Statistics

Papers
(The TQCC of Statistics is 2. 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 2021-05-01 to 2025-05-01.)
ArticleCitations
Automatic selection by penalized asymmetric L q -norm in a high-dimensional model with grouped variables24
A Berry–Esseen theorem for sample quantiles under martingale difference sequences12
Robust estimation based on one-shot device test data under log-normal lifetimes12
On interval weighted cumulative residual and past extropies9
Asymptotic behaviours for maximum likelihood estimator of drift parameter in α-Wiener bridge process9
Sequentially weighted uniform designs9
Accuracy and explainability of statistical and machine learning xG models in football9
Modeling and inferences for possibly negatively-correlated multivariate time series of counts based on INGARCH scheme8
Second-order skewness of the maximum likelihood estimators in symmetric nonlinear regressions8
Two new distribution-free two-sample tests for versatile alternative8
Penalized wavelet nonparametric univariate logistic regression for irregular spaced data8
Characterizations of continuous log-symmetric distributions based on properties of order statistics7
On two exponential populations under a joint adaptive type-II progressive censoring7
Matrix variate receiver operating characteristic curve for binary classification7
On the applicability of several tests to models with not identically distributed random effects6
Bayesian time-varying quantile regression on exceedance6
Detection of long range dependence in the time domain for (in)finite-variance time series6
Extending the Mann–Kendall test to allow for measurement uncertainty6
Universal kernel-type estimation of random fields6
A study on average Lee discrepancy measure6
Outlier detection in non-parametric profile monitoring6
Optimal designs for the prediction of mixed effects in linear mixed models6
Least-square estimators in linear regression models under negatively superadditive dependent random observations6
Robust and efficient estimation in ordinal response models using the density power divergence5
A two-parameter estimator in linear measurement error model5
Tuning parameter selection for nonparametric derivative estimation in random design5
Deconvolution of ℙ( X t < Y t 5
RETRACTED ARTICLE: Convergence in quadratic mean of averaged stochastic gradient algorithms without strong convexity nor bounded gradient4
Robust link functions4
A bivariate zero-inflated integer-valued GARCH model and its application to the weekly number of syphilis cases4
New continuous bivariate distributions generated from shock models4
Robust time series clustering of GARCH (1,1) models with outliers4
An uniformity index for random geometric graphs4
Elegant robustification of sparse partial least squares by robustness-inducing transformations4
Uniformly strong consistency and the rates of asymptotic normality for the edge frequency polygons4
Robust estimation for generalized case–cohort design under the proportional hazards model4
Dynamic panel models with multi-threshold effects and endogeneity4
Convergence of series of moments on general exponential inequality4
Cumulative entropy of progressively type-II censored order statistics and associated optimal life testing-plans4
Ridge estimation in linear mixed measurement error models using generalized maximum entropy4
Some new flexible classes of normal distribution for fitting multimodal data3
Theϕ-divergence family of measures based on quantile function3
Estimation of order restricted standard deviations of normal populations with a common mean3
Exponential and Pareto-type bounds for the renewal function and the excess lifetime of a renewal process3
Adaptive local density estimation in tomography3
Uniformity pattern of mixed two- and three-level factorials under average projection mixture discrepancy3
High-dimensional semiparametric mixed-effects model for longitudinal data with non-normal errors3
Gaussian modeling with B-splines for spatial functional data on irregular domains3
Estimation of extremes for heavy-tailed and light-tailed distributions in the presence of random censoring3
Estimating parameters in multichannel fundamental frequency with harmonics model3
Robust high-dimensional alpha test for conditional time-varying factor models3
The application of Bayesian inference under SAFE model3
Statistical inference of generalized progressive hybrid censored step-stress accelerated dependent competing risks model for Marshall-Olkin bivariate Weibull distribution3
Modified intrinsic Bayes factor for multivariate regression models3
Kernel Liu prediction approach in partially linear mixed measurement error models3
Stress-strength reliability: a quantile approach3
Variable selection for single-index-driven autoregressive model with linear explanatory variables3
Retrospective sampling of survival data based on a Poisson birth process: conditional maximum likelihood3
Variation of the expectation and quantiles of the mixture of ordered distributions under imprecise choice of prior3
Consistent model selection procedure for general integer-valued time series2
Closed form estimators for a multivariate gamma distribution2
Minimum distance estimation of the Lehmann receiver operating characteristic curve2
A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property2
On optimal joint prediction of order statistics2
GENEOnet: statistical analysis supporting explainability and trustworthiness2
Bernstein-based estimation of the cross ratio function2
Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data2
Liu-type shrinkage estimations in linear models2
Dimension reduction techniques for conditional expectiles2
Acceptance reliability sampling plan for items with two failure modes2
Zero-inflated binomial integer-valued ARCH models for time series2
Bayesian empirical likelihood inference for the mean absolute deviation2
Robust penalized empirical likelihood estimation method for linear regression2
Consistency properties for the nearest neighbour estimator of the density function and applications based on α-mixing samples2
Optimal subsampling algorithms for composite quantile regression in massive data2
Smooth estimation of conditional quantile function with mixed covariates using Bernstein polynomials2
Statistical inference for the tangency portfolio in high dimension2
An exact test for exponentiality against renewal increasing mean residual life class2
A class of dependent Dirichlet processes via latent multinomial processes2
Novel credibility approaches for Lorenz curve and Gini coefficient estimation2
A test for the condor stochastic order: comparison of premiums and expected benefits of condor financial derivatives2
Identifying a class of Ridge-type estimators in binary logistic regression models2
Online updating Huber robust regression for big data streams2
High-dimensional generalized semiparametric model for longitudinal data2
Robust confidence distributions from proper scoring rules2
Covariance based moment equations for improved variance component estimation2
Modelling additive extremile regression by iteratively penalized least asymmetric weighted squares and gradient descent boosting2
Stochastic ordering of variability measure estimators2
The effect of imperfect rankings on Tsallis entropy in ranked set sampling scheme2
Expectile trace regression via low-rank and group sparsity regularization2
On cumulative residual Renyi's entropy for double truncated distribution2
A distribution-free adaptive CUSUM-sign chart for monitoring shifts in the location of unknown industrial process2
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