OOIR: Observatory of International Research

Papers

(The median citation count of Annals of the Institute of Statistical Mathematics is 0. 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 2022-01-01 to 2026-01-01.)

Article	Citations
Robust empirical likelihood variable selection for the high dimensional single-index regression model	15
A way of eliminating a nuisance parameter with the plug-in method utilizing an independent sample	10
Uniformly consistent proportion estimation for composite hypotheses via integral equations: “the case of Gamma random variables”	8
Asymptotic normality of multivariate frequency polygons for stationary random fields	7
Estimation of complier causal treatment effects with informatively interval-censored failure time data	7
Comparative evaluation of point process forecasts	7
Data-driven model selection for same-realization predictions in autoregressive processes	6
A goodness-of-fit test on the number of biclusters in a relational data matrix	6
Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates	6
Mode-based estimation of the center of symmetry	6
Discussion of “Akaike Memorial Lecture 2020: Some of the challenges of statistical applications”	5
Asymptotic theory in network models with covariates and a growing number of node parameters	5
Asymptotic expected sensitivity function and its applications to measures of monotone association	5
The family of multivariate beta copulas revisited	5
Identifiability of latent-variable and structural-equation models: from linear to nonlinear	4
On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent	4
Statistical inference for the dynamic time warping distance, with application to abnormal time-series detection	4
Generalized high-dimensional tensor learning with nuclear norm regularization	3
Exact two-sided confidence sets for a level set in simple linear regression	3
Outcome regression-based estimation of conditional average treatment effect	3
Model averaging for estimating treatment effects	3
Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms	3
Correction to: Hidden AR process and adaptive Kalman filter	3
Nonparametric multiple regression by projection on non-compactly supported bases	3
Debiased group lasso for multiple compositional data	3

Empirical likelihood simultaneous confidence band for conditional variance function	3
Inference in models with omitted covariates: Cramér-type moderate deviations and applications to high-dimensional regression	3
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem	3
Application of some $$L_{2}$$ optimization to a discrete distribution	3
Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity	3
Infill asymptotics for logistic regression estimators for parameters of the intensity function of spatial point processes	3
Multivariate frequency polygon for stationary random fields	3
Exact statistical inference for the Wasserstein distance by selective inference	2
Slash distributions, generalized convolutions, and extremes	2
Rejoinder to the discussion of “Mode-based estimation of the center of symmetry”	2
A distance covariance test of independence in high dimension, low sample size contexts	2
Correction to: Group least squares regression for linear models with strongly correlated predictor variables	2
Robust estimation for nonrandomly distributed data	2
Inhomogeneous hidden semi-Markov models for incompletely observed point processes	2
Statistical inference for random T-tessellations models. Application to agricultural landscape modeling	2
Consistent group selection using global–local shrinkage priors in sparse normal linear regression	2
Estimation with multivariate outcomes having nonignorable item nonresponse	2
Test for conditional quantile change in general conditional heteroscedastic time series models	2
Localization of moving poisson source on the plane	2
Score test for unconfoundedness under a logistic treatment assignment model	2
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity	2
On uniform consistency of nonparametric estimators smoothed by the gamma kernel	2
Simultaneous inference for Berkson errors-in-variables regression under fixed design	1
Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic	1
Posterior contraction rate and asymptotic Bayes optimality for one group global–local shrinkage priors in sparse normal means problem	1
Discussion of “Mode-based estimation of the center of symmetry”	1
A sequential feature selection procedure for high-dimensional Cox proportional hazards model	1
Automatic data-based bin width selection for rose diagram	1
Tests for independence against regression and expectation dependence	1
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”	1
Robust density power divergence estimates for panel data models	1
Inference of random effects for linear mixed-effects models with a fixed number of clusters	1
Semiparametric transformation models for survival data with dependent censoring	1
Building a theoretical foundation for combining negative controls and replicates	1
Comparing regression curves: an L1-point of view	1
Approximating symmetrized estimators of scatter via balanced incomplete U-statistics	1
Multi-round smoothed composite quantile regression for distributed data	1
Threshold detection under a semiparametric regression model	1
Hidden AR process and adaptive Kalman filter	1
Forward variable selection for ultra-high dimensional quantile regression models	1
Robust variable selection with exponential squared loss for partially linear spatial autoregressive models	1
Comparison and equality of generalized $$\psi $$-estimators	1
Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein’s method	1
Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions	1
Rejoinder of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear"	1
Tests for the existence of group effects and interactions for two-way models with dependent errors	1
Nonparametric tests for multistate processes with clustered data	1
Confidence bounds for the true discovery proportion based on the exact distribution of the number of rejections	1
Selective inference after feature selection via multiscale bootstrap	1
Random mixture Cox point processes	0

Adaptive efficient estimation for generalized semi-Markov big data models	0
Tuning parameter selection for the adaptive nuclear norm regularized trace regression	0
Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution	0
Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays	0
A greedy and optimistic clustering for leveraging individual covariate uncertainty	0
Estimation of value-at-risk by $$L^{p}$$ quantile regression	0
Robust and efficient parameter estimation for discretely observed stochastic processes	0
Variable selection via penalized ridge regression with error-prone variables	0
Sparse quantile regression via $$\ell _0$$-penalty	0
Matrix completion under complex survey sampling	0
Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation	0
Nonparametric inference for additive models estimated via simplified smooth backfitting	0
Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes	0
Minimizing robust density power-based divergences for general parametric density models	0
Model free feature screening for large scale and ultrahigh dimensional survival data	0
Testing overidentifying restrictions on high-dimensional instruments and covariates	0
Discussion of “Mode-based estimation of the center of symmetry”	0
Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models	0
Information projection approach to smoothed propensity score weighting for handling selection bias under missing at random	0
Gene–environment interaction analysis under the Cox model	0
Unveiling low-dimensional patterns induced by convex non-differentiable regularizers	0
Mixture of shifted binomial distributions for rating data	0
Analysis of a truncated kernel ridge regression estimator based on two varying probability measures	0
Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions	0
Inference using an exact distribution of test statistic for random-effects meta-analysis	0
Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field	0
Gaussian quasi-information criteria for ergodic Lévy driven SDE	0
Central limit theorems for vector-valued composite functionals with smoothing and applications	0
A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression	0
Group least squares regression for linear models with strongly correlated predictor variables	0
Generation of all randomizations using circuits	0
Large-sample properties of multiple imputation estimators for parameters of logistic regression with covariates missing at random separately or simultaneously	0
Model averaging for semiparametric varying coefficient quantile regression models	0
Inference for nonstationary time series of counts with application to change-point problems	0
Restricted estimation in partially linear varying coefficient errors-in-variables models with missing response variables	0
Quadratic functional estimation from observations with multiplicative measurement error	0
Regularized nonlinear regression with dependent errors and its application to a biomechanical model	0
On UMPS hypothesis testing	0
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”	0
A signed-rank estimator for nonlinear regression models when covariates and errors are dependent	0
Asymptotic equivalence for nonparametric regression with dependent errors: Gauss–Markov processes	0
Semiparametric modelling of two-component mixtures with stochastic dominance	0
On estimation of nonparametric regression models with autoregressive and moving average errors	0
Using the growth curve model in classification of repeated measurements	0
Penalized estimation for non-identifiable models	0
Selection-bias-adjusted inference for the bivariate normal distribution under soft-threshold sampling	0
On a projection least squares estimator for jump diffusion processes	0
Gradual change-point analysis based on Spearman matrices for multivariate time series	0
Flexible asymmetric multivariate distributions based on two-piece univariate distributions	0
Optimal averaging estimator of heterogeneous treatment effects for single-index models	0
Combining variable screening methods for model averaging in high-dimensional data analysis	0
A blockwise network autoregressive model with application for fraud detection	0
Simultaneously sparse and low-rank matrix estimation via $$l_1$$-norm and nonconvex regularization	0
On the choice of the optimal single order statistic in quantile estimation	0
The space of positive transition measures on a Markov chain	0
Quantitative robustness of instance ranking problems	0
Akaike Memorial Lecture 2020: Some of the challenges of statistical applications	0
Statistical inference using regularized M-estimation in the reproducing kernel Hilbert space for handling missing data	0
Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation	0
On the rate of convergence of image classifiers based on convolutional neural networks	0
Thresholded Lasso for high dimensional variable selection	0
Robust estimation of the conditional stable tail dependence function	0
On the differentiability of $$\phi$$-projections in the discrete finite case	0
A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance	0
Bayesian group regularization in generalized linear models with a continuous spike-and-slab prior	0
Data segmentation for time series based on a general moving sum approach	0
Discussion of Akaike Memorial Lecture 2020: Some of the challenges of statistical applications	0
Regression analysis for exponential family data in a finite population setup using two-stage cluster sample	0
Improved confidence intervals for nonlinear mixed-effects and nonparametric regression models	0
Least absolute deviation estimation for AR(1) processes with roots close to unity	0
Robust variable selection in high-dimensional nonparametric additive model	0
Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis	0
An information criterion for robust estimation with unnormalized statistical models	0
Offline minimax Q-function learning for undiscounted indefinite-horizon MDPs	0
A copula spectral test for pairwise time reversibility	0
A delineation of new classes of exponential dispersion models supported on the set of nonnegative integers	0
Author’s rejoinder to the discussion of the Akaike Memorial Lecture 2020	0
On comparing competing risks using the ratio of their cumulative incidence functions	0
Testing against ordered alternatives in one-way ANOVA model with exponential errors	0