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 2020-11-01 to 2024-11-01.)
ArticleCitations
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence13
Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution9
Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach7
Empirical tail conditional allocation and its consistency under minimal assumptions7
Wasserstein statistics in one-dimensional location scale models6
On the usage of randomized p-values in the Schweder–Spjøtvoll estimator5
Generalized inverse-Gaussian frailty models with application to TARGET neuroblastoma data5
Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes5
Local polynomial expectile regression5
Global jump filters and quasi-likelihood analysis for volatility5
Broken adaptive ridge regression for right-censored survival data5
Mellin–Meijer kernel density estimation on $${{\mathbb {R}}}^+$$4
Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction4
Gaussian graphical models with toric vanishing ideals4
Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process4
Semiparametric inference on general functionals of two semicontinuous populations4
On the rate of convergence of image classifiers based on convolutional neural networks4
Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals4
Simultaneous confidence bands for nonparametric regression with missing covariate data3
Slash distributions, generalized convolutions, and extremes3
Nonparametric tests for multistate processes with clustered data3
Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation3
Efficient likelihood-based inference for the generalized Pareto distribution3
Multi-round smoothed composite quantile regression for distributed data3
Wigner and Wishart ensembles for sparse Vinberg models3
Forward variable selection for ultra-high dimensional quantile regression models3
Variable selection for functional linear models with strong heredity constraint3
Identifiability of latent-variable and structural-equation models: from linear to nonlinear3
A copula spectral test for pairwise time reversibility3
Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions2
Inhomogeneous hidden semi-Markov models for incompletely observed point processes2
Inference for nonstationary time series of counts with application to change-point problems2
Comparative evaluation of point process forecasts2
Outcome regression-based estimation of conditional average treatment effect2
Empirical likelihood meta-analysis with publication bias correction under Copas-like selection model2
Mixture of shifted binomial distributions for rating data2
Nonparametric regression with warped wavelets and strong mixing processes2
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity2
A blockwise network autoregressive model with application for fraud detection2
Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms2
Smooth distribution function estimation for lifetime distributions using Szasz–Mirakyan operators2
A permutation test for the two-sample right-censored model2
Test for conditional quantile change in general conditional heteroscedastic time series models2
Inference of random effects for linear mixed-effects models with a fixed number of clusters2
A three-step local smoothing approach for estimating the mean and covariance functions of spatio-temporal Data2
Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification2
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