Statistics

Papers
(The median citation count of 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 2021-04-01 to 2025-04-01.)
ArticleCitations
Orderings of extremes from dependent Gaussian variables with Archimedean copula under simple tree order restrictions20
Robust estimation for generalized case–cohort design under the proportional hazards model12
New regression model and machine learning for fitting proportional data with application9
Ridge estimation in linear mixed measurement error models using generalized maximum entropy9
The effect of imperfect rankings on Tsallis entropy in ranked set sampling scheme8
New closed form estimators for a bivariate gamma distribution8
Universally optimal designs for three interference models under circulant correlation7
Liu-type shrinkage estimations in linear models7
Quantiles of the conditional residual lifetime7
On the posterior property of the Rician distribution6
Modified intrinsic Bayes factor for multivariate regression models6
Automatic selection by penalized asymmetric L q -norm in a high-dimensional model with grouped variables6
A new kernel two-parameter prediction under multicollinearity in partially linear mixed measurement error model6
An efficient variance estimator for cross-validation under partition sampling6
Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case6
M-estimation for linear models with exchangeable errors6
Some new flexible classes of normal distribution for fitting multimodal data5
Theϕ-divergence family of measures based on quantile function5
Explainable machine learning for financial risk management: two practical use cases5
High-dimensional semiparametric mixed-effects model for longitudinal data with non-normal errors5
The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications5
Prediction intervals with controlled length in the heteroscedastic Gaussian regression5
New continuous bivariate distributions generated from shock models5
The application of Bayesian inference under SAFE model4
Uniformity pattern of mixed two- and three-level factorials under average projection mixture discrepancy4
Dimension-reduced empirical likelihood estimation and inference for M-estimators with nonignorable nonresponse4
Gaussian modeling with B-splines for spatial functional data on irregular domains4
Statistical inference of generalized progressive hybrid censored step-stress accelerated dependent competing risks model for Marshall-Olkin bivariate Weibull distribution4
Trimmed estimator for circular–circular regression: breakdown properties and an exact algorithm for computation4
Penalized empirical likelihood inference for the GINAR(p) model4
Evaluating SAFE AI principles using Wasserstein distance: a comparative study of Machine Learning models4
Empirical likelihood inference for the mean past lifetime function4
Equivariant estimation following selection from two normal populations having common unknown variance4
The risk of tensor Stein-rules in elliptically contoured distributions4
Robust estimation based on one-shot device test data under log-normal lifetimes3
A note on simultaneous estimation of order restricted location parameters of a general bivariate symmetric distribution under a general loss function3
Bernstein-based estimation of the cross ratio function3
Variation of the expectation and quantiles of the mixture of ordered distributions under imprecise choice of prior3
Stochastic ordering of variability measure estimators3
On local power of likelihood-based tests in von Mises regressions3
Minimizing distance between distribution functions: discrete counterparts to continuous random variables with applications in non-life insurance and stochastic reliability3
A data-driven test approach to identify COVID-19 surge phases: an alert-warning tool3
Kernel Liu prediction approach in partially linear mixed measurement error models3
Fair overlap number of balls (Fair-ONB): an undersampling method for bias reduction based on data morphology3
Parameter estimation of stochastic differential equation driven by small fractional noise3
Construction of balanced sliced orthogonal arrays3
Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data3
Knowledge distillation with adapted weight3
Novel techniques for performing successful follow-up experiments based on prior information from initial-stage experiments3
Accuracy and explainability of statistical and machine learning xG models in football3
Monitoring procedures for binary integer autoregressive models with application to telephone complaint data3
Sequentially weighted uniform designs3
Bias reduction estimation for drift coefficient in diffusion models with jumps3
A Berry–Esseen theorem for sample quantiles under martingale difference sequences3
An optimization method for change-point monitoring in finite samples sequence3
Characterization-based approach for construction of goodness-of-fit test for Lévy distribution3
Parameter estimation in optional semimartingale regression models2
Asymptotic properties of inverse probability of censored weighted U-empirical process for right-censored data with applications2
Reliability estimation for Kumaraswamy distribution under block progressive type-II censoring2
Empirical likelihood and estimation in a partially linear varying coefficient model with right censored data2
A maximum likelihood and regenerative bootstrap approach for estimation and forecasting of INAR( p ) processes with zero-inflated innovations2
Some improved results on Berry–Esséen bounds for strong mixing random variables and applications2
Stochastic comparisons of second-order statistics from dependent and heterogenous modified proportional hazard rate observations2
Modeling and inferences for possibly negatively-correlated multivariate time series of counts based on INGARCH scheme2
Second-order skewness of the maximum likelihood estimators in symmetric nonlinear regressions2
On interval weighted cumulative residual and past extropies2
Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring2
Two new distribution-free two-sample tests for versatile alternative2
Monitoring mean changes in persistent multivariate time series2
The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models2
Corrigendum: a note on Liu-type shrinkage estimations in linear models (Statistics 56, 396–420)2
Asymptotic behaviours for maximum likelihood estimator of drift parameter in α-Wiener bridge process2
Retrospective sampling of survival data based on a Poisson birth process: conditional maximum likelihood2
A dynamic measure of divergence between two inactivity lifetime distributions2
Recurrence times and the expected number of renewal epochs over a finite interval2
Robust scale estimation under shifts in the mean2
Copula deep learning control chart for multivariate zero inflated count response variables2
Impact assessment of correlated measurement errors using logarithmic-type estimators2
Stress-strength reliability: a quantile approach2
Noncentral Wishart matrices, asymptotic normality of vec and smooth statistics2
Generalized log-logistic proportional hazard model: a non-penalty shrinkage approach2
Penalized wavelet nonparametric univariate logistic regression for irregular spaced data2
Univariate measurement error selection likelihood for variable selection of additive model2
Building forecasting model for time series based on improvements in establishing fuzzy relationships and clustering algorithm2
Constrained estimation for the binomial AR(1) model: on Bayesian approach2
The use of aggregate time series for testing conditional heteroscedasticity1
Inference of high quantiles of a heavy-tailed distribution from block data1
Stochastic comparison results between two finite mixture models with generalized Weibull distributed components1
On precedence tests with double sampling1
CUSUM multi-chart for detecting unknown abrupt changes under finite measure space for network observation sequences1
Nonparametric statistical inference for compound models1
Uniformly most accurate confidence intervals under weak restrictions1
Closed form estimators for a multivariate gamma distribution1
Two-step online estimation and inference for expected shortfall regression with streaming data1
Estimation of order restricted standard deviations of normal populations with a common mean1
Consistency properties for the nearest neighbour estimator of the density function and applications based on α-mixing samples1
Covariance based moment equations for improved variance component estimation1
On weighted cumulative residual extropy: characterization, estimation and testing1
Jackknife empirical likelihood ratio test for testing mean residual life and mean past life ordering1
Forecasting vital rates by a trimodal extension of the flexible generalized skew normal probability density function1
Least-square estimators in linear regression models under negatively superadditive dependent random observations1
A permutation approach to goodness-of-fit testing in regression models1
Almost unbiased ridge estimator in Bell regression model: theory and application to plastic polywood data1
Universal kernel-type estimation of random fields1
The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model withα-mixing errors1
Estimating parameters in multichannel fundamental frequency with harmonics model1
Two-stage communication-efficient distributed sparse M -estimation with missing data1
Robust high-dimensional alpha test for conditional time-varying factor models1
Acceptance reliability sampling plan for discrete lifetime models1
Variable selection in sparse GLARMA models1
Outlier detection in non-parametric profile monitoring1
Minimum distance estimation of the Lehmann receiver operating characteristic curve1
Corrigendum to: A bimodal gamma distribution: properties, regression model and applications (Statistics, 54, 469–493)1
Adaptive local density estimation in tomography1
A mixture of ellipsoidal densities for 3D data modelling1
Estimating positive powers of the scale parameters under order restriction for two normal populations with a common mean1
Optimal designs for the prediction of mixed effects in linear mixed models1
Inference on the common mean direction of several Fisher-von Mises-Langevin populations with unknown concentration parameters1
Detection of long range dependence in the time domain for (in)finite-variance time series1
Inference of dependent left-truncated and right-censored competing risks data from a general bivariate class of inverse exponentiated distributions1
Bayesian time-varying quantile regression on exceedance1
Survival analysis with censored data: a further twist on ignorability conditions1
Refined normal approximations for the central and noncentral chi-square distributions and some applications1
Robust statistical inference for longitudinal data with nonignorable dropouts1
A study on average Lee discrepancy measure1
Multiplicative deconvolution in survival analysis under dependency1
Componentwise estimation of ordered scale parameters of two exponential distributions under a general class of loss function1
Exponential and Pareto-type bounds for the renewal function and the excess lifetime of a renewal process1
Local likelihood of quantile difference under left-truncated, right-censored and dependent assumptions0
Groupwise scaled partial envelope model with advantageous scale invariant0
An ordered approach on geometric vitality function for risk measurement and its application in stock market analysis0
Dimension reduction techniques for conditional expectiles0
Bayesian bootstrapping for symmetric distributions0
The extended Bregman divergence and parametric estimation0
Liu-type estimator in Conway–Maxwell–Poisson regression model: theory, simulation and application0
Acceptance reliability sampling plan for items with two failure modes0
The extended skew-normal-based stochastic frontier model with a solution to ‘wrong skewness’ problem0
Hypothesis testing for the population mean and variance based onr-size biased samples0
Bayesian estimation for longitudinal data in a joint model with HPCs0
Estimating reciprocals of scale parameters of two exponential populations with common location and ordered scales using censored samples0
A class of dependent Dirichlet processes via latent multinomial processes0
Variance analysis of multiple importance sampling schemes0
General Hannan and Quinn criterion for common time series0
On the status of component failures in a working coherent system when the lifetimes are DNID random variables0
High-dimensional rank-based graphical models for non-Gaussian functional data0
A p-value based dimensionality reduction test for high dimensional means0
A new Marshall-Olkin lomax distribution with application using failure and insurance data0
Poisson-modification of the Quasi Lindley optimal generalized regression estimator0
Identifying a class of Ridge-type estimators in binary logistic regression models0
Refinement bounds for the expected number of renewal epochs over a finite interval0
Gaussian-related undirected graphical models for circular variables0
A unified approach to the Pythagorean identity and projection theorem for a class of divergences based on M-estimations0
Robust estimator of the ruin probability in infinite time for heavy-tailed distributions0
Improving linear quantile regression for replicated data0
On classes of consistent tests for the Type I Pareto distribution based on a characterization involving order statistics0
Statistical estimation for single-index varying-coefficient models with multiplicative distortion measurement errors0
Optimal designs for linear regression models with skew-normal errors0
Augmented inverse probability weighted estimation and prediction for cause-specific proportional hazards regression with missing covariates0
A regression approach to the two-dataset problem0
Berry-Esseen bounds of asymptotic normality of kernel density estimator for long-span high-frequency data with α -mixing0
Model averaging for generalized linear models with missing at random covariates0
Uniformly complete consistency of frequency polygon estimation for dependent samples and an application0
Model selection based on KL divergence with censoring indicators missing at random0
Unforced errors in the matching problem0
Statistical inference for the tangency portfolio in high dimension0
Variable selection for single-index-driven autoregressive model with linear explanatory variables0
Simultaneous best linear invariant prediction of future order statistics for location-scale and scale families and associated optimality properties0
Wilcoxon rank test for change in persistence0
The conditional maximum likelihood estimation for the Cox–Aalen model with doubly truncated data0
An irregularly spaced ARMA(1,1) model and an application to contamination data0
On cumulative residual Renyi's entropy for double truncated distribution0
Statement of Retraction: Convergence in quadratic mean of averaged stochastic gradient algorithms without strong convexity nor bounded gradient0
Matrix variate receiver operating characteristic curve for binary classification0
Weak convergence for weighted sums of a class of random variables with related statistical applications0
Second-order stochastic comparisons of order statistics0
A distribution-free adaptive CUSUM-sign chart for monitoring shifts in the location of unknown industrial process0
On two exponential populations under a joint adaptive type-II progressive censoring0
Asymptotic properties of the uppermost and the lowestmth exponential spacings based on records0
Goodness-of-fit tests for generalized Poisson distributions0
Explicit and combined estimators for parameters of stable distributions0
Convergence of series of moments on general exponential inequality0
Inadmissibility results for the selected hazard rates0
Asymptotic confidence interval for R 2 in multiple linear regression0
A non-parametric test for independence of time to failure and cause of failure for discrete competing risks data0
Rényi entropy onk-records and its applications in characterizing distributions0
Stochastic comparisons of lifetimes of fail-safe systems with dependent and heterogeneous components under random shocks0
Safe machine learning0
Robust confidence distributions from proper scoring rules0
Long-range dependence and rational Gaussian noise0
A novel test of missing completely at random: U -statistics-based approach0
On estimation error bounds of the Elastic Net whenpn0
Optimal bounds on the bias of the quantile estimators based on selected L -statistics0
Calibrating sufficiently0
Consistent model selection procedure for general integer-valued time series0
Novel credibility approaches for Lorenz curve and Gini coefficient estimation0
Deconvolution of ℙ( X t < Y t 0
Robust confidence regions for the index and functional coefficients in the single-index varying coefficients regression model0
Self-exciting threshold -valued autoregressive processes for non-stationary time series of counts0
Predicting future failures in generalized order statistics and related models0
Zero-inflated binomial integer-valued ARCH models for time series0
High-dimensional generalized semiparametric model for longitudinal data0
GENEOnet: statistical analysis supporting explainability and trustworthiness0
Asymptotics of lower dimensional zero-density regions0
Tensor train regression with convex regularization0
Extropy based inaccuracy measure in order statistics0
Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection0
Modelling bounded integer-valued time series of counts with a novel class of Conway–Maxwell–Poisson–Binomial ARCH models0
Context-sensitive hypothesis-testing and exponential families0
Bayesian estimation in generalized linear models for longitudinal data with hyperspherical coordinates0
Improved precision matrix estimation for mean-variance portfolio selection0
Hold-out estimates of prediction models for Markov processes0
Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model0
Expectile trace regression via low-rank and group sparsity regularization0
A generalized stochastic condensation mechanism for inducing underdispersion in count models0
A new approach for time domain analysis of multivariate and functional time series0
Fiducialize statistical significance: transforming p -values into conservative posterior probabilities and Bayes factors0
On the estimation of varextropy0
Supervised learning with indefinite topological Kernels0
A lower bound of average mixture discrepancy for row augmented designs0
The application of Bayesian method in estimating heterogeneity of treatment effect0
A bivariate zero-inflated integer-valued GARCH model and its application to the weekly number of syphilis cases0
Characterizations of continuous log-symmetric distributions based on properties of order statistics0
On general weighted cumulative residual extropy and general weighted negative cumulative extropy0
Cumulative entropy of progressively type-II censored order statistics and associated optimal life testing-plans0
Robust time series clustering of GARCH (1,1) models with outliers0
Influence of the slope in percentile estimation through binary regression for dose-finding experiments0
On the relation between data science and statistics0
Tuning parameter selection for nonparametric derivative estimation in random design0
A new compound indicator based on optimal transport0
Estimating a new stress–strength index for several exponential populations with a common location0
Elegant robustification of sparse partial least squares by robustness-inducing transformations0
Stochastic properties of varentropy based on residual lifetime0
Optimal subsampling algorithms for composite quantile regression in massive data0
On asymptotic properties of spacings0
RETRACTED ARTICLE: Convergence in quadratic mean of averaged stochastic gradient algorithms without strong convexity nor bounded gradient0
A new approach to estimate parameters of the two-parameter Weibull distribution0
On conditional spacings and their properties under coherent system setting0
Rank-based correlation matrix estimation for high dimensional microbiome data0
The AdaptSgenoLasso, an extended version of the SgenoLasso, for gene mapping and for genomic prediction using the extremes0
Estimation for a hybrid model of functional and linear measurement errors regression with missing response0
Robust tests for equality of regression curves based on characteristic functions0
Strong laws of large numbers for generalizations of Fréchet mean sets0
Bayesian inferences for an accelerated degradation model based on tweedie exponential dispersion process0
A test for the condor stochastic order: comparison of premiums and expected benefits of condor financial derivatives0
Further sharpening of Jensen's inequality0
Increasing domain infill asymptotics for stochastic differential equations driven by fractional Brownian motion0
Optimal plan for ordered step-stress stage life testing0
Use of cross-validation Bayes factors to test equality of two densities0
Quadratic discriminant analysis in distributed frameworks0
A two-parameter estimator in linear measurement error model0
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