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 2021-03-01 to 2025-03-01.)

Article	Citations
Robust variable selection with exponential squared loss for partially linear spatial autoregressive models	13
Semiparametric modelling of two-component mixtures with stochastic dominance	9
Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis	7
Discussion of Akaike Memorial Lecture 2020: Some of the challenges of statistical applications	7
Akaike Memorial Lecture 2020: Some of the challenges of statistical applications	6
Search for minimum aberration designs with uniformity	6
Variable selection for functional linear models with strong heredity constraint	5
Discussion of “Identifiability of latent-variable and structural-equation models: from linear to nonlinear”	5
Least absolute deviation estimation for AR(1) processes with roots close to unity	5
Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity	4
A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression	4
Semiparametric transformation models for survival data with dependent censoring	4
Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms	4
Model averaging for estimating treatment effects	3
On estimation of nonparametric regression models with autoregressive and moving average errors	3
A high-dimensional M-estimator framework for bi-level variable selection	3
Minimizing robust density power-based divergences for general parametric density models	3
Comparison and equality of generalized $$\psi $$-estimators	3
Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays	3
Asymptotic linear expansion of regularized M-estimators	3
Broken adaptive ridge regression for right-censored survival data	3
The finite sample properties of sparse M-estimators with pseudo-observations	3
Whittle estimation for continuous-time stationary state space models with finite second moments	3
Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein’s method	2
Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models	2

Improved confidence intervals for nonlinear mixed-effects and nonparametric regression models	2
On the usage of randomized p-values in the Schweder–Spjøtvoll estimator	2
Using the growth curve model in classification of repeated measurements	2
Estimation of value-at-risk by $$L^{p}$$ quantile regression	2
Bayes factor asymptotics for variable selection in the Gaussian process framework	2
A blockwise network autoregressive model with application for fraud detection	2
Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation	2
A three-step local smoothing approach for estimating the mean and covariance functions of spatio-temporal Data	2
Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals	2
Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic	2
Generation of all randomizations using circuits	2
Outcome regression-based estimation of conditional average treatment effect	2