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 2021-05-01 to 2025-05-01.)
ArticleCitations
Pointwise density estimation on metric spaces and applications in seismology23
Universally optimal balanced block designs for interference model14
Fractional factorial designs for Fourier-cosine models11
A note on the discretization of natural exponential families on the real line10
Distribution-free specification test for volatility function based on high-frequency data with microstructure noise8
Large deviations for randomly weighted least squares estimator in a nonlinear regression model8
Reducing multi-collinearity in GLMS with categorical covariates7
A multivariate Jacobi polynomials regression estimator associated with an ANOVA decomposition model7
The effects of aggregation and sampling on periodic INGARCH processes7
Bivariate distributions with equi-dispersed normal conditionals and related models7
Consistency of the MLE under a two-parameter Gamma mixture model with a structural shape parameter6
Distributed estimation of functional linear regression with functional responses6
Communication-efficient distributed estimation for high-dimensional large-scale linear regression6
Estimation and bootstrap for stochastically monotone Markov processes5
Predicting future failure times by using quantile regression5
Estimating a gradual parameter change in an AR(1)-process5
Bounds of expectations of order statistics for distributions possessing monotone reversed failure rates4
Expectile regression for spatial functional data analysis (sFDA)4
Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects4
D-optimal joint best linear unbiased prediction of order statistics4
On estimating common mean of several inverse Gaussian distributions4
Construction of group strong orthogonal arrays of strength two plus4
Rank-based test for slope homogeneity in high-dimensional panel data models3
Ranks, copulas, and permutons3
V-optimality of designs in random effects Poisson regression models3
On the asymptotic behaviour of the joint distribution of the maxima and minima of observations, when the sample size is a random variable3
A new estimation in functional linear concurrent model with covariate dependent and noise contamination3
Modelling and diagnostic tests for Poisson and negative-binomial count time series3
Weak runs in sequences of binary trials3
On bivariate threshold Poisson integer-valued autoregressive processes3
Conditional cumulative distribution function for surrogate scalar response3
High-dimensional quantile varying-coefficient models with dimension reduction3
Robust variable selection with exponential squared loss for linear mixed-effects models2
A note on the partial likelihood estimator of the proportional hazards model for combined incident and prevalent cohort data2
A proper selection among multiple Buckley–James estimates2
Bayesian estimation for an item response tree model for nonresponse modeling2
Poisson generalized Lindley process and its properties2
Penalized maximum likelihood estimator for mixture of von Mises–Fisher distributions2
Some unified results on isotonic regression estimators of order restricted parameters of a general bivariate location/scale model2
Estimation of conditional distribution functions from data with additional errors applied to shape optimization2
Robust distributed multicategory angle-based classification for massive data2
Robust estimation and diagnostic of generalized linear model for insurance losses: a weighted likelihood approach2
Most powerful test sequences with early stopping options2
A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application2
Right-censored nonparametric regression with measurement error2
Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments2
Non asymptotic expansions of the MME in the case of Poisson observations2
A new method for estimating the tail index using truncated sample mean2
Two-stage and purely sequential minimum risk point estimation of the scale parameter of a family of distributions under modified LINEX loss plus sampling cost2
A-optimal designs for non-parametric symmetrical global sensitivity analysis2
Smoothed partially linear varying coefficient quantile regression with nonignorable missing response2
Staged trees and asymmetry-labeled DAGs2
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