Metrika

Papers
(The TQCC of Metrika 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.)
ArticleCitations
Staged trees for discrete longitudinal data20
Pointwise density estimation on metric spaces and applications in seismology12
Checking for model failure and for prior-data conflict with the constrained multinomial model11
On a stochastic order induced by an extension of Panjer’s family of discrete distributions11
High-dimensional quantile varying-coefficient models with dimension reduction8
Correcting spot power variation estimator via Edgeworth expansion7
Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location7
On some stochastic comparisons of arithmetic and geometric mixture models6
Conditional cumulative distribution function for surrogate scalar response6
Penalized Lq-likelihood estimator and its influence function in generalized linear models6
Statistical inference for linear quantile regression with measurement error in covariates and nonignorable missing responses6
Universally optimal balanced block designs for interference model5
V-optimality of designs in random effects Poisson regression models5
Nonparametric estimation of univariate and bivariate survival functions under right censoring: a survey5
An analog of Bickel–Rosenblatt test for fitting an error density in the two phase linear regression model5
Characterization of three-order confounding via consulting sets5
Standardized maximin D- and c-optimal designs for the Poisson–Gamma model4
Real-time changepoint detection in a nonlinear expectile model4
Ranks, copulas, and permutons4
Fractional factorial designs for Fourier-cosine models4
A new estimation in functional linear concurrent model with covariate dependent and noise contamination4
On Bernoulli trials with unequal harmonic success probabilities3
On Berry–Esséen bound of frequency polygon estimation under $$\rho $$-mixing samples3
Staged trees and asymmetry-labeled DAGs3
A Generalisation of Emerson’s recurrence formulae and the Gray-Williams index3
Optimal two-level regular fractional factorial split-plot designs when the effects of subplot factors are more important3
Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments3
Modelling and diagnostic tests for Poisson and negative-binomial count time series3
Some unified results on isotonic regression estimators of order restricted parameters of a general bivariate location/scale model3
Robust estimation and diagnostic of generalized linear model for insurance losses: a weighted likelihood approach3
Cumulative information generating function and generalized Gini functions3
Estimation of extropy function in the presence of measurement error3
Jackknife model averaging for mixed-data kernel-weighted spline quantile regressions3
Two redundancy mechanisms in series and parallel systems with heterogeneous dependent components2
A note on the discretization of natural exponential families on the real line2
Structure of hybrid censoring schemes and its implications2
A semiparametric multiply robust multiple imputation method for causal inference2
Prediction of record values by using quantile regression curves and distortion functions2
A new method for estimating the tail index using truncated sample mean2
Functional single-index composite quantile regression2
On regression and classification with possibly missing response variables in the data2
Estimation of conditional distribution functions from data with additional errors applied to shape optimization2
Non asymptotic expansions of the MME in the case of Poisson observations2
Design efficiency for minimum projection uniform designs with q levels2
Effective and robust clustering for spatiotemporally dependent data2
Robust variable selection with exponential squared loss for linear mixed-effects models2
Measure of deviancy from marginal mean equality based on cumulative marginal probabilities in square contingency tables2
Poisson QMLE for change-point detection in general integer-valued time series models2
Distribution-free specification test for volatility function based on high-frequency data with microstructure noise2
Asymptotic theory for regression models with fractional local to unity root errors2
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