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 2020-04-01 to 2024-04-01.)
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 applications9
Second-order stochastic comparisons of order statistics7
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
Calibrating sufficiently6
Stress-strength reliability: a quantile approach6
Stochastic comparisons on sample extremes from independent or dependent gamma samples6
Novel techniques for performing successful follow-up experiments based on prior information from initial-stage experiments6
The limiting distribution of combining the t and Wilcoxon rank sum tests6
On weighted cumulative residual extropy: characterization, estimation and testing6
Reliability estimation of a stress-strength model with non-identical component strengths under generalized progressive hybrid censoring scheme6
High-dimensional generalized semiparametric model for longitudinal data5
Retrospective sampling of survival data based on a Poisson birth process: conditional maximum likelihood5
Robust link functions5
High-dimensional MANOVA under weak conditions4
Strong laws of large numbers for generalizations of Fréchet mean sets4
Inference of dependent left-truncated and right-censored competing risks data from a general bivariate class of inverse exponentiated distributions4
An extension of the Cox–Czanner divergence measure to residual lifetime distributions with applications4
Exponentiality tests based on Basu characterization4
Ordering results of extreme order statistics from heterogeneous Gompertz–Makeham random variables4
Two new distribution-free two-sample tests for versatile alternative4
Semi-parametric adjustment to computer models4
Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors4
New closed form estimators for a bivariate gamma distribution4
On general weighted cumulative residual extropy and general weighted negative cumulative extropy3
Consistent model selection procedure for general integer-valued time series3
The sparse variance contamination model3
Relative stochastic orders of weighted frailty models3
Equivariant estimation following selection from two normal populations having common unknown variance3
Liu-type shrinkage estimations in linear models3
Identifiability of parameters in longitudinal correlated Poisson and inflated beta regression model with non-ignorable missing mechanism3
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
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
A multi-scale approach for testing and detecting peaks in time series3
Acceptance reliability sampling plan for discrete lifetime models3
On interval weighted cumulative residual and past extropies3
Parameter estimation of stochastic differential equation driven by small fractional noise3
Empirical likelihood inference for the mean past lifetime function3
Uniformity pattern of mixed two- and three-level factorials under average projection mixture discrepancy3
The ϕ-divergence family of measures based on quantile function2
Rényi entropy on k-records and its applications in characterizing distributions2
Statistical inference for the tangency portfolio in high dimension2
U-Statistics for left truncated and right censored data2
Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors2
Supervised learning with indefinite topological Kernels2
Componentwise estimation of ordered scale parameters of two exponential distributions under a general class of loss function2
Bayesian time-varying quantile regression on exceedance2
Asymptotic properties of inverse probability of censored weighted U-empirical process for right-censored data with applications2
On numbers of observations in random regions determined by records2
Sequentially weighted uniform designs2
Adaptive elastic-net selection in a quantile model with diverging number of variable groups2
On the status of component failures in a working coherent system when the lifetimes are DNID random variables2
Robust confidence distributions from proper scoring rules2
Universal kernel-type estimation of random fields2
Multiplicative deconvolution in survival analysis under dependency2
A jackknifed ridge estimator in probit regression model2
Estimating positive powers of the scale parameters under order restriction for two normal populations with a common mean2
Limit theorems for univariate and bivariate order statistics with variable ranks2
On statistical estimation and inferences in optional regression models2
Cumulative entropy of progressively type-II censored order statistics and associated optimal life testing-plans2
Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection2
A new omnibus test of fit based on a characterization of the uniform distribution2
A robust multivariate Birnbaum–Saunders regression model2
Impact assessment of correlated measurement errors using logarithmic-type estimators2
Minimum distance estimation of the Lehmann receiver operating characteristic curve2
Projection-based classification for functional data2
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
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