Brazilian Journal of Probability and Statistics

Papers
(The median citation count of Brazilian Journal of Probability and Statistics is 0. 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 2021-11-01 to 2025-11-01.)
ArticleCitations
Evolution with mass extinction on Td+10
A family of multivariate extended skew-G-elliptical distributions6
Bucket plot: A visual tool for skewness and kurtosis comparisons6
Wellposedness of anticipated BSDEs with quadratic growth and unbounded terminal value6
Different informational characteristics of cubic transmuted distributions5
Trajectory fitting estimation for nonlinear stochastic differential equations with reflection5
Bayesian mixed model for survival data with semicompeting risks based on the Clayton copula5
The first-order seasonal integer-valued autoregression process with zero-inflated Poisson innovations; application to integer-valued seasonal data analysis with overdispersion5
Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued U-statistics of absolutely regular data5
Unit level model for small area estimation with count data under square root transformation4
Properties of solution for fully coupled fractional mean-field forward-backward stochastic differential equation3
Maximum likelihood estimation for the reflected stochastic linear system with a large signal3
Some estimation procedures for Covid-19 suspected persons in a locality using randomized response model3
Expansions for posterior distributions3
A new distance-based distribution: Detecting concentration in directional data3
The discrete renewal equation with nonsummable inhomogeneous term3
Asymptotics of two-point correlations in the multi-species q-TAZRP3
Finite mixtures of multivariate skew Student’s t distributions with independent logistic skewing functions3
Asymptotic distribution of the friendship paradox of a random geometric graph2
Heston model about optimal investment and proportional reinsurance strategies for an insurer2
Variable selection for an improved INAR(1) model with explanatory variables using 2SPCLS2
Nonlinear log-wavelet-variance regression for perturbed 2D long memory Gaussian random fields2
Three mixed-effects regression models using an extended Weibull with applications on games in differential and integral calculus2
Log-symmetric models with cure fraction with application to leprosy reactions data2
Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution2
Model selection for functional linear regression with hierarchical structure2
A change-point approach for the identification of financial extreme regimes2
Partially linear models with p-order autoregressive skew-normal errors2
L-moments of asymmetric generalized distributions obtained through quantile splicing2
Single-stage sampling procedure for heteroscedasticity analysis of means1
Statistical design of ARL-unbiased exponential chart with runs and scans rules using repetitive sampling1
A survival model for lifetime with long-term survivors and unobserved heterogeneity1
Revisiting the Samejima–Bolfarine–Bazán IRT models: New features and extensions1
Large deviations in the supremum norm for a reaction–diffusion system1
A heteroscedasticity diagnostic of a regression analysis with copula dependent random variables1
Doubly robust estimation with graphical structure among predictors for integrating probability and non-probability samples1
New zero-inflated regression models with a variant of censoring1
Monotonicity of critical point in two-dimensional oriented percolation with enhancement1
The foundations of statistical science: A history of textbook presentations1
Absolute continuity of the super-Brownian motion with infinite mean1
Componentwise equivariant estimation of order restricted location and scale parameters in bivariate models: A unified study1
Flexible conditional density estimation for time series1
A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations1
Convergence of partial sum processes to stable processes with application for aggregation of branching processes1
Moment conditions for random coefficient AR(∞) under non-negativity assumptions1
Simultaneous outlier detection and variable selection for spatial Durbin model1
Regression modeling of censored data based on compound scale mixtures of normal distributions1
Imputation of missing data using Gaussian linear cluster-weighted modeling1
Probabilistic cellular automata with Andrei Toom1
Integrals of incomplete beta functions, with applications to order statistics, random walks and string enumeration1
Beyond the lognormal distribution with properties and applications1
Trajectory fitting estimation for a class of SDEs with small Lévy noises1
Influence diagnostics for the power-normal Tobit model1
On the restricted maximum likelihood estimation in a two-arm randomized clinical trial for binary endpoints1
A note on the Nielsen distribution1
Approximations related to the sums of m-dependent random variables1
Clique structure and other network properties of the tensor product of Erdős–Rényi graphs1
Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials0
Likelihood-based missing data analysis in crossover trials0
Divide-and-conquer Metropolis–Hastings samplers with matched samples0
Divergence-based clustering for distributed complex Bingham planar shapes0
The Bayes estimator of a conditional density: Asymptotic behavior0
A performance comparison of KDE fixed-bandwidth selectors in density estimation0
Longitudinal binary response models using alternative links for medical data0
On quasi Pólya thinning operator0
Beta rectangular regression models to longitudinal data0
A Bayesian approach for the G-DINA model0
On variable selection in joint modeling of mean and dispersion0
Bayesian modeling for a new cure rate model based on the Nielsen distribution0
Model-assisted SCAD calibration for non-probability samples0
An enhanced design of nonparametric modified EWMA sign control chart using repetitive sampling0
Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models0
Orthogonal uniform composite designs for the third-order models0
Fast feature selection via streamwise procedure for massive data0
Exponential squared loss-Lasso: A sparse noise-resilient partially linear spatial autoregressive models0
A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations0
Unit gamma regression models for correlated bounded data0
An extension of the partially linear Rice regression model for bimodal and correlated data0
Interest rate modeling with generalized Langevin equations0
Cumulative past Fisher information measure and its extensions0
Estimation of trace-variogram using Legendre–Gauss quadrature0
On the optimal pairwise group testing algorithm0
Multidimensional graded response models with hierarchical structure and Q-matrix0
An alternative class of models to position social network groups in latent spaces0
Multivariate Birnbaum–Saunders distribution based on a skewed distribution and associated EM-estimation0
A general restricted estimator in binary logistic regression in the presence of multicollinearity0
Estimation of tail risk using extreme expectiles in linear GARCH models with heavy-tailed error0
Some preservation properties of shifted stochastic orders0
Preface to the Special Issue0
The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients0
Exact and asymptotic goodness-of-fit tests based on the maximum and its location of the empirical process0
Simulating simple random walks with a deck of cards0
On outliers detection and prior distribution sensitivity in standard skew-probit regression models0
Finite-sample bounds to the normal limit under group sequential sampling0
Additive ratio type exponential estimator of finite population mean of sensitive variable using non-sensitive auxiliary information based on optional randomized response model0
Robust estimation in functional comparative calibration models via maximum Lq-likelihood0
A robust partial least squares approach for function-on-function regression0
Multivariate zero-inflated Bell–Touchard distribution for multivariate counts: An application to COVID-related data0
Exponential squared loss based robust variable selection of AR models0
Bayesian inference for zero-and/or-one augmented beta rectangular regression models0
On nth-order fractional Brownian motion0
Inference for a competing risks model with Burr XII distributions under generalized progressive hybrid censoring0
Reinsurance premium estimation for heavy-tailed claim amounts0
Optimal variable acceptance sampling based on decision tree method: A Bayesian approach under Type-II censoring0
Recognition and variable selection in sparse spatial panel data models with fixed effects0
A new class of bivariate Sushila distributions in presence of right-censored and cure fraction0
Neyman’s truncation test for two-sample means under high dimensional setting0
Multiplicative errors-in-variables beta regression0
Consistency of nearest neighbor estimator of density function for m-END samples0
Dependent percolation on Z20
On the Gompertz–Makeham law: A useful mortality model to deal with human mortality0
Efficient and robust estimation of tail parameters for Pareto and exponential models0
An explicit multiple case-deletion formula for a linear regression model with correlated errors and a resulting property of the BLUP of a multivariate predictand0
High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation0
A new regression model for the analysis of bimodal censored data: A comparison with random survival forest0
On the directed likelihood statistic in simplex regressions0
The illusion of the illusion of sparsity: An exercise in prior sensitivity0
Efficiency study of a robust regression-type estimator for population mean under different ranked set sampling methods with outlier handling0
Tuning parameter selection in fused lasso signal approximator with false discovery rate control0
Probability solutions of the Sincov’s functional equation on the set of nonnegative integers0
Bivariate log-symmetric models: Distributional properties, parameter estimation and an application to public spending data0
Scaling limits and fluctuations of a family of N-urn branching processes0
A review of dynamic borrowing methods with applications in pharmaceutical research0
Matrix-variate Lindley distributions and its applications0
Objective Bayesian analysis for the differential entropy of the Gamma distribution0
Multiscaling limit theorems for stochastic FPDE with cyclic long-range dependence0
Variance swaps pricing under the regime-switching jump-diffusion model0
On the two-point function of the one-dimensional KPZ equation0
On the finiteness of the moments of the measure of level sets of random fields0
On the asymptotic distribution of sample autocovariance differences of long-memory processes0
Valid properties of truncated Student-t regression model with applications in analysis of censored data0
Phase transitions for the Boolean model of continuum percolation for Cox point processes0
Joint mixture quantile regressions and time-to-event analysis0
Improved log-Birnbaum-Saunders inference under type II censoring0
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