Statistics

Papers
(The median citation count of Statistics is 1. 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 2020-03-01 to 2024-03-01.)
ArticleCitations
Modelling count data via copulas14
The extended skew-normal-based stochastic frontier model with a solution to ‘wrong skewness’ problem11
A bimodal gamma distribution: properties, regression model and applications8
Exact likelihood-ratio tests for joint type-II censored exponential data7
Multi-component stress–strength parameter estimation of a non-identical-component strengths system under the adaptive hybrid progressive censoring samples7
Stochastic comparisons on sample extremes from independent or dependent gamma samples6
Reliability estimation of a stress-strength model with non-identical component strengths under generalized progressive hybrid censoring scheme6
Second-order stochastic comparisons of order statistics6
On weighted cumulative residual extropy: characterization, estimation and testing6
The limiting distribution of combining the t and Wilcoxon rank sum tests6
Stress-strength reliability: a quantile approach6
High-dimensional generalized semiparametric model for longitudinal data5
Novel techniques for performing successful follow-up experiments based on prior information from initial-stage experiments5
Robust link functions4
Strong laws of large numbers for generalizations of Fréchet mean sets4
Retrospective sampling of survival data based on a Poisson birth process: conditional maximum likelihood4
An extension of the Cox–Czanner divergence measure to residual lifetime distributions with applications4
Semi-parametric adjustment to computer models4
Ordering results of extreme order statistics from heterogeneous Gompertz–Makeham random variables4
Two new distribution-free two-sample tests for versatile alternative4
Calibrating sufficiently4
Exponentiality tests based on Basu characterization4
Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors4
New closed form estimators for a bivariate gamma distribution4
High-dimensional MANOVA under weak conditions3
Inference of dependent left-truncated and right-censored competing risks data from a general bivariate class of inverse exponentiated distributions3
The sparse variance contamination model3
Relative stochastic orders of weighted frailty models3
Liu-type shrinkage estimations in linear models3
Equivariant estimation following selection from two normal populations having common unknown variance3
On general weighted cumulative residual extropy and general weighted negative cumulative extropy3
A multi-scale approach for testing and detecting peaks in time series3
Analyzing competing risks data using bivariate Weibull-geometric distribution3
Ordered maximum ranked set sampling with unequal sample3
On the rates of convergence of parallelized averaged stochastic gradient algorithms3
Some new flexible classes of normal distribution for fitting multimodal data3
Uniformity pattern of mixed two- and three-level factorials under average projection mixture discrepancy3
Identifiability of parameters in longitudinal correlated Poisson and inflated beta regression model with non-ignorable missing mechanism3
Consistent model selection procedure for general integer-valued time series3
Acceptance reliability sampling plan for discrete lifetime models3
On interval weighted cumulative residual and past extropies3
Empirical likelihood inference for the mean past lifetime function3
Statistical inference of generalized progressive hybrid censored step-stress accelerated dependent competing risks model for Marshall-Olkin bivariate Weibull distribution3
Quantile regression of partially linear single-index model with missing observations3
Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection2
Statistical inference for the tangency portfolio in high dimension2
Robust confidence distributions from proper scoring rules2
Universal kernel-type estimation of random fields2
Projection-based classification for functional data2
Componentwise estimation of ordered scale parameters of two exponential distributions under a general class of loss function2
Optimal design for probit choice models with dependent utilities2
Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite rth moments2
Parameter estimation of stochastic differential equation driven by small fractional noise2
Rényi entropy on k-records and its applications in characterizing distributions2
On the status of component failures in a working coherent system when the lifetimes are DNID random variables2
A robust multivariate Birnbaum–Saunders regression model2
Impact assessment of correlated measurement errors using logarithmic-type estimators2
Bayesian time-varying quantile regression on exceedance2
A jackknifed ridge estimator in probit regression model2
Limit theorems for univariate and bivariate order statistics with variable ranks2
On numbers of observations in random regions determined by records2
The ϕ-divergence family of measures based on quantile function2
Adaptive elastic-net selection in a quantile model with diverging number of variable groups2
A new omnibus test of fit based on a characterization of the uniform distribution2
Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors2
Multiplicative deconvolution in survival analysis under dependency2
Minimum distance estimation of the Lehmann receiver operating characteristic curve2
Estimating positive powers of the scale parameters under order restriction for two normal populations with a common mean2
On statistical estimation and inferences in optional regression models2
Sequentially weighted uniform designs2
Quantiles of the conditional residual lifetime1
On precedence tests with double sampling1
Fiducialize statistical significance: transformingp-values into conservative posterior probabilities and Bayes factors1
Closed form estimators for a multivariate gamma distribution1
Acceptance reliability sampling plan for items with two failure modes1
The strong uniform consistency of kernel estimator of a smooth distribution function in censored linear regression1
High-dimensional rank-based graphical models for non-Gaussian functional data1
Outlier detection in non-parametric profile monitoring1
A uniform-in-P Edgeworth expansion under weak Cramér conditions1
Copula versions of distance multivariance and dHSIC via the distributional transform – a general approach to construct invariant dependence measures1
U-Statistics for left truncated and right censored data1
Kernel Liu prediction approach in partially linear mixed measurement error models1
The marginal distribution function of threshold-type processes with central symmetric innovations1
A dynamic measure of divergence between two inactivity lifetime distributions1
Testing in the growth curve model with intraclass correlation structure1
Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring1
Wilcoxon rank test for change in persistence1
A self-consistent estimator for interval-valued data1
Zero-inflated binomial integer-valued ARCH models for time series1
Robust estimation based on one-shot device test data under log-normal lifetimes1
Hold-out estimates of prediction models for Markov processes1
Asymptotic properties of the uppermost and the lowest mth exponential spacings based on records1
On jackknifing the symmetrized Tyler matrix1
Robust high-dimensional alpha test for conditional time-varying factor models1
Convergence of series of moments on general exponential inequality1
The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with α-mixing errors1
Bayesian bootstrapping for symmetric distributions1
Least-square estimators in linear regression models under negatively superadditive dependent random observations1
Simultaneous best linear invariant prediction of future order statistics for location-scale and scale families and associated optimality properties1
Quantile regression for doubly truncated data1
General Hannan and Quinn criterion for common time series1
Best prediction regions for future exponential record intervals1
Tuning parameter selection for nonparametric derivative estimation in random design1
Some improved results on Berry–Esséen bounds for strong mixing random variables and applications1
Further sharpening of Jensen's inequality1
A new type of multivariate records: depth-based records1
Uniformity criterion for designs with both qualitative and quantitative factors1
Transformed central quantile subspace1
Ordering fail-safe systems having dependent components with Archimedean copula and exponentiated location-scale distributions1
Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data1
Novel goodness-of-fit tests for binomial count time series1
Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model1
Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on λ-th power skewness and kurtosis1
Estimation for a hybrid model of functional and linear measurement errors regression with missing response1
On Liu-type biased estimators in measurement error models1
Uniformly complete consistency of frequency polygon estimation for dependent samples and an application1
The extended Bregman divergence and parametric estimation1
Refined normal approximations for the central and noncentral chi-square distributions and some applications1
Cumulative entropy of progressively type-II censored order statistics and associated optimal life testing-plans1
Supervised learning with indefinite topological Kernels1
Inadmissibility results for the selected hazard rates1
On two exponential populations under a joint adaptive type-II progressive censoring1
Optimal plan for ordered step-stress stage life testing1
Recurrence times and the expected number of renewal epochs over a finite interval1
Location invariant heavy tail index estimation with block method1
Monitoring mean changes in persistent multivariate time series1
Asymptotic properties of inverse probability of censored weighted U-empirical process for right-censored data with applications1
An exact test for exponentiality against renewal increasing mean residual life class1
Optimal equivariant prediction regions based on multiply type-II censored generalized order statistics from exponential distributions1
Empirical likelihood analysis for accelerated failure time model using length-biased data1
An efficient variance estimator for cross-validation under partition sampling1
Uniformity and projection uniformity of combined designs1
Ensuring balance through optimal allocation of experimental units with known categorical covariates into two treatments1
MRL ordering of largest order statistics from heterogeneous scale variables1
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