Biometrika

Papers
(The TQCC of Biometrika is 7. 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.)
ArticleCitations
Median regularity and honest inference55
Goodness-of-fit tests for linear non-Gaussian structural equation models46
Acknowledgements38
Correction to: ‘Valid sequential inference on probability forecast performance’35
Bounds on causal effects in $ 2^{K} $ factorial experiments with noncompliance35
Familial inference: tests for hypotheses on a family of centres30
On the implied weights of linear regression for causal inference29
Comparing causal parameters with many treatments and positivity violations26
More efficient exact group invariance testing: using a representative subgroup26
On propensity score matching with a diverging number of matches23
Testing Kronecker product covariance matrices for high-dimensional matrix-variate data23
Spectral adjustment for spatial confounding21
Estimation of prediction error in time series21
Soft calibration for selection bias problems under mixed-effects models20
Bootstrapping Whittle estimators20
Fast convergence of the expectation-maximization algorithm under a logarithmic Sobolev inequality18
Uniform inference in linear mixed models16
Testing serial dependence or cross dependence for time series with underreporting15
Statistical inference for streamed longitudinal data15
Assessing time-varying causal effect moderation in the presence of cluster-level treatment effect heterogeneity and interference15
Characteristic-function-based tests for spatial randomness15
Seeded binary segmentation: a general methodology for fast and optimal changepoint detection14
Testing for latent structure via the Wilcoxon--Wigner random matrix of normalized rank statistics14
Network-adjusted covariates for community detection14
Robust sample weighting to facilitate individualized treatment rule learning for a target population14
Separable expansions for covariance estimation via the partial inner product14
Explicit solutions for the asymptotically optimal bandwidth in cross-validation13
Correction to: ‘Selective machine learning of doubly robust functionals’13
Optimal regimes for algorithm-assisted human decision-making13
Hug and hop: a discrete-time, nonreversible Markov chain Monte Carlo algorithm13
Multicalibration for modelling censored survival data with universal adaptability12
Generalized Fréchet means with random minimizing domains and its strong consistency12
An eigenvector-assisted estimation framework for signal-plus-noise matrix models11
Covariate adjustment in randomized experiments with missing outcomes and covariates11
Interpolating discriminant functions in high-dimensional Gaussian latent mixtures11
Equivariant estimation of Fréchet means11
Difference-based covariance matrix estimation in time series nonparametric regression with application to specification tests11
On varimax asymptotics in network models and spectral methods for dimensionality reduction10
Dynamic clustering for heterophilic stochastic block models with time-varying node memberships10
Likelihood-based inference under nonconvex boundary constraints10
A generalized Bayes framework for probabilistic clustering10
Covariate-adjusted log-rank test: guaranteed efficiency gain and universal applicability9
Conditioning on posterior samples for flexible frequentist goodness-of-fit testing9
Dependent censoring based on parametric copulas9
Discussion of ‘Multi-scale Fisher’s independence test for multivariate dependence’9
Universal robust regression via maximum mean discrepancy8
Central limit theorems for local network statistics8
Populations of unlabelled networks: graph space geometry and generalized geodesic principal components8
Discussion of ‘Statistical inference for streamed longitudinal data’8
Treatment choice with nonlinear regret8
Finding Distributions that Differ, with False Discovery Rate Control8
Lasso-adjusted treatment effect estimation under covariate-adaptive randomization7
Clustering consistency with Dirichlet process mixtures7
Characterizing extremal dependence on a hyperplane7
Sequential Gibbs Posteriors with Applications to Principal Component Analysis7
Selective machine learning of doubly robust functionals7
A rank-based sequential test of independence7
Functional linear regression for discretely observed data: from ideal to reality7
Discussion of ‘Statistical inference for streamed longitudinal data’7
Variable elimination, graph reduction and the efficient g-formula7
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