OOIR: Observatory of International Research

Papers

(The median citation count of Annals of the Institute of Statistical Mathematics is 1. 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 2020-11-01 to 2024-11-01.)

Article	Citations
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence	13
Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution	9
Empirical tail conditional allocation and its consistency under minimal assumptions	7
Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach	7
Wasserstein statistics in one-dimensional location scale models	6
Global jump filters and quasi-likelihood analysis for volatility	5
Broken adaptive ridge regression for right-censored survival data	5
On the usage of randomized p-values in the Schweder–Spjøtvoll estimator	5
Generalized inverse-Gaussian frailty models with application to TARGET neuroblastoma data	5
Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes	5
Local polynomial expectile regression	5
Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals	4
Mellin–Meijer kernel density estimation on $${{\mathbb {R}}}^+$$	4
Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction	4
Gaussian graphical models with toric vanishing ideals	4
Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process	4
Semiparametric inference on general functionals of two semicontinuous populations	4
On the rate of convergence of image classifiers based on convolutional neural networks	4
Identifiability of latent-variable and structural-equation models: from linear to nonlinear	3
A copula spectral test for pairwise time reversibility	3
Simultaneous confidence bands for nonparametric regression with missing covariate data	3
Slash distributions, generalized convolutions, and extremes	3
Nonparametric tests for multistate processes with clustered data	3
Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation	3
Efficient likelihood-based inference for the generalized Pareto distribution	3

Multi-round smoothed composite quantile regression for distributed data	3
Wigner and Wishart ensembles for sparse Vinberg models	3
Forward variable selection for ultra-high dimensional quantile regression models	3
Variable selection for functional linear models with strong heredity constraint	3
Smooth distribution function estimation for lifetime distributions using Szasz–Mirakyan operators	2
A permutation test for the two-sample right-censored model	2
Test for conditional quantile change in general conditional heteroscedastic time series models	2
Inference of random effects for linear mixed-effects models with a fixed number of clusters	2
A three-step local smoothing approach for estimating the mean and covariance functions of spatio-temporal Data	2
Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification	2
Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions	2
Inhomogeneous hidden semi-Markov models for incompletely observed point processes	2
Inference for nonstationary time series of counts with application to change-point problems	2
Comparative evaluation of point process forecasts	2
Outcome regression-based estimation of conditional average treatment effect	2
Empirical likelihood meta-analysis with publication bias correction under Copas-like selection model	2
Mixture of shifted binomial distributions for rating data	2
Nonparametric regression with warped wavelets and strong mixing processes	2
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity	2
A blockwise network autoregressive model with application for fraud detection	2
Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms	2
Nonparametric multiple regression by projection on non-compactly supported bases	1
Characterizations of the normal distribution via the independence of the sample mean and the feasible definite statistics with ordered arguments	1
Inference using an exact distribution of test statistic for random-effects meta-analysis	1
Quantitative robustness of instance ranking problems	1
A sequential feature selection procedure for high-dimensional Cox proportional hazards model	1
Efficient estimation methods for non-Gaussian regression models in continuous time	1
A goodness-of-fit test on the number of biclusters in a relational data matrix	1
Generation of all randomizations using circuits	1
Robust test for structural instability in dynamic factor models	1
Semiparametric modelling of two-component mixtures with stochastic dominance	1
The variable selection by the Dantzig selector for Cox’s proportional hazards model	1
Robust distributed estimation and variable selection for massive datasets via rank regression	1
Tests for the existence of group effects and interactions for two-way models with dependent errors	1
Penalized estimation for non-identifiable models	1
Identifying shifts between two regression curves	1
Estimation with multivariate outcomes having nonignorable item nonresponse	1
Matrix completion under complex survey sampling	1
Multivariate frequency polygon for stationary random fields	1
Whittle estimation for continuous-time stationary state space models with finite second moments	1
Model averaging for estimating treatment effects	1
Regularized nonlinear regression with dependent errors and its application to a biomechanical model	1
Regression analysis for exponential family data in a finite population setup using two-stage cluster sample	1
Adaptive efficient estimation for generalized semi-Markov big data models	1
On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent	1
Model averaging for semiparametric varying coefficient quantile regression models	1
Fixed accuracy estimation of parameters in a threshold autoregressive model	1
Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates	1
Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic	1
A high-dimensional M-estimator framework for bi-level variable selection	1

Minimizing robust density power-based divergences for general parametric density models