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 2022-06-01 to 2026-06-01.)

Article	Citations
Robust empirical likelihood variable selection for the high dimensional single-index regression model	18
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”	10
Comparative evaluation of point process forecasts	9
Estimation of complier causal treatment effects with informatively interval-censored failure time data	7
Asymptotic normality of multivariate frequency polygons for stationary random fields	7
Mode-based estimation of the center of symmetry	6
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
Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates	5
The family of multivariate beta copulas revisited	5
Asymptotic theory in network models with covariates and a growing number of node parameters	5
On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent	5
Identifiability of latent-variable and structural-equation models: from linear to nonlinear	4
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem	4
Exact two-sided confidence sets for a level set in simple linear regression	4
Asymptotic expected sensitivity function and its applications to measures of monotone association	4
Correction to: Hidden AR process and adaptive Kalman filter	4
Statistical inference for the dynamic time warping distance, with application to abnormal time-series detection	4
Application of some $$L_{2}$$ optimization to a discrete distribution	4
Debiased group lasso for multiple compositional data	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
Estimation with multivariate outcomes having nonignorable item nonresponse	3
Nonparametric multiple regression by projection on non-compactly supported bases	3

Generalized high-dimensional tensor learning with nuclear norm regularization	3
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity	3
A distance covariance test of independence in high dimension, low sample size contexts	3
Model averaging for estimating treatment effects	3
Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity	3
Empirical likelihood simultaneous confidence band for conditional variance function	3
Consistent group selection using global–local shrinkage priors in sparse normal linear regression	3
Inference in models with omitted covariates: Cramér-type moderate deviations and applications to high-dimensional regression	3
Rejoinder to the discussion of “Mode-based estimation of the center of symmetry”	2
Test for conditional quantile change in general conditional heteroscedastic time series models	2
Slash distributions, generalized convolutions, and extremes	2
Building a theoretical foundation for combining negative controls and replicates	2
Exact statistical inference for the Wasserstein distance by selective inference	2
Inhomogeneous hidden semi-Markov models for incompletely observed point processes	2
On uniform consistency of nonparametric estimators smoothed by the gamma kernel	2
Score test for unconfoundedness under a logistic treatment assignment model	2
Localization of moving poisson source on the plane	2
Robust estimation for nonrandomly distributed data	2
Correction to: Group least squares regression for linear models with strongly correlated predictor variables	2
Limit theorems for self-similar symmetric stable moving average processes: a study with p-variations	2
Statistical inference for random T-tessellations models. Application to agricultural landscape modeling	2
Confidence bounds for the true discovery proportion based on the exact distribution of the number of rejections	1
Non parametric regression function estimation in presence of common noise	1
Robust density power divergence estimates for panel data models	1
Estimation and variable selection of higher-order spatial autoregressive functional coefficient model with endogenous covariates and diverging dimension	1
Forward variable selection for ultra-high dimensional quantile regression models	1
Comparing regression curves: an L1-point of view	1
Automatic data-based bin width selection for rose diagram	1
Tests for the existence of group effects and interactions for two-way models with dependent errors	1
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”	1
Adaptive thresholds for monitoring and screening in imbalanced samples: optimality and boosting sensitivity	1
Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein’s method	1
Comparison and equality of generalized $$\psi $$-estimators	1
Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic	1
Hidden AR process and adaptive Kalman filter	1
Approximating symmetrized estimators of scatter via balanced incomplete U-statistics	1
Tests for independence against regression and expectation dependence	1
Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions	1
Selective inference after feature selection via multiscale bootstrap	1
Robust variable selection with exponential squared loss for partially linear spatial autoregressive models	1
Semiparametric transformation models for survival data with dependent censoring	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
Rejoinder of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear"	1
Threshold detection under a semiparametric regression model	1
A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance	0
Estimation of value-at-risk by $$L^{p}$$ quantile regression	0
Improved confidence intervals for nonlinear mixed-effects and nonparametric regression models	0
On the differentiability of $$\phi$$-projections in the discrete finite case	0
Unveiling low-dimensional patterns induced by convex non-differentiable regularizers	0

Statistical inference using regularized M-estimation in the reproducing kernel Hilbert space for handling missing data	0
Matrix completion under complex survey sampling	0
Nonparametric inference for additive models estimated via simplified smooth backfitting	0
On robustness of spectral Rényi divergence	0
Regression analysis for exponential family data in a finite population setup using two-stage cluster sample	0
Random mixture Cox point processes	0
Least absolute deviation estimation for AR(1) processes with roots close to unity	0
Methods for generating new families of continuous univariate distributions	0
Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis	0
Combining variable screening methods for model averaging in high-dimensional data analysis	0
Mixture of shifted binomial distributions for rating data	0
Testing against ordered alternatives in one-way ANOVA model with exponential errors	0
Model averaging for semiparametric varying coefficient quantile regression models	0
Group least squares regression for linear models with strongly correlated predictor variables	0
Gradual change-point analysis based on Spearman matrices for multivariate time series	0
Inference using an exact distribution of test statistic for random-effects meta-analysis	0
Selection-bias-adjusted inference for the bivariate normal distribution under soft-threshold sampling	0
A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression	0
Sparse quantile regression via $$\ell _0$$-penalty	0
Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation	0
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”	0
Penalized estimation for non-identifiable models	0
Using the growth curve model in classification of repeated measurements	0
Restricted estimation in partially linear varying coefficient errors-in-variables models with missing response variables	0
Disentangling endogeneity and exogeneity in cryptocurrency markets using the modulated renewal Hawkes process with marks	0
Data segmentation for time series based on a general moving sum approach	0
Minimizing robust density power-based divergences for general parametric density models	0
A signed-rank estimator for nonlinear regression models when covariates and errors are dependent	0
Optimal averaging estimator of heterogeneous treatment effects for single-index models	0
On estimation of nonparametric regression models with autoregressive and moving average errors	0
Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation	0
Simultaneously sparse and low-rank matrix estimation via $$l_1$$-norm and nonconvex regularization	0
Gene–environment interaction analysis under the Cox model	0
On a projection least squares estimator for jump diffusion processes	0
Analysis of a truncated kernel ridge regression estimator based on two varying probability measures	0
Discussion of “Mode-based estimation of the center of symmetry”	0
Central limit theorems for vector-valued composite functionals with smoothing and applications	0
Regularized nonlinear regression with dependent errors and its application to a biomechanical model	0
Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions	0
The space of positive transition measures on a Markov chain	0
Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field	0
Robust estimation of the conditional stable tail dependence function	0
Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models	0
Testing overidentifying restrictions on high-dimensional instruments and covariates	0
Thresholded Lasso for high dimensional variable selection	0
Large-sample properties of multiple imputation estimators for parameters of logistic regression with covariates missing at random separately or simultaneously	0
Nonparametric estimation of hitting-time variance	0
Offline minimax Q-function learning for undiscounted indefinite-horizon MDPs	0
Variable selection via penalized ridge regression with error-prone variables	0
Gaussian quasi-information criteria for ergodic Lévy driven SDE	0
On UMPS hypothesis testing	0
Flexible asymmetric multivariate distributions based on two-piece univariate distributions	0
Model free feature screening for large scale and ultrahigh dimensional survival data	0
Tuning parameter selection for the adaptive nuclear norm regularized trace regression	0
Bayesian group regularization in generalized linear models with a continuous spike-and-slab prior	0
An information criterion for robust estimation with unnormalized statistical models	0
Rate of convergence of over-parametrized deep neural network regression estimates learned by stochastic gradient descent	0
A delineation of new classes of exponential dispersion models supported on the set of nonnegative integers	0
Information projection approach to smoothed propensity score weighting for handling selection bias under missing at random	0
On the choice of the optimal single order statistic in quantile estimation	0
A copula spectral test for pairwise time reversibility	0
Quantitative robustness of instance ranking problems	0
Robust and efficient parameter estimation for discretely observed stochastic processes	0
A greedy and optimistic clustering for leveraging individual covariate uncertainty	0
Robust variable selection in high-dimensional nonparametric additive model	0
Asymptotic properties of empirical likelihood MLE for joint modeling right censored survival data and intensive longitudinal covariates	0
Quadratic functional estimation from observations with multiplicative measurement error	0
Generation of all randomizations using circuits	0