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 2020-09-01 to 2024-09-01.)
ArticleCitations
Modelling count data via copulas15
The extended skew-normal-based stochastic frontier model with a solution to ‘wrong skewness’ problem12
Multi-component stress–strength parameter estimation of a non-identical-component strengths system under the adaptive hybrid progressive censoring samples9
On weighted cumulative residual extropy: characterization, estimation and testing8
Reliability estimation of a stress-strength model with non-identical component strengths under generalized progressive hybrid censoring scheme8
Robust link functions7
Second-order stochastic comparisons of order statistics7
Stress-strength reliability: a quantile approach6
Retrospective sampling of survival data based on a Poisson birth process: conditional maximum likelihood6
Novel techniques for performing successful follow-up experiments based on prior information from initial-stage experiments6
On interval weighted cumulative residual and past extropies6
Strong laws of large numbers for generalizations of Fréchet mean sets5
A block bootstrap for quasi-likelihood in sparse functional data5
Calibrating sufficiently5
Inference of dependent left-truncated and right-censored competing risks data from a general bivariate class of inverse exponentiated distributions5
High-dimensional generalized semiparametric model for longitudinal data5
Two new distribution-free two-sample tests for versatile alternative5
Optimal plan for ordered step-stress stage life testing4
Semi-parametric adjustment to computer models4
Outlier detection in non-parametric profile monitoring4
New closed form estimators for a bivariate gamma distribution4
On the status of component failures in a working coherent system when the lifetimes are DNID random variables4
High-dimensional MANOVA under weak conditions4
Relative stochastic orders of weighted frailty models4
Quantile regression of partially linear single-index model with missing observations4
U-Statistics for left truncated and right censored data4
Statistical inference for the tangency portfolio in high dimension4
An extension of the Cox–Czanner divergence measure to residual lifetime distributions with applications4
Liu-type shrinkage estimations in linear models3
Parameter estimation of stochastic differential equation driven by small fractional noise3
On general weighted cumulative residual extropy and general weighted negative cumulative extropy3
Consistent model selection procedure for general integer-valued time series3
Acceptance reliability sampling plan for discrete lifetime models3
Stochastic comparisons of second-order statistics from dependent and heterogenous modified proportional hazard rate observations3
The sparse variance contamination model3
Sequentially weighted uniform designs3
Equivariant estimation following selection from two normal populations having common unknown variance3
Statistical inference of generalized progressive hybrid censored step-stress accelerated dependent competing risks model for Marshall-Olkin bivariate Weibull distribution3
A new omnibus test of fit based on a characterization of the uniform distribution3
Analyzing competing risks data using bivariate Weibull-geometric distribution3
Uniformly complete consistency of frequency polygon estimation for dependent samples and an application3
Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring3
Some new flexible classes of normal distribution for fitting multimodal data3
Empirical likelihood inference for the mean past lifetime function3
The ϕ-divergence family of measures based on quantile function3
The extended Bregman divergence and parametric estimation3
A multi-scale approach for testing and detecting peaks in time series3
Universal kernel-type estimation of random fields3
Impact assessment of correlated measurement errors using logarithmic-type estimators3
Recurrence times and the expected number of renewal epochs over a finite interval3
Uniformity pattern of mixed two- and three-level factorials under average projection mixture discrepancy3
Bayesian time-varying quantile regression on exceedance2
Minimum distance estimation of the Lehmann receiver operating characteristic curve2
Best prediction regions for future exponential record intervals2
The Bahadur representation of sample quantiles for φ-mixing random variables and its application2
Asymptotic properties of the uppermost and the lowest mth exponential spacings based on records2
On statistical estimation and inferences in optional regression models2
Estimation for a hybrid model of functional and linear measurement errors regression with missing response2
Statistical inference for scale mixture models via Mellin transform approach2
Uniformity criterion for designs with both qualitative and quantitative factors2
Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors2
Novel goodness-of-fit tests for binomial count time series2
Jackknife empirical likelihood ratio test for testing mean residual life and mean past life ordering2
Supervised learning with indefinite topological Kernels2
Multiplicative deconvolution in survival analysis under dependency2
Optimal design for probit choice models with dependent utilities2
Reliability estimation for Kumaraswamy distribution under block progressive type-II censoring2
Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model2
A new Marshall-Olkin lomax distribution with application using failure and insurance data2
Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite rth moments2
Adaptive elastic-net selection in a quantile model with diverging number of variable groups2
An exact test for exponentiality against renewal increasing mean residual life class2
A robust multivariate Birnbaum–Saunders regression model2
Zero-inflated binomial integer-valued ARCH models for time series2
Robust confidence distributions from proper scoring rules2
CUSUM multi-chart for detecting unknown abrupt changes under finite measure space for network observation sequences2
Componentwise estimation of ordered scale parameters of two exponential distributions under a general class of loss function2
Estimating positive powers of the scale parameters under order restriction for two normal populations with a common mean2
Asymptotic properties of inverse probability of censored weighted U-empirical process for right-censored data with applications2
Kernel Liu prediction approach in partially linear mixed measurement error models2
Cumulative entropy of progressively type-II censored order statistics and associated optimal life testing-plans2
Characterization-based approach for construction of goodness-of-fit test for Lévy distribution2
Rényi entropy on k-records and its applications in characterizing distributions2
Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection2
Empirical likelihood analysis for accelerated failure time model using length-biased data2
Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on λ-th power skewness and kurtosis2
Extending the Mann–Kendall test to allow for measurement uncertainty2
On precedence tests with double sampling2
Robust high-dimensional alpha test for conditional time-varying factor models2
Location invariant heavy tail index estimation with block method1
Stochastic ordering of variability measure estimators1
Further sharpening of Jensen's inequality1
Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data1
Wilcoxon rank test for change in persistence1
Robust estimation based on one-shot device test data under log-normal lifetimes1
MRL ordering of largest order statistics from heterogeneous scale variables1
Bayesian empirical likelihood inference for the mean absolute deviation1
Detection of long range dependence in the time domain for (in)finite-variance time series1
Closed form estimators for a multivariate gamma distribution1
Acceptance reliability sampling plan for items with two failure modes1
Two-stage communication-efficient distributed sparse M-estimation with missing data1
Convergence of series of moments on general exponential inequality1
The strong uniform consistency of kernel estimator of a smooth distribution function in censored linear regression1
A uniform-in-P Edgeworth expansion under weak Cramér conditions1
Some improved results on Berry–Esséen bounds for strong mixing random variables and applications1
A two-parameter estimator in linear measurement error model1
Optimal equivariant prediction regions based on multiply type-II censored generalized order statistics from exponential distributions1
Tuning parameter selection for nonparametric derivative estimation in random design1
On Liu-type biased estimators in measurement error models1
The marginal distribution function of threshold-type processes with central symmetric innovations1
Quantiles of the conditional residual lifetime1
Ordering fail-safe systems having dependent components with Archimedean copula and exponentiated location-scale distributions1
An efficient variance estimator for cross-validation under partition sampling1
Extropy based inaccuracy measure in order statistics1
Uniformity and projection uniformity of combined designs1
A study on average Lee discrepancy measure1
On conditional spacings and their properties under coherent system setting1
Matrix variate receiver operating characteristic curve for binary classification1
Inadmissibility results for the selected hazard rates1
Refined normal approximations for the central and noncentral chi-square distributions and some applications1
Fiducialize statistical significance: transformingp-values into conservative posterior probabilities and Bayes factors1
Penalized wavelet nonparametric univariate logistic regression for irregular spaced data1
Simultaneous best linear invariant prediction of future order statistics for location-scale and scale families and associated optimality properties1
A dynamic measure of divergence between two inactivity lifetime distributions1
A joint model for mixed longitudinal k-category inflation ordinal and continuous responses1
Transformed central quantile subspace1
Safe machine learning1
On jackknifing the symmetrized Tyler matrix1
Duality for a class of continuous-time reversible Markov models1
Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case1
Evidence for goodness of fit in Karl Pearson chi-squared statistics1
Hold-out estimates of prediction models for Markov processes1
Optimal designs for the prediction of mixed effects in linear mixed models1
Least-square estimators in linear regression models under negatively superadditive dependent random observations1
Weak convergence for weighted sums of a class of random variables with related statistical applications1
On two exponential populations under a joint adaptive type-II progressive censoring1
Bayesian estimation for longitudinal data in a joint model with HPCs1
The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with α-mixing errors1
Bayesian bootstrapping for symmetric distributions1
A new type of multivariate records: depth-based records1
General Hannan and Quinn criterion for common time series1
Monitoring mean changes in persistent multivariate time series1
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