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 2021-02-01 to 2025-02-01.)

Article	Citations
Robust variable selection with exponential squared loss for partially linear spatial autoregressive models	13
Semiparametric modelling of two-component mixtures with stochastic dominance	9
Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis	7
Discussion of Akaike Memorial Lecture 2020: Some of the challenges of statistical applications	7
Search for minimum aberration designs with uniformity	6
Akaike Memorial Lecture 2020: Some of the challenges of statistical applications	5
Least absolute deviation estimation for AR(1) processes with roots close to unity	5
A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression	5
Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms	5
Variable selection for functional linear models with strong heredity constraint	4
Minimizing robust density power-based divergences for general parametric density models	4
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”	4
Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity	4
On estimation of nonparametric regression models with autoregressive and moving average errors	3
Semiparametric transformation models for survival data with dependent censoring	3
Local polynomial expectile regression	3
Asymptotic linear expansion of regularized M-estimators	3
Broken adaptive ridge regression for right-censored survival data	3
The finite sample properties of sparse M-estimators with pseudo-observations	3
Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays	3
Comparison and equality of generalized $$\psi $$-estimators	3
Model averaging for estimating treatment effects	3
Whittle estimation for continuous-time stationary state space models with finite second moments	3
A high-dimensional M-estimator framework for bi-level variable selection	2
Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals	2

Improved confidence intervals for nonlinear mixed-effects and nonparametric regression models	2
Generation of all randomizations using circuits	2
Outcome regression-based estimation of conditional average treatment effect	2
Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein’s method	2
Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models	2
A blockwise network autoregressive model with application for fraud detection	2
On the usage of randomized p-values in the Schweder–Spjøtvoll estimator	2
Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic	2
Bayes factor asymptotics for variable selection in the Gaussian process framework	2
Estimation of value-at-risk by $$L^{p}$$ quantile regression	2
A three-step local smoothing approach for estimating the mean and covariance functions of spatio-temporal Data	2
Using the growth curve model in classification of repeated measurements	2
Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation	2
Robust model selection with covariables missing at random	1
Multivariate frequency polygon for stationary random fields	1
Asymptotic theory in network models with covariates and a growing number of node parameters	1
Information projection approach to smoothed propensity score weighting for handling selection bias under missing at random	1
Asymptotic equivalence for nonparametric regression with dependent errors: Gauss–Markov processes	1
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity	1
Robust estimation of the conditional stable tail dependence function	1
Robust and efficient parameter estimation for discretely observed stochastic processes	1
Author’s rejoinder to the discussion of the Akaike Memorial Lecture 2020	1
Semiparametric inference on general functionals of two semicontinuous populations	1
Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation	1
Robust density power divergence estimates for panel data models	1
A sequential feature selection procedure for high-dimensional Cox proportional hazards model	1
Exact statistical inference for the Wasserstein distance by selective inference	1
Comparing regression curves: an L1-point of view	1
On the choice of the optimal single order statistic in quantile estimation	1
Forward variable selection for ultra-high dimensional quantile regression models	1
Simultaneous confidence bands for nonparametric regression with missing covariate data	1
Flexible asymmetric multivariate distributions based on two-piece univariate distributions	1
Simultaneous inference for Berkson errors-in-variables regression under fixed design	1
Comparative evaluation of point process forecasts	1
Estimation of complier causal treatment effects with informatively interval-censored failure time data	1
Data segmentation for time series based on a general moving sum approach	1
Test for conditional quantile change in general conditional heteroscedastic time series models	1
Selective inference after feature selection via multiscale bootstrap	1
Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions	1
Inference of random effects for linear mixed-effects models with a fixed number of clusters	1
Data-driven model selection for same-realization predictions in autoregressive processes	1
On a projection least squares estimator for jump diffusion processes	1
Determining the number of canonical correlation pairs for high-dimensional vectors	1
Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism	0
Regression analysis for exponential family data in a finite population setup using two-stage cluster sample	0
Smooth distribution function estimation for lifetime distributions using Szasz–Mirakyan operators	0
Asymptotic expected sensitivity function and its applications to measures of monotone association	0
Testing overidentifying restrictions on high-dimensional instruments and covariates	0
Rejoinder of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear"	0
Gradual change-point analysis based on Spearman matrices for multivariate time series	0

Discussion of “Akaike Memorial Lecture 2020: Some of the challenges of statistical applications”	0
Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates	0
Random mixture Cox point processes	0
On UMPS hypothesis testing	0
Wasserstein statistics in one-dimensional location scale models	0
Inference for nonstationary time series of counts with application to change-point problems	0
Tests for the existence of group effects and interactions for two-way models with dependent errors	0
Distribution-free testing in linear and parametric regression	0
Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach	0
A copula spectral test for pairwise time reversibility	0
Penalized estimation for non-identifiable models	0
Inference using an exact distribution of test statistic for random-effects meta-analysis	0
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem	0
Quantitative robustness of instance ranking problems	0
Approximating symmetrized estimators of scatter via balanced incomplete U-statistics	0
On comparing competing risks using the ratio of their cumulative incidence functions	0
Slash distributions, generalized convolutions, and extremes	0
Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process	0
Empirical tail conditional allocation and its consistency under minimal assumptions	0
Automatic data-based bin width selection for rose diagram	0
Matrix completion under complex survey sampling	0
Group least squares regression for linear models with strongly correlated predictor variables	0
Identifiability of latent-variable and structural-equation models: from linear to nonlinear	0
A goodness-of-fit test on the number of biclusters in a relational data matrix	0
Adaptive efficient estimation for generalized semi-Markov big data models	0
A delineation of new classes of exponential dispersion models supported on the set of nonnegative integers	0
Confidence bounds for the true discovery proportion based on the exact distribution of the number of rejections	0
Fixed accuracy estimation of parameters in a threshold autoregressive model	0
A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance	0
Robust estimation for nonrandomly distributed data	0
Nonparametric inference for additive models estimated via simplified smooth backfitting	0
Model free feature screening for large scale and ultrahigh dimensional survival data	0
Inhomogeneous hidden semi-Markov models for incompletely observed point processes	0
Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes	0
Gene–environment interaction analysis under the Cox model	0
Model averaging for semiparametric varying coefficient quantile regression models	0
Robust distributed estimation and variable selection for massive datasets via rank regression	0
On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent	0
Nonparametric multiple regression by projection on non-compactly supported bases	0
Nonparametric tests for multistate processes with clustered data	0
Regularized nonlinear regression with dependent errors and its application to a biomechanical model	0
Gaussian quasi-information criteria for ergodic Lévy driven SDE	0
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”	0
Large-sample properties of multiple imputation estimators for parameters of logistic regression with covariates missing at random separately or simultaneously	0
Characterizations of the normal distribution via the independence of the sample mean and the feasible definite statistics with ordered arguments	0
Nonparametric regression with warped wavelets and strong mixing processes	0
Empirical likelihood meta-analysis with publication bias correction under Copas-like selection model	0
Testing against ordered alternatives in one-way ANOVA model with exponential errors	0
Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution	0
Mixture of shifted binomial distributions for rating data	0
Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field	0
Correction to: Group least squares regression for linear models with strongly correlated predictor variables	0
The variable selection by the Dantzig selector for Cox’s proportional hazards model	0
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence	0
Statistical inference for random T-tessellations models. Application to agricultural landscape modeling	0
Estimation with multivariate outcomes having nonignorable item nonresponse	0
Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions	0
Hidden AR process and adaptive Kalman filter	0
Wigner and Wishart ensembles for sparse Vinberg models	0
Efficient estimation methods for non-Gaussian regression models in continuous time	0
Statistical inference using regularized M-estimation in the reproducing kernel Hilbert space for handling missing data	0
On the rate of convergence of image classifiers based on convolutional neural networks	0
Multi-round smoothed composite quantile regression for distributed data	0