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 2020-04-01 to 2024-04-01.)

Article	Citations
Semiparametric methods for left-truncated and right-censored survival data with covariate measurement error	18
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence	11
Estimation for high-frequency data under parametric market microstructure noise	9
Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution	8
Model averaging for linear models with responses missing at random	7
Empirical tail conditional allocation and its consistency under minimal assumptions	6
Hypothesis tests for high-dimensional covariance structures	6
Wasserstein statistics in one-dimensional location scale models	5
On localization of source by hidden Gaussian processes with small noise	5
Instrument search in pseudo-likelihood approach for nonignorable nonresponse	5
Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals	4
Global jump filters and quasi-likelihood analysis for volatility	4
Generalized inverse-Gaussian frailty models with application to TARGET neuroblastoma data	4
Mellin–Meijer kernel density estimation on $${{\mathbb {R}}}^+$$	4
Local polynomial expectile regression	4
Broken adaptive ridge regression for right-censored survival data	4
Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction	4
Slash distributions, generalized convolutions, and extremes	3
Wigner and Wishart ensembles for sparse Vinberg models	3
Efficient likelihood-based inference for the generalized Pareto distribution	3
Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts	3
Multi-round smoothed composite quantile regression for distributed data	3
Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach	3
Semiparametric inference on general functionals of two semicontinuous populations	3
Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process	3

Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes	3
Gaussian graphical models with toric vanishing ideals	3
Empirical likelihood meta-analysis with publication bias correction under Copas-like selection model	2
Inhomogeneous hidden semi-Markov models for incompletely observed point processes	2
Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation	2
Variable selection for functional linear models with strong heredity constraint	2
Smooth distribution function estimation for lifetime distributions using Szasz–Mirakyan operators	2
Identifiability of latent-variable and structural-equation models: from linear to nonlinear	2
A copula spectral test for pairwise time reversibility	2
Simultaneous confidence bands for nonparametric regression with missing covariate data	2
On the power of some sequential multiple testing procedures	2
Multiresolution analysis of point processes and statistical thresholding for Haar wavelet-based intensity estimation	2
Nonparametric tests for multistate processes with clustered data	2
Inference of random effects for linear mixed-effects models with a fixed number of clusters	2
On the usage of randomized p-values in the Schweder–Spjøtvoll estimator	2
Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification	2