularized high dimension low tubal-rank tensor regression19
Kernel machines with missing covariates19
Species abundance distribution and species accumulation curve: a general framework and results16
Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models13
Post-selection inference for e-value based confidence intervals12
Bootstrapping exchangeable random graphs11
On the notion of polynomial reach: A statistical application11
Stochastic online convex optimization. Application to probabilistic time series forecasting11
Selective inference for clustering with unknown variance10
Tempered positive Linnik processes and their representations10
A supervised deep learning method for nonparametric density estimation9
Testing linear operator constraints in functional response regression with incomplete response functions8
Nonparametric regression in nonstandard spaces8
Decompositions of the mean continuous ranked probability score8
Penalized nonparametric likelihood-based inference for current status data model7
Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators7
Gaussian random fields on the product of spheres: Theory and applications7
A general framework for tensor screening through smoothing7
Efficient density estimation in an AR(1) model7
Space-time integer-valued ARMA modelling for time series of counts7
Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions7
Testing partial conjunction hypotheses under dependency, with applications to meta-analysis6
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination6
Consistency of a range of penalised cost approaches for detecting multiple changepoints6
Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models6
Functional estimation of anisotropic covariance and autocovariance operators on the sphere6
Functional spherical autocorrelation: A robust estimate of the autocorrelation of a functional time series6
Tail-adaptive Bayesian shrinkage6
Testing subspace restrictions in the presence of high dimensional nuisance parameters6
Nonparametric estimation of the incubation time distribution6
Uncertainty quantification for sparse spectral variational approximations in Gaussian process regression5
On the nonparametric inference of coefficients of self-exciting jump-diffusion5
Integrated empirical measures and generalizations of classical goodness-of-fit statistics5
Estimating the proportion of signal variables under arbitrary covariance dependence5
Analysis of the rate of convergence of two regression estimates defined by neural features which are easy to implement5
The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data5
On mixing rates for Bayesian CART5
A new framework for Bayesian function registration5
Simple sufficient condition for inadmissibility of Moran’s single-split test5
Scalable logistic regression with crossed random effects5
Road traffic estimation and distribution-based route selection5
Corrigendum to “Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions”5
High-frequency volatility estimation and forecasting with a novel Bayesian LGI model5
Importance sampling-based gradient method for dimension reduction in Poisson log-normal model5
Likelihood-based inference for exponential-family random graph models via linear programming5
Adaptive procedures for directional false discovery rate control5
Rank determination in tensor factor model5
Minimax Analysis for Inverse Risk in Nonparametric Planer Invertible Regression5
Hoeffding-type decomposition for U-statistics on bipartite networks5
Resistant convex clustering: How does the fusion penalty enhance resistance?5
A unified analysis of regression adjustment in randomized experiments4
Nonparametric estimation of the expected discounted penalty function in the compound Poisson model4
Bayesian regression analysis of panel count data under frailty nonhomogeneous Poisson process model with an unknown frailty distribution4
Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis4
Deep learning for regression analysis of interval-censored data4
Corrigendum to “Maximum likelihood estimation in logistic regression models with a diverging number of covariates”4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend4
A new class of tests for convex-ordered families based on expected order statistics4
Estimating causal effects with hidden confounding using instrumental variables and environments4
Mixture of segmentation for heterogeneous functional data4
Computationally efficient inference for latent position network models4
Multi-label residual weighted learning for individualized combination treatment rule4
ANOVEX: ANalysis Of Variability for heavy-tailed EXtremes4
Renewable Huber estimation method for streaming datasets4
Semi-supervised multiple testing3
Sparse and smooth: Improved guarantees for spectral clustering in the dynamic stochastic block model3
Multiplicative deconvolution under unknown error distribution3
Asymptotics of Yule’s nonsense correlation for Ornstein-Uhlenbeck paths: A Wiener chaos approach3
Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology3
Multiple comparison procedures for simultaneous inference in functional MANOVA3
Testing the simplifying assumption in high-dimensional vine copulas3
FDP control in mass-univariate linear models using the residual bootstrap3
Sufficient variable screening with high-dimensional controls3
Transportation-based functional ANOVA and PCA for covariance operators3
Simultaneous factors selection and fusion of their levels in penalized logistic regression3
Revisiting consistency of a recursive estimator of mixing distributions3
Regression in tensor product spaces by the method of sieves3
Reweighted nonparametric likelihood inference for linear functionals3
Convergence rates of deep ReLU networks for multiclass classification3
Construction of maximin L1-distance Latin hypercube designs3
Multiclass classification for multidimensional functional data through deep neural networks3
Variable selection for single-index varying-coefficients models with applications to synergistic G × E interactions3
Inference and model selection in general causal time series with exogenous covariates3
Random forest estimation of conditional distribution functions and conditional quantiles3
Nonparametric inference under a monotone hazard ratio order3
Dimension independent excess risk by stochastic gradient descent3
On the choice of the splitting ratio for the split likelihood ratio test3
Estimation of partially conditional average treatment effect by double kernel-covariate balancing3
Localization in 1D non-parametric latent space models from pairwise affinities3
Classification by sparse generalized additive models3
Multi-sample comparison using spatial signs for infinite dimensional data3
Location- and scale-free procedures for distinguishing between distribution tail models3
Reproducible parameter inference using bagged posteriors2
Differentially private multivariate statistics with an application to contingency table analysis2
Empirical Bayes inference in sparse high-dimensional generalized linear models2
Minimax estimation of partially-observed vector autoregressions2
A new set of tools for goodness-of-fit validation2
Differentially private Kolmogorov-Smirnov-type tests2
Analytical and statistical properties of local depth functions motivated by clustering applications2
Motif-based tests for bipartite networks2
A functional central limit theorem for the K-function with an estimated intensity function2
Change-point inference for high-dimensional heteroscedastic data2
Score function-based tests for ultrahigh-dimensional linear models2
Covariance constraints for stochastic inverse problems of computer models2
Direct covariance matrix estimation with compositional data2
Optimal function-on-scalar regression over complex domains2
Efficient estimation in tensor Curie-Weiss and Erdős-Rényi Ising models2
Bayesian semiparametric modelling of phase-varying point processes2
Copula-like inference for discrete bivariate distributions with rectangular supports2
High-dimensional functional graphical model structure learning via neighborhood selection approach2
Single-index mixture cure model under monotonicity constraints2
High-dimensional composite quantile regression: Optimal statistical guarantees and fast algorithms2
Adaptive nonparametric estimation in the functional linear model with functional output2
Online inference in high-dimensional generalized linear models with streaming data2
On a multivariate copula-based dependence measure and its estimation2
Semi-parametric Bernstein-von Mises theorem in linear inverse problems2
A distance metric-based space-filling subsampling method for nonparametric models2
High dimensional regression with many nuisance parameters: Both cases of specified and unspecified parameters of interest2
General model-free weighted envelope estimation2
Minimax confidence intervals for the Sliced Wasserstein distance2
Random permutations generated by delay models and estimation of delay distributions2
A convex approach to optimum design of experiments with correlated observations2
Off-the-grid prediction and testing for linear combination of translated features2
Unbiased test error estimation in the Poisson means problem via coupled bootstrap techniques2
Collective proposal distributions for nonlinear MCMC samplers: Mean-field theory and fast implementation2
Tail inference using extreme U-statistics2
Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection2
Consistency of some sequential experimental design strategies for excursion set estimation based on vector-valued Gaussian processes2
Statistical inference for the slope parameter in functional linear regression2
Covariate-informed reconstruction of partially observed functional data via factor models2
Reconstruction of line-embeddings of graphons2
Semiparametric empirical likelihood inference with estimating equations under density ratio models2
Local false discovery rate based methods for multiple testing of one-way classified hypotheses2
Strong identifiability and parameter learning in regression with heterogeneous response2
Stacked Grenander and rearrangement estimators of a discrete distribution2
Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity2
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency2
Statistical inference on the Hilbert sphere with application to random densities2
Convergence properties of data augmentation algorithms for high-dimensional robit regression2
Robust estimation for functional logistic regression models2
A note on estimating the dimension from a random geometric graph2
Spectral norm posterior contraction in Bayesian sparse spiked covariance matrix model2
Benign overfitting of non-sparse high-dimensional linear regression with correlated noise2
Concentration study of M-estimators using the influence function2
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