Annals of the Institute of Statistical Mathematics

Papers
(The TQCC of Annals of the Institute of Statistical Mathematics is 2. 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 2022-08-01 to 2026-08-01.)
ArticleCitations
Robust empirical likelihood variable selection for the high dimensional single-index regression model20
Uniformly consistent proportion estimation for composite hypotheses via integral equations: “the case of Gamma random variables”11
A way of eliminating a nuisance parameter with the plug-in method utilizing an independent sample11
Comparative evaluation of point process forecasts10
Asymptotic normality of multivariate frequency polygons for stationary random fields7
Estimation of complier causal treatment effects with informatively interval-censored failure time data7
Data-driven model selection for same-realization predictions in autoregressive processes7
A goodness-of-fit test on the number of biclusters in a relational data matrix6
Asymptotic theory in network models with covariates and a growing number of node parameters6
Mode-based estimation of the center of symmetry6
Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates5
Statistical inference for the dynamic time warping distance, with application to abnormal time-series detection5
On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent5
The family of multivariate beta copulas revisited5
Exact two-sided confidence sets for a level set in simple linear regression5
Asymptotic expected sensitivity function and its applications to measures of monotone association5
Identifiability of latent-variable and structural-equation models: from linear to nonlinear5
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem4
Nonparametric multiple regression by projection on non-compactly supported bases4
Infill asymptotics for logistic regression estimators for parameters of the intensity function of spatial point processes4
Application of some $$L_{2}$$ optimization to a discrete distribution4
Generalized high-dimensional tensor learning with nuclear norm regularization4
Robust superefficient estimation methods for nonparametric regression models4
Model averaging for estimating treatment effects4
Correction to: Hidden AR process and adaptive Kalman filter4
Debiased group lasso for multiple compositional data4
Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity4
Empirical likelihood simultaneous confidence band for conditional variance function4
Learning of deep convolutional network image classifiers via stochastic gradient descent and over-parametrization3
Consistent group selection using global–local shrinkage priors in sparse normal linear regression3
Multivariate frequency polygon for stationary random fields3
A distance covariance test of independence in high dimension, low sample size contexts3
Polyspectral factorization3
Inference in models with omitted covariates: Cramér-type moderate deviations and applications to high-dimensional regression3
Rejoinder to the discussion of “Mode-based estimation of the center of symmetry”3
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity3
Convergence of systematic-scan and random-scan Gibbs samplers for bivariate discrete conditional distributions3
Correction to: Group least squares regression for linear models with strongly correlated predictor variables2
Inhomogeneous hidden semi-Markov models for incompletely observed point processes2
Slash distributions, generalized convolutions, and extremes2
Estimation and variable selection of higher-order spatial autoregressive functional coefficient model with endogenous covariates and diverging dimension2
Test for conditional quantile change in general conditional heteroscedastic time series models2
Robust estimation for nonrandomly distributed data2
Score test for unconfoundedness under a logistic treatment assignment model2
Comparison and equality of generalized $$\psi $$-estimators2
On uniform consistency of nonparametric estimators smoothed by the gamma kernel2
Limit theorems for self-similar symmetric stable moving average processes: a study with p-variations2
Statistical inference for random T-tessellations models. Application to agricultural landscape modeling2
Localization of moving poisson source on the plane2
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