OOIR: Observatory of International Research

Papers

(The TQCC of Biometrika is 6. 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 2022-08-01 to 2026-08-01.)

Article	Citations
Median regularity and honest inference	61
Goodness-of-fit tests for linear non-Gaussian structural equation models	52
Acknowledgements	40
Bounds on causal effects in $ 2^{K} $ factorial experiments with noncompliance	38
Correction to: ‘Valid sequential inference on probability forecast performance’	36
Familial inference: tests for hypotheses on a family of centres	31
More efficient exact group invariance testing: using a representative subgroup	30
Testing Kronecker product covariance matrices for high-dimensional matrix-variate data	28
On propensity score matching with a diverging number of matches	28
Comparing causal parameters with many treatments and positivity violations	27
Spectral adjustment for spatial confounding	25
Asymmetric Penalties Underlie Proper Loss Functions in Probabilistic Forecasting	22
On the implied weights of linear regression for causal inference	22
Estimation of prediction error in time series	21
Fast convergence of the expectation-maximization algorithm under a logarithmic Sobolev inequality	21
Characteristic-function-based tests for spatial randomness	18
Uniform inference in linear mixed models	18
Statistical inference for streamed longitudinal data	17
Assessing time-varying causal effect moderation in the presence of cluster-level treatment effect heterogeneity and interference	17
Soft calibration for selection bias problems under mixed-effects models	17
Testing serial dependence or cross dependence for time series with underreporting	16
Bootstrapping Whittle estimators	16
Robust sample weighting to facilitate individualized treatment rule learning for a target population	16
Testing for latent structure via the Wilcoxon–Wigner random matrix of normalized rank statistics	15
Optimal regimes for algorithm-assisted human decision-making	14

Network-adjusted covariates for community detection	14
Correction to: ‘Selective machine learning of doubly robust functionals’	13
Seeded binary segmentation: a general methodology for fast and optimal changepoint detection	13
Difference-based covariance matrix estimation in time series nonparametric regression with application to specification tests	12
Explicit solutions for the asymptotically optimal bandwidth in cross-validation	12
Multicalibration for modelling censored survival data with universal adaptability	12
Interpolating discriminant functions in high-dimensional Gaussian latent mixtures	12
Generalized Fréchet means with random minimizing domains and its strong consistency	12
An eigenvector-assisted estimation framework for signal-plus-noise matrix models	11
Equivariant estimation of Fréchet means	11
On varimax asymptotics in network models and spectral methods for dimensionality reduction	10
A generalized Bayes framework for probabilistic clustering	10
Likelihood-based inference under nonconvex boundary constraints	10
Dynamic clustering for heterophilic stochastic block models with time-varying node memberships	10
Covariate adjustment in randomized experiments with missing outcomes and covariates	10
Populations of unlabelled networks: graph space geometry and generalized geodesic principal components	9
Conditioning on posterior samples for flexible frequentist goodness-of-fit testing	9
A rank-based sequential test of independence	9
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
Central limit theorems for local network statistics	8
Finding distributions that differ, with false discovery rate control	8
Discussion of ‘Statistical inference for streamed longitudinal data’	8
Universal robust regression via maximum mean discrepancy	7
Clustering consistency with Dirichlet process mixtures	7
Variable elimination, graph reduction and the efficient g-formula	7
Discussion of ‘Statistical inference for streamed longitudinal data’	7
Functional linear regression for discretely observed data: from ideal to reality	7
Selective machine learning of doubly robust functionals	7
Treatment choice with nonlinear regret	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
Efficient nonparametric estimation of Toeplitz covariance matrices	6
A multiplicative structural nested mean model for zero-inflated outcomes	6
Optimal design of the Barker proposal and other locally balanced Metropolis–Hastings algorithms	6
Asymptotics for a class of parametric martingale posteriors	6
Dimension estimation in a spiked covariance model using high-dimensional data augmentation	6
Characterizing extremal dependence on a hyperplane	6
A note on minimax robustness of designs against correlated or heteroscedastic responses	6
Correction to: ‘Ancestor regression in linear structural equation models’	6
Bootstrap test procedure for variance components in nonlinear mixed effects models in the presence of nuisance parameters and a singular Fisher information matrix	6
Rejoinder: ‘Statistical inference for streamed longitudinal data’	6