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 2021-05-01 to 2025-05-01.)

Article	Citations
Uniformly consistent proportion estimation for composite hypotheses via integral equations: “the case of Gamma random variables”	13
A way of eliminating a nuisance parameter with the plug-in method utilizing an independent sample	9
Bayes factor asymptotics for variable selection in the Gaussian process framework	8
Comparative evaluation of point process forecasts	8
Simultaneous confidence bands for nonparametric regression with missing covariate data	7
Estimation of complier causal treatment effects with informatively interval-censored failure time data	7
A goodness-of-fit test on the number of biclusters in a relational data matrix	6
Data-driven model selection for same-realization predictions in autoregressive processes	6
Asymptotic theory in network models with covariates and a growing number of node parameters	4
Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates	4
Wigner and Wishart ensembles for sparse Vinberg models	4
Discussion of “Akaike Memorial Lecture 2020: Some of the challenges of statistical applications”	4
Asymptotic expected sensitivity function and its applications to measures of monotone association	4
On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent	3
Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms	3
A high-dimensional M-estimator framework for bi-level variable selection	3
Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity	3
Nonparametric multiple regression by projection on non-compactly supported bases	3
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem	3
Outcome regression-based estimation of conditional average treatment effect	3
Local polynomial expectile regression	3
The family of multivariate beta copulas revisited	3
Identifiability of latent-variable and structural-equation models: from linear to nonlinear	3
Model averaging for estimating treatment effects	3
Semiparametric inference on general functionals of two semicontinuous populations	3

Robust estimation for nonrandomly distributed data	2
Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach	2
A distance covariance test of independence in high dimension, low sample size contexts	2
Multivariate frequency polygon for stationary random fields	2
Correction to: Group least squares regression for linear models with strongly correlated predictor variables	2
Inhomogeneous hidden semi-Markov models for incompletely observed point processes	2
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity	2
Estimation with multivariate outcomes having nonignorable item nonresponse	2
Exact statistical inference for the Wasserstein distance by selective inference	2
Nonparametric tests for multistate processes with clustered data	1
Inference of random effects for linear mixed-effects models with a fixed number of clusters	1
Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals	1
Test for conditional quantile change in general conditional heteroscedastic time series models	1
Statistical inference for random T-tessellations models. Application to agricultural landscape modeling	1
Robust variable selection with exponential squared loss for partially linear spatial autoregressive models	1
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence	1
Automatic data-based bin width selection for rose diagram	1
Approximating symmetrized estimators of scatter via balanced incomplete U-statistics	1
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”	1
Hidden AR process and adaptive Kalman filter	1
Robust density power divergence estimates for panel data models	1
Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic	1
Comparison and equality of generalized $$\psi $$-estimators	1
Slash distributions, generalized convolutions, and extremes	1
Comparing regression curves: an L1-point of view	1
Multi-round smoothed composite quantile regression for distributed data	1
Robust distributed estimation and variable selection for massive datasets via rank regression	1
Confidence bounds for the true discovery proportion based on the exact distribution of the number of rejections	1
Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism	1
A sequential feature selection procedure for high-dimensional Cox proportional hazards model	1
Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein’s method	1
Simultaneous inference for Berkson errors-in-variables regression under fixed design	1
Semiparametric transformation models for survival data with dependent censoring	1
Score test for unconfoundedness under a logistic treatment assignment model	1
On uniform consistency of nonparametric estimators smoothed by the gamma kernel	1
Selective inference after feature selection via multiscale bootstrap	1
Forward variable selection for ultra-high dimensional quantile regression models	1
Tests for the existence of group effects and interactions for two-way models with dependent errors	1
Rejoinder of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear"	1
Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions	1
On comparing competing risks using the ratio of their cumulative incidence functions	0
Robust estimation of the conditional stable tail dependence function	0
A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance	0
On a projection least squares estimator for jump diffusion processes	0
Statistical inference using regularized M-estimation in the reproducing kernel Hilbert space for handling missing data	0
Least absolute deviation estimation for AR(1) processes with roots close to unity	0
Adaptive efficient estimation for generalized semi-Markov big data models	0
Model free feature screening for large scale and ultrahigh dimensional survival data	0
Penalized estimation for non-identifiable models	0
Inference for nonstationary time series of counts with application to change-point problems	0

Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes	0
Gradual change-point analysis based on Spearman matrices for multivariate time series	0
Matrix completion under complex survey sampling	0
Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field	0
Estimation of value-at-risk by $$L^{p}$$ quantile regression	0
Discussion of Akaike Memorial Lecture 2020: Some of the challenges of statistical applications	0
A blockwise network autoregressive model with application for fraud detection	0
Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays	0
Semiparametric modelling of two-component mixtures with stochastic dominance	0
Tuning parameter selection for the adaptive nuclear norm regularized trace regression	0
Empirical tail conditional allocation and its consistency under minimal assumptions	0
Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation	0
Large-sample properties of multiple imputation estimators for parameters of logistic regression with covariates missing at random separately or simultaneously	0
A copula spectral test for pairwise time reversibility	0
Offline minimax Q-function learning for undiscounted indefinite-horizon MDPs	0
Regularized nonlinear regression with dependent errors and its application to a biomechanical model	0
Information projection approach to smoothed propensity score weighting for handling selection bias under missing at random	0
Group least squares regression for linear models with strongly correlated predictor variables	0
On estimation of nonparametric regression models with autoregressive and moving average errors	0
Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution	0
Regression analysis for exponential family data in a finite population setup using two-stage cluster sample	0
Random mixture Cox point processes	0
Testing against ordered alternatives in one-way ANOVA model with exponential errors	0
On UMPS hypothesis testing	0
Gene–environment interaction analysis under the Cox model	0
Data segmentation for time series based on a general moving sum approach	0
On the choice of the optimal single order statistic in quantile estimation	0
Generation of all randomizations using circuits	0
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”	0
Improved confidence intervals for nonlinear mixed-effects and nonparametric regression models	0
Whittle estimation for continuous-time stationary state space models with finite second moments	0
Flexible asymmetric multivariate distributions based on two-piece univariate distributions	0
Akaike Memorial Lecture 2020: Some of the challenges of statistical applications	0
Inference using an exact distribution of test statistic for random-effects meta-analysis	0
Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions	0
A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression	0
Mixture of shifted binomial distributions for rating data	0
Characterizations of the normal distribution via the independence of the sample mean and the feasible definite statistics with ordered arguments	0
Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis	0
On the rate of convergence of image classifiers based on convolutional neural networks	0
The variable selection by the Dantzig selector for Cox’s proportional hazards model	0
Testing overidentifying restrictions on high-dimensional instruments and covariates	0
Quantitative robustness of instance ranking problems	0
Nonparametric inference for additive models estimated via simplified smooth backfitting	0
Model averaging for semiparametric varying coefficient quantile regression models	0
A delineation of new classes of exponential dispersion models supported on the set of nonnegative integers	0
Fixed accuracy estimation of parameters in a threshold autoregressive model	0
Robust and efficient parameter estimation for discretely observed stochastic processes	0
Asymptotic equivalence for nonparametric regression with dependent errors: Gauss–Markov processes	0
Robust model selection with covariables missing at random	0
Minimizing robust density power-based divergences for general parametric density models	0
Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation	0
Using the growth curve model in classification of repeated measurements	0
Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models	0
Author’s rejoinder to the discussion of the Akaike Memorial Lecture 2020	0
Gaussian quasi-information criteria for ergodic Lévy driven SDE	0