Annals of Statistics

Papers
(The TQCC of Annals of Statistics is 7. 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 2022-08-01 to 2026-08-01.)
ArticleCitations
Estimation and inference for minimizer and minimum of convex functions: Optimality, adaptivity and uncertainty principles206
High-dimensional statistical inference for linkage disequilibrium score regression and its cross-ancestry extensions68
Inference in Ising models on dense regular graphs53
Near-optimal inference in adaptive linear regression50
A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids43
Efficiency in local differential privacy39
Half-trek criterion for identifiability of latent variable models32
Approximate independence of permutation mixtures31
Deep horseshoe Gaussian processes31
On high-dimensional Poisson models with measurement error: Hypothesis testing for nonlinear nonconvex optimization31
A geometrical analysis of kernel ridge regression and its applications28
Scalable estimation and inference for censored quantile regression process28
Universal rank inference via residual subsampling with application to large networks26
Optimal convex M-estimation via score matching26
Fundamental limits of community detection from multi-view data: Multi-layer, dynamic and partially labeled block models25
Debiased regression adjustment in completely randomized experiments with moderately high-dimensional covariates25
Learning sparse graphons and the generalized Kesten–Stigum threshold24
A general characterization of optimal tie-breaker designs23
Trace test for high-dimensional cointegration22
Rank tests for PCA under weak identifiability22
Consistent inference for diffusions from low frequency measurements21
Spectrum-aware debiasing: A modern inference framework with applications to principal components regression20
Adaptive and robust multi-task learning20
Asymptotic analysis of synchrosqueezing transform—toward statistical inference with nonlinear-type time-frequency analysis20
Spectral gap bounds for reversible hybrid Gibbs chains19
Inference for low-rank models18
Sharp optimality for high-dimensional covariance testing under sparse signals18
Yurinskii’s coupling for martingales18
On posterior consistency of data assimilation with Gaussian process priors: The 2D-Navier–Stokes equations18
Gradient descent inference in empirical risk minimization18
Change-point inference in high-dimensional regression models under temporal dependence18
Rate-optimal estimation of mixed semimartingales17
Environment invariant linear least squares17
Statistical-computational trade-offs for recursive adaptive partitioning estimators17
A common-cause principle for eliminating selection bias in causal estimands through covariate adjustment17
Near optimal sample complexity for matrix and tensor normal models via geodesic convexity17
Rank and factor loadings estimation in time series tensor factor model by pre-averaging17
Fixed and random covariance regression analyses17
Supervised homogeneity fusion: A combinatorial approach16
Order-of-addition orthogonal arrays to study the effect of treatment ordering16
Nonparametric classification with missing data15
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations15
Object detection under the linear subspace model with application to cryo-EM images15
New Edgeworth-type expansions with finite sample guarantees15
General spatio-temporal factor models for high-dimensional random fields on a lattice15
Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling15
Is infinity that far? A Bayesian nonparametric perspective of finite mixture models15
A nonparametric test for elliptical distribution based on kernel embedding of probabilities15
Toward theoretical understandings of robust Markov decision processes: Sample complexity and asymptotics15
On the convergence of coordinate ascent variational inference14
On the multiway principal component analysis14
Learning extremal graphical structures in high dimensions14
On the structural dimension of sliced inverse regression14
Asymptotic distribution of maximum likelihood estimator in generalized linear mixed models with crossed random effects14
Consistency of invariance-based randomization tests13
Projected state-action balancing weights for offline reinforcement learning13
Transfer learning for contextual multi-armed bandits13
Minimax rate of distribution estimation on unknown submanifolds under adversarial losses13
Learning mixtures of permutations: Groups of pairwise comparisons and combinatorial method of moments13
Plugin estimation of smooth optimal transport maps13
The numeraire e-variable and reverse information projection13
Minimax rate for multivariate data under componentwise local differential privacy constraints13
Sup-norm adaptive drift estimation for multivariate nonreversible diffusions12
Algorithmic stability implies training-conditional coverage for distribution-free prediction methods12
Communication-efficient and distributed-oracle estimation for high-dimensional quantile regression12
The Lasso with general Gaussian designs with applications to hypothesis testing12
Wald tests when restrictions are locally singular12
Time-uniform central limit theory and asymptotic confidence sequences12
Computational lower bounds for graphon estimation via low-degree polynomials11
Finite-sample complexity of sequential Monte Carlo estimators11
A new approach to tests and confidence bands for distribution functions11
Testing nonparametric shape restrictions11
Testing for independence in high dimensions based on empirical copulas11
Noisy linear inverse problems under convex constraints: Exact risk asymptotics in high dimensions11
Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions11
Confounder selection via iterative graph expansion11
Interactive versus noninteractive locally differentially private estimation: Two elbows for the quadratic functional11
The distributionally robust prediction error of the LASSO and related estimators10
Dimension free ridge regression10
Dispersal density estimation across scales10
Change acceleration and detection10
Linear biomarker combination for constrained classification10
Detecting multiple replicating signals using adaptive filtering procedures10
ARK: Robust knockoffs inference with coupling9
On universally consistent and fully distribution-free rank tests of vector independence9
A flexible defense against the winner’s curse9
The Stein effect for Fréchet means9
Bridging factor and sparse models9
On the sample complexity of entropic optimal transport9
Nonlinear global Fréchet regression for random objects via weak conditional expectation9
ℓ2 inference for change points in high-dimensional time series via a Two-Way MOSUM9
Carving model-free inference9
Correction note: “Asymptotic spectral theory for nonlinear time series”8
Semiparametric inference based on adaptively collected data8
Conformal inference for random objects8
Online estimation with rolling validation: Adaptive nonparametric estimation with streaming data8
Dualizing Le Cam’s method for functional estimation I: General theory8
Joint sequential detection and isolation for dependent data streams8
Local convexity of the TAP free energy and AMP convergence for Z2-synchronization8
Matching recovery threshold for correlated random graphs7
Testing high-dimensional regression coefficients in linear models7
Asymptotic distributions of largest Pearson correlation coefficients under dependent structures7
Efficient estimation of the maximal association between multiple predictors and a survival outcome7
Post-selection inference via algorithmic stability7
Embedding distributional data7
Multivariate trend filtering for lattice data7
Large-dimensional independent component analysis: Statistical optimality and computational tractability7
Information theoretic limits of robust sub-Gaussian mean estimation under star-shaped constraints7
Global and individualized community detection in inhomogeneous multilayer networks7
Symmetry: A general structure in nonparametric regression7
Spectral analysis of gram matrices with missing at random observations: Convergence, central limit theorems, and applications in statistical inference7
A nonparametric doubly robust test for a continuous treatment effect7
Ensemble projection pursuit for general nonparametric regression7
Affine-equivariant inference for multivariate location under Lp loss functions7
Entrywise dynamics and universality of general first order methods7
A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes7
Local permutation tests for conditional independence7
Adaptive variational Bayes: Optimality, computation and applications7
Bootstrapping persistent Betti numbers and other stabilizing statistics7
0.20442986488342