OOIR: Observatory of International Research

Papers

(The median citation count of Biometrika 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 2022-05-01 to 2026-05-01.)

Article	Citations
Median regularity and honest inference	55
Goodness-of-fit tests for linear non-Gaussian structural equation models	46
Acknowledgements	38
Correction to: ‘Valid sequential inference on probability forecast performance’	35
Bounds on causal effects in $ 2^{K} $ factorial experiments with noncompliance	35
Familial inference: tests for hypotheses on a family of centres	30
On the implied weights of linear regression for causal inference	29
Comparing causal parameters with many treatments and positivity violations	26
More efficient exact group invariance testing: using a representative subgroup	26
Testing Kronecker product covariance matrices for high-dimensional matrix-variate data	23
On propensity score matching with a diverging number of matches	23
Estimation of prediction error in time series	21
Spectral adjustment for spatial confounding	21
Soft calibration for selection bias problems under mixed-effects models	20
Bootstrapping Whittle estimators	20
Fast convergence of the expectation-maximization algorithm under a logarithmic Sobolev inequality	18
Uniform inference in linear mixed models	16
Characteristic-function-based tests for spatial randomness	15
Testing serial dependence or cross dependence for time series with underreporting	15
Statistical inference for streamed longitudinal data	15
Assessing time-varying causal effect moderation in the presence of cluster-level treatment effect heterogeneity and interference	15
Network-adjusted covariates for community detection	14
Robust sample weighting to facilitate individualized treatment rule learning for a target population	14
Separable expansions for covariance estimation via the partial inner product	14
Seeded binary segmentation: a general methodology for fast and optimal changepoint detection	14

Testing for latent structure via the Wilcoxon--Wigner random matrix of normalized rank statistics	14
Correction to: ‘Selective machine learning of doubly robust functionals’	13
Optimal regimes for algorithm-assisted human decision-making	13
Hug and hop: a discrete-time, nonreversible Markov chain Monte Carlo algorithm	13
Explicit solutions for the asymptotically optimal bandwidth in cross-validation	13
Generalized Fréchet means with random minimizing domains and its strong consistency	12
Multicalibration for modelling censored survival data with universal adaptability	12
Covariate adjustment in randomized experiments with missing outcomes and covariates	11
Interpolating discriminant functions in high-dimensional Gaussian latent mixtures	11
Equivariant estimation of Fréchet means	11
Difference-based covariance matrix estimation in time series nonparametric regression with application to specification tests	11
An eigenvector-assisted estimation framework for signal-plus-noise matrix models	11
A generalized Bayes framework for probabilistic clustering	10
On varimax asymptotics in network models and spectral methods for dimensionality reduction	10
Dynamic clustering for heterophilic stochastic block models with time-varying node memberships	10
Likelihood-based inference under nonconvex boundary constraints	10
Dependent censoring based on parametric copulas	9
Discussion of ‘Multi-scale Fisher’s independence test for multivariate dependence’	9
Covariate-adjusted log-rank test: guaranteed efficiency gain and universal applicability	9
Conditioning on posterior samples for flexible frequentist goodness-of-fit testing	9
Treatment choice with nonlinear regret	8
Finding Distributions that Differ, with False Discovery Rate Control	8
Universal robust regression via maximum mean discrepancy	8
Central limit theorems for local network statistics	8
Populations of unlabelled networks: graph space geometry and generalized geodesic principal components	8
Discussion of ‘Statistical inference for streamed longitudinal data’	8
Selective machine learning of doubly robust functionals	7
A rank-based sequential test of independence	7
Functional linear regression for discretely observed data: from ideal to reality	7
Discussion of ‘Statistical inference for streamed longitudinal data’	7
Variable elimination, graph reduction and the efficient g-formula	7
Lasso-adjusted treatment effect estimation under covariate-adaptive randomization	7
Clustering consistency with Dirichlet process mixtures	7
Characterizing extremal dependence on a hyperplane	7
Sequential Gibbs Posteriors with Applications to Principal Component Analysis	7
Tail-robust factor modelling of vector and tensor time series in high dimensions	6
Correction to: ‘Ancestor regression in linear structural equation models’	6
On selection and conditioning in multiple testing and selective inference	6
Optimal design of the Barker proposal and other locally balanced Metropolis–Hastings algorithms	6
Efficient nonparametric estimation of Toeplitz covariance matrices	6
A multiplicative structural nested mean model for zero-inflated outcomes	6
A note on minimax robustness of designs against correlated or heteroscedastic responses	6
Asymptotics for a class of parametric martingale posteriors	6
Dimension estimation in a spiked covariance model using high-dimensional data augmentation	6
Rejoinder: ‘Statistical inference for streamed longitudinal data’	6
Assumption-Lean Post-Integrated Inference with Surrogate-Control Outcomes	5
Harnessing the collective wisdom: fusion learning using decision sequences from diverse sources	5
Power and sample size calculations for rerandomization	5
Identification and estimation of interaction effects in nonparametric additive regression	5
Conformalized survival analysis with adaptive cut-offs	5

Parameterising the effect of a continuous treatment using average derivative effects	5
Bootstrap test procedure for variance components in nonlinear mixed effects models in the presence of nuisance parameters and a singular Fisher information matrix	5
Dynamic covariate balancing: estimating treatment effects over time with potential local projections	5
Design-based theory for cluster rerandomization	5
Scalable subsampling: computation, aggregation and inference	4
A robust fusion-extraction procedure with summary statistics in the presence of biased sources	4
Proximal mediation analysis	4
Spectral estimation for point processes and random fields	4
Nonsense associations in Markov random fields with pairwise dependence	4
Correction to: ‘Simplified integrated nested Laplace approximation’	4
Planning for gold: Hypothesis screening with split samples for valid powerful testing in matched observational studies	4
The state of cumulative sum sequential changepoint testing 70 years after Page	4
Russian roulette: the need for stochastic potential outcomes when utilities depend on counterfactuals	4
Skip sampling: subsampling in the frequency domain	4
Estimating Ratios of Means of Multicategory Data Observed with Sample and Category Perturbations	4
Characterizing M-estimators	4
Scalable and accurate variational Bayes for high-dimensional binary regression models	3
Sparse higher-order partial least squares for simultaneous variable selection, dimension reduction and tensor denoising	3
Nonparametric Inference for Balance in Signed Networks	3
Revisiting Madigan and Mosurski: Collapsibility via Minimal Separators	3
Model-free selective inference under covariate shift via weighted conformal p -values	3
A linear adjustment-based approach to posterior drift in transfer learning	3
A frequentist local false discovery rate	3
Resampling methods with multiply imputed data	3
Treatment effect quantiles in stratified randomized experiments and matched observational studies	3
Discussion of ‘Multi-scale Fisher’s independence test for multivariate dependence’	3
Leveraging external data for testing experimental therapies with biomarker interactions in randomized clinical trials	3
Extremal correlation coefficient for functional data	3
Palm distributions of superposed point processes for statistical inference	3
Additive models for symmetric positive-definite matrices and Lie groups	3
Priors for second-order unbiased Bayes estimators	3
τ-censored weighted Benjamini–Hochberg procedures under independence	3
One-step targeted maximum likelihood estimation for targeting cause-specific absolute risks and survival curves	3
Thinning a Wishart random matrix	3
Gaussian universal likelihood ratio testing	3
Network community detection using higher-order structures	3
Uniform inference in high-dimensional Gaussian graphical models	2
Testing serial independence of object-valued time series	2
Nonparametric estimation of the intensity function of a spatial point process on a Riemannian manifold	2
A family of toroidal diffusions with exact likelihood inference	2
Geodesic optimal transport regression	2
Asymptotically constant risk estimator of the time-average variance constant	2
Supervised contamination detection, with application to flow cytometry data	2
Retrospective causal inference with multiple effect variables	2
Factor pretraining in Bayesian multivariate logistic models	2
Nonparametric estimators over metric graphs	2
Geodesic slice sampling on Riemannian manifolds	2
Decomposing Gaussians with unknown covariance	2
A cross-validation-based statistical theory for point processes	2
Generalized kernel two-sample tests	2