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 2022-06-01 to 2026-06-01.)

Article	Citations
Robust empirical likelihood variable selection for the high dimensional single-index regression model	18
A way of eliminating a nuisance parameter with the plug-in method utilizing an independent sample	10
Uniformly consistent proportion estimation for composite hypotheses via integral equations: “the case of Gamma random variables”	10
Comparative evaluation of point process forecasts	9
Estimation of complier causal treatment effects with informatively interval-censored failure time data	7
Asymptotic normality of multivariate frequency polygons for stationary random fields	7
Mode-based estimation of the center of symmetry	6
A goodness-of-fit test on the number of biclusters in a relational data matrix	6
Data-driven model selection for same-realization predictions in autoregressive processes	6
Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates	5
The family of multivariate beta copulas revisited	5
Asymptotic theory in network models with covariates and a growing number of node parameters	5
On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent	5
Application of some $$L_{2}$$ optimization to a discrete distribution	4
Identifiability of latent-variable and structural-equation models: from linear to nonlinear	4
Non-explicit formula of boundary crossing probabilities by the Girsanov theorem	4
Exact two-sided confidence sets for a level set in simple linear regression	4
Asymptotic expected sensitivity function and its applications to measures of monotone association	4
Correction to: Hidden AR process and adaptive Kalman filter	4
Statistical inference for the dynamic time warping distance, with application to abnormal time-series detection	4
Model averaging for estimating treatment effects	3
Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity	3
Empirical likelihood simultaneous confidence band for conditional variance function	3
Consistent group selection using global–local shrinkage priors in sparse normal linear regression	3
Inference in models with omitted covariates: Cramér-type moderate deviations and applications to high-dimensional regression	3

Debiased group lasso for multiple compositional data	3
Infill asymptotics for logistic regression estimators for parameters of the intensity function of spatial point processes	3
Multivariate frequency polygon for stationary random fields	3
Estimation with multivariate outcomes having nonignorable item nonresponse	3
Nonparametric multiple regression by projection on non-compactly supported bases	3
Generalized high-dimensional tensor learning with nuclear norm regularization	3
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity	3
A distance covariance test of independence in high dimension, low sample size contexts	3
Rejoinder to the discussion of “Mode-based estimation of the center of symmetry”	2
Test for conditional quantile change in general conditional heteroscedastic time series models	2
Slash distributions, generalized convolutions, and extremes	2
Building a theoretical foundation for combining negative controls and replicates	2
Exact statistical inference for the Wasserstein distance by selective inference	2
Inhomogeneous hidden semi-Markov models for incompletely observed point processes	2
On uniform consistency of nonparametric estimators smoothed by the gamma kernel	2
Score test for unconfoundedness under a logistic treatment assignment model	2
Localization of moving poisson source on the plane	2
Robust estimation for nonrandomly distributed data	2
Correction to: Group least squares regression for linear models with strongly correlated predictor variables	2
Limit theorems for self-similar symmetric stable moving average processes: a study with p-variations	2
Statistical inference for random T-tessellations models. Application to agricultural landscape modeling	2