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 2021-02-01 to 2025-02-01.)
ArticleCitations
Wellposedness of anticipated BSDEs with quadratic growth and unbounded terminal value19
Reinsurance premium estimation for heavy-tailed claim amounts10
Variance swaps pricing under the regime-switching jump-diffusion model6
An introduction to Bent Jørgensen’s ideas6
Model selection for functional linear regression with hierarchical structure5
Bucket plot: A visual tool for skewness and kurtosis comparisons5
Inference in a linear functional relationship with replications5
A bivariate fatigue-life regression model and its application to fracture of metallic tools4
Additive ratio type exponential estimator of finite population mean of sensitive variable using non-sensitive auxiliary information based on optional randomized response model4
Influence diagnostics for the power-normal Tobit model4
On the finiteness of the moments of the measure of level sets of random fields4
Evolution with mass extinction on Td+4
A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations3
On multivariate selection scale-mixtures of normal distributions3
Recognition and variable selection in sparse spatial panel data models with fixed effects3
Asymptotic distribution of the friendship paradox of a random geometric graph3
Three mixed-effects regression models using an extended Weibull with applications on games in differential and integral calculus3
Unit gamma regression models for correlated bounded data3
Geometric generated family of distributions: A review3
Interest rate modeling with generalized Langevin equations2
A Central Limit Theorem for incomplete U-statistics over triangular arrays2
Regression models for change point data in extremes2
Some preservation properties of shifted stochastic orders2
A class of asymmetric regression models for left-censored data2
Confidence intervals of the index $C_{pk}$ for normally distributed quality characteristics using classical and Bayesian methods of estimation2
Graph distances of continuum long-range percolation2
An extension of the partially linear Rice regression model for bimodal and correlated data2
High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation1
Self-organized criticality of aggregated animals attributed to Tweedie convergence1
A general expression for second-order covariance matrices—an application to dispersion models1
Fast feature selection via streamwise procedure for massive data1
Partitioning some multivariate distributions1
Estimation of semiparametric models with errors following a scale mixture of Gaussian distributions1
Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued U-statistics of absolutely regular data1
Expansions for posterior distributions1
The foundations of statistical science: A history of textbook presentations1
Bayesian mixed model for survival data with semicompeting risks based on the Clayton copula1
Inference for a competing risks model with Burr XII distributions under generalized progressive hybrid censoring1
Statistical design of ARL-unbiased exponential chart with runs and scans rules using repetitive sampling1
Absolute continuity of the super-Brownian motion with infinite mean1
Neyman’s truncation test for two-sample means under high dimensional setting1
Integrals of incomplete beta functions, with applications to order statistics, random walks and string enumeration1
A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations1
Componentwise equivariant estimation of order restricted location and scale parameters in bivariate models: A unified study1
Bayesian inference for zero-and/or-one augmented beta rectangular regression models1
The illusion of the illusion of sparsity: An exercise in prior sensitivity1
A new distance-based distribution: Detecting concentration in directional data1
Different informational characteristics of cubic transmuted distributions1
An enhanced design of nonparametric modified EWMA sign control chart using repetitive sampling1
Beyond the lognormal distribution with properties and applications1
Longitudinal binary response models using alternative links for medical data1
Unit level model for small area estimation with count data under square root transformation1
Exponential squared loss based robust variable selection of AR models1
Valid properties of truncated Student-t regression model with applications in analysis of censored data1
Bivariate log-symmetric models: Distributional properties, parameter estimation and an application to public spending data1
The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients1
Trajectory fitting estimation for nonlinear stochastic differential equations with reflection1
Improved log-Birnbaum-Saunders inference under type II censoring1
Probabilistic cellular automata with Andrei Toom1
A Bayesian nonparametric estimation to entropy1
The minimal observable clade size of exchangeable coalescents0
Variable selection for an improved INAR(1) model with explanatory variables using 2SPCLS0
Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution0
Bayesian modeling for a new cure rate model based on the Nielsen distribution0
Consistency of nearest neighbor estimator of density function for m-END samples0
A Bayesian approach for the G-DINA model0
The local principle of large deviations for compound Poisson process with catastrophes0
Multivariate Birnbaum–Saunders distribution based on a skewed distribution and associated EM-estimation0
Exponential squared loss-Lasso: A sparse noise-resilient partially linear spatial autoregressive models0
Large deviations in the supremum norm for a reaction–diffusion system0
A new regression model for the analysis of bimodal censored data: A comparison with random survival forest0
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
The snap, crackle and pop of solar flares explained0
Flexible conditional density estimation for time series0
A new class of bivariate Sushila distributions in presence of right-censored and cure fraction0
On the two-point function of the one-dimensional KPZ equation0
Convergence of partial sum processes to stable processes with application for aggregation of branching processes0
Efficient and robust estimation of tail parameters for Pareto and exponential models0
Modeling Z-valued time series based on new versions of the Skellam INGARCH model0
A Monte Carlo integration approach to estimating drift and minorization coefficients for Metropolis–Hastings samplers0
Trajectory fitting estimation for a class of SDEs with small Lévy noises0
Sample size for estimating organism concentration in ballast water: A Bayesian approach0
Orthogonal uniform composite designs for the third-order models0
Probability solutions of the Sincov’s functional equation on the set of nonnegative integers0
Inferring association from reliability functions: An approach based on copulas0
Preface0
Yang and Prentice model with piecewise exponential baseline distribution for modeling lifetime data with crossing survival curves0
Nonparametric Bayesian estimation of a concave distribution function with mixed interval censored data0
Asymptotics of two-point correlations in the multi-species q-TAZRP0
Estimation of trace-variogram using Legendre–Gauss quadrature0
Objective Bayesian analysis for the differential entropy of the Gamma distribution0
Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models0
L-moments of asymmetric generalized distributions obtained through quantile splicing0
Partially linear models with p-order autoregressive skew-normal errors0
Efficient estimation of the odds using judgment post stratification0
On variable selection in joint modeling of mean and dispersion0
Single-stage sampling procedure for heteroscedasticity analysis of means0
Tuning parameter selection in fused lasso signal approximator with false discovery rate control0
Angle distribution of two random chords in the disc: A sine law0
Bayesian estimation of a decreasing density0
Phase transitions for the Boolean model of continuum percolation for Cox point processes0
Behavior of the Fréchet mean and Central Limit Theorems on spheres0
A robust partial least squares approach for function-on-function regression0
A general restricted estimator in binary logistic regression in the presence of multicollinearity0
Properties of solution for fully coupled fractional mean-field forward-backward stochastic differential equation0
Matrix-variate Lindley distributions and its applications0
Regression modeling of censored data based on compound scale mixtures of normal distributions0
Beta rectangular regression models to longitudinal data0
Finite mixtures of multivariate skew Student’s t distributions with independent logistic skewing functions0
Testing of Poisson mean with under-reported counts0
Efficiency study of a robust regression-type estimator for population mean under different ranked set sampling methods with outlier handling0
Log-symmetric models with cure fraction with application to leprosy reactions data0
Divide-and-conquer Metropolis–Hastings samplers with matched samples0
Dependent percolation on Z20
On outliers detection and prior distribution sensitivity in standard skew-probit regression models0
A survival model for lifetime with long-term survivors and unobserved heterogeneity0
On the restricted maximum likelihood estimation in a two-arm randomized clinical trial for binary endpoints0
A note on the Nielsen distribution0
A review of dynamic borrowing methods with applications in pharmaceutical research0
Practical issues with modeling extreme Brazilian rainfall0
On the optimal pairwise group testing algorithm0
A change-point approach for the identification of financial extreme regimes0
Moment conditions for random coefficient AR(∞) under non-negativity assumptions0
Multivariate zero-inflated Bell–Touchard distribution for multivariate counts: An application to COVID-related data0
The random deterioration rate model with measurement error based on the inverse Gaussian distribution0
Preface to the Special Issue0
Joint mixture quantile regressions and time-to-event analysis0
Exact and asymptotic goodness-of-fit tests based on the maximum and its location of the empirical process0
Robust estimation in functional comparative calibration models via maximum Lq-likelihood0
Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution0
On the Gompertz–Makeham law: A useful mortality model to deal with human mortality0
A switch convergence for a small perturbation of a linear recurrence equation0
Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials0
Estimation of tail risk using extreme expectiles in linear GARCH models with heavy-tailed error0
On the asymptotic distribution of sample autocovariance differences of long-memory processes0
On quasi Pólya thinning operator0
Revisiting the Samejima–Bolfarine–Bazán IRT models: New features and extensions0
Cumulative past Fisher information measure and its extensions0
The Bayes estimator of a conditional density: Asymptotic behavior0
Imputation of missing data using Gaussian linear cluster-weighted modeling0
Likelihood-based missing data analysis in crossover trials0
Finite-memory elephant random walk and the central limit theorem for additive functionals0
Dirac distributions related to sums of independent nonidentically uniform random variables0
An alternative class of models to position social network groups in latent spaces0
The discrete renewal equation with nonsummable inhomogeneous term0
New zero-inflated regression models with a variant of censoring0
Simultaneous outlier detection and variable selection for spatial Durbin model0
Model-assisted SCAD calibration for non-probability samples0
Maximum likelihood estimation for the reflected stochastic linear system with a large signal0
On the directed likelihood statistic in simplex regressions0
Approximations related to the sums of m-dependent random variables0
On a transform for modeling skewness0
A heteroscedasticity diagnostic of a regression analysis with copula dependent random variables0
Scaling limits and fluctuations of a family of N-urn branching processes0
Multiplicative errors-in-variables beta regression0
Some estimation procedures for Covid-19 suspected persons in a locality using randomized response model0
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