OOIR: Observatory of International Research

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 2021-05-01 to 2025-05-01.)

Article	Citations
Uniformly consistent proportion estimation for composite hypotheses via integral equations: “the case of Gamma random variables”	13
A way of eliminating a nuisance parameter with the plug-in method utilizing an independent sample	9
Comparative evaluation of point process forecasts	8
Bayes factor asymptotics for variable selection in the Gaussian process framework	8
Estimation of complier causal treatment effects with informatively interval-censored failure time data	7
Simultaneous confidence bands for nonparametric regression with missing covariate data	7
Data-driven model selection for same-realization predictions in autoregressive processes	6
A goodness-of-fit test on the number of biclusters in a relational data matrix	6
Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates	4
Wigner and Wishart ensembles for sparse Vinberg models	4
Discussion of “Akaike Memorial Lecture 2020: Some of the challenges of statistical applications”	4
Asymptotic expected sensitivity function and its applications to measures of monotone association	4
Asymptotic theory in network models with covariates and a growing number of node parameters	4
The family of multivariate beta copulas revisited	3
Identifiability of latent-variable and structural-equation models: from linear to nonlinear	3
Model averaging for estimating treatment effects	3
Semiparametric inference on general functionals of two semicontinuous populations	3
On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent	3
Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms	3
A high-dimensional M-estimator framework for bi-level variable selection	3
Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity	3
Nonparametric multiple regression by projection on non-compactly supported bases	3
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem	3
Outcome regression-based estimation of conditional average treatment effect	3
Local polynomial expectile regression	3

A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity	2
Estimation with multivariate outcomes having nonignorable item nonresponse	2
Exact statistical inference for the Wasserstein distance by selective inference	2
Robust estimation for nonrandomly distributed data	2
Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach	2
A distance covariance test of independence in high dimension, low sample size contexts	2
Multivariate frequency polygon for stationary random fields	2
Correction to: Group least squares regression for linear models with strongly correlated predictor variables	2
Inhomogeneous hidden semi-Markov models for incompletely observed point processes	2